SWLGX vs. VUG
Compare and contrast key facts about Schwab U.S. Large-Cap Growth Index Fund (SWLGX) and Vanguard Growth ETF (VUG).
SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both SWLGX and VUG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWLGX or VUG.
Performance
SWLGX vs. VUG - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SWLGX having a 30.58% return and VUG slightly lower at 30.43%.
SWLGX
30.58%
2.38%
15.08%
36.14%
19.56%
N/A
VUG
30.43%
2.58%
15.17%
35.89%
19.11%
15.50%
Key characteristics
| SWLGX | VUG | |
|---|---|---|
| Sharpe Ratio | 2.20 | 2.17 |
| Sortino Ratio | 2.86 | 2.83 |
| Omega Ratio | 1.40 | 1.40 |
| Calmar Ratio | 2.80 | 2.82 |
| Martin Ratio | 10.99 | 11.11 |
| Ulcer Index | 3.35% | 3.29% |
| Daily Std Dev | 16.74% | 16.83% |
| Max Drawdown | -32.69% | -50.68% |
| Current Drawdown | -1.24% | -1.19% |
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SWLGX vs. VUG - Expense Ratio Comparison
SWLGX has a 0.04% expense ratio, which is lower than VUG's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between SWLGX and VUG is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
SWLGX vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth Index Fund (SWLGX) and Vanguard Growth ETF (VUG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
SWLGX vs. VUG - Dividend Comparison
SWLGX's dividend yield for the trailing twelve months is around 0.51%, more than VUG's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.51% | 0.67% | 0.93% | 0.57% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
SWLGX vs. VUG - Drawdown Comparison
The maximum SWLGX drawdown since its inception was -32.69%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for SWLGX and VUG. For additional features, visit the drawdowns tool.
Volatility
SWLGX vs. VUG - Volatility Comparison
Schwab U.S. Large-Cap Growth Index Fund (SWLGX) and Vanguard Growth ETF (VUG) have volatilities of 5.31% and 5.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.