SWLSX vs. FFIDX
Compare and contrast key facts about Schwab Large-Cap Growth Fund™ (SWLSX) and Fidelity Fund (FFIDX).
SWLSX is managed by Charles Schwab. It was launched on Oct 3, 2005. FFIDX is managed by Fidelity. It was launched on Apr 30, 1930.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWLSX or FFIDX.
Performance
SWLSX vs. FFIDX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with SWLSX having a 27.90% return and FFIDX slightly higher at 28.16%. Over the past 10 years, SWLSX has underperformed FFIDX with an annualized return of 6.98%, while FFIDX has yielded a comparatively higher 13.81% annualized return.
SWLSX
27.90%
1.14%
11.82%
32.09%
14.02%
6.98%
FFIDX
28.16%
0.23%
9.42%
32.87%
17.09%
13.81%
Key characteristics
| SWLSX | FFIDX | |
|---|---|---|
| Sharpe Ratio | 2.07 | 2.28 |
| Sortino Ratio | 2.74 | 2.99 |
| Omega Ratio | 1.38 | 1.42 |
| Calmar Ratio | 2.77 | 3.05 |
| Martin Ratio | 11.06 | 12.33 |
| Ulcer Index | 3.03% | 2.77% |
| Daily Std Dev | 16.22% | 14.96% |
| Max Drawdown | -49.89% | -55.18% |
| Current Drawdown | -1.66% | -1.77% |
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SWLSX vs. FFIDX - Expense Ratio Comparison
SWLSX has a 0.99% expense ratio, which is higher than FFIDX's 0.45% expense ratio.
Correlation
The correlation between SWLSX and FFIDX is 0.96, 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
SWLSX vs. FFIDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Large-Cap Growth Fund™ (SWLSX) and Fidelity Fund (FFIDX). 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
SWLSX vs. FFIDX - Dividend Comparison
SWLSX's dividend yield for the trailing twelve months is around 0.03%, less than FFIDX's 0.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWLSX Schwab Large-Cap Growth Fund™ | 0.03% | 0.04% | 0.02% | 0.00% | 0.00% | 0.16% | 0.50% | 0.40% | 1.11% | 1.32% | 0.53% | 0.57% |
FFIDX Fidelity Fund | 0.27% | 0.66% | 0.67% | 0.26% | 0.75% | 0.83% | 1.08% | 1.00% | 1.06% | 5.15% | 12.31% | 8.52% |
Drawdowns
SWLSX vs. FFIDX - Drawdown Comparison
The maximum SWLSX drawdown since its inception was -49.89%, smaller than the maximum FFIDX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for SWLSX and FFIDX. For additional features, visit the drawdowns tool.
Volatility
SWLSX vs. FFIDX - Volatility Comparison
Schwab Large-Cap Growth Fund™ (SWLSX) has a higher volatility of 5.24% compared to Fidelity Fund (FFIDX) at 4.69%. This indicates that SWLSX's price experiences larger fluctuations and is considered to be riskier than FFIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.