SWLSX vs. FDGRX
Compare and contrast key facts about Schwab Large-Cap Growth Fund™ (SWLSX) and Fidelity Growth Company Fund (FDGRX).
SWLSX is managed by Charles Schwab. It was launched on Oct 3, 2005. FDGRX is managed by Fidelity.
Performance
SWLSX vs. FDGRX - Performance Comparison
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SWLSX vs. FDGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWLSX Schwab Large-Cap Growth Fund™ | -12.73% | 19.69% | 29.41% | 38.27% | -27.00% | 29.03% | 29.03% | 31.02% | -7.93% | 29.01% |
FDGRX Fidelity Growth Company Fund | -6.86% | 18.54% | 37.18% | 47.25% | -33.86% | 22.57% | 67.42% | 38.40% | -4.14% | 36.76% |
Returns By Period
In the year-to-date period, SWLSX achieves a -12.73% return, which is significantly lower than FDGRX's -6.86% return. Over the past 10 years, SWLSX has underperformed FDGRX with an annualized return of 14.02%, while FDGRX has yielded a comparatively higher 19.82% annualized return.
SWLSX
- 1D
- -0.72%
- 1M
- -8.75%
- YTD
- -12.73%
- 6M
- -11.11%
- 1Y
- 15.36%
- 3Y*
- 18.28%
- 5Y*
- 11.53%
- 10Y*
- 14.02%
FDGRX
- 1D
- -1.22%
- 1M
- -8.22%
- YTD
- -6.86%
- 6M
- -6.92%
- 1Y
- 26.32%
- 3Y*
- 24.11%
- 5Y*
- 12.04%
- 10Y*
- 19.82%
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SWLSX vs. FDGRX - Expense Ratio Comparison
SWLSX has a 0.99% expense ratio, which is higher than FDGRX's 0.79% expense ratio.
Return for Risk
SWLSX vs. FDGRX — Risk / Return Rank
SWLSX
FDGRX
SWLSX vs. FDGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Large-Cap Growth Fund™ (SWLSX) and Fidelity Growth Company Fund (FDGRX). 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.
| SWLSX | FDGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 1.07 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.58 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.49 | -0.71 |
Martin ratioReturn relative to average drawdown | 2.74 | 5.49 | -2.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWLSX | FDGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.07 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.51 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.85 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.66 | -0.15 |
Correlation
The correlation between SWLSX and FDGRX is 0.94, 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.
Dividends
SWLSX vs. FDGRX - Dividend Comparison
SWLSX's dividend yield for the trailing twelve months is around 1.34%, while FDGRX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWLSX Schwab Large-Cap Growth Fund™ | 1.34% | 1.17% | 0.11% | 0.04% | 2.07% | 7.77% | 1.07% | 5.32% | 12.35% | 7.92% | 4.46% | 17.08% |
FDGRX Fidelity Growth Company Fund | 0.00% | 0.00% | 8.86% | 3.83% | 7.20% | 10.67% | 8.86% | 3.84% | 6.38% | 4.73% | 6.16% | 3.92% |
Drawdowns
SWLSX vs. FDGRX - Drawdown Comparison
The maximum SWLSX drawdown since its inception was -49.89%, smaller than the maximum FDGRX drawdown of -71.62%. Use the drawdown chart below to compare losses from any high point for SWLSX and FDGRX.
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Drawdown Indicators
| SWLSX | FDGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.89% | -71.62% | +21.73% |
Max Drawdown (1Y)Largest decline over 1 year | -16.17% | -13.07% | -3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -40.25% | +8.93% |
Max Drawdown (10Y)Largest decline over 10 years | -31.32% | -40.25% | +8.93% |
Current DrawdownCurrent decline from peak | -16.17% | -12.60% | -3.57% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -15.97% | +7.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 3.89% | +0.68% |
Volatility
SWLSX vs. FDGRX - Volatility Comparison
The current volatility for Schwab Large-Cap Growth Fund™ (SWLSX) is 5.73%, while Fidelity Growth Company Fund (FDGRX) has a volatility of 6.72%. This indicates that SWLSX experiences smaller price fluctuations and is considered to be less risky than FDGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWLSX | FDGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 6.72% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 14.66% | -2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.60% | 24.34% | -1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.97% | 23.90% | -2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.76% | 23.29% | -2.53% |