SWLSX vs. QQQ
Compare and contrast key facts about Schwab Large-Cap Growth Fund™ (SWLSX) and Invesco QQQ ETF (QQQ).
SWLSX is managed by Charles Schwab. It was launched on Oct 3, 2005. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
SWLSX vs. QQQ - Performance Comparison
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SWLSX vs. QQQ - 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% |
QQQ Invesco QQQ ETF | -5.93% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, SWLSX achieves a -12.73% return, which is significantly lower than QQQ's -5.93% return. Over the past 10 years, SWLSX has underperformed QQQ with an annualized return of 14.02%, while QQQ has yielded a comparatively higher 18.85% 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%
QQQ
- 1D
- 3.39%
- 1M
- -4.84%
- YTD
- -5.93%
- 6M
- -3.62%
- 1Y
- 23.68%
- 3Y*
- 22.32%
- 5Y*
- 12.88%
- 10Y*
- 18.85%
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SWLSX vs. QQQ - Expense Ratio Comparison
SWLSX has a 0.99% expense ratio, which is higher than QQQ's 0.18% expense ratio.
Return for Risk
SWLSX vs. QQQ — Risk / Return Rank
SWLSX
QQQ
SWLSX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Large-Cap Growth Fund™ (SWLSX) and Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 1.05 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.63 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.88 | -1.10 |
Martin ratioReturn relative to average drawdown | 2.74 | 6.95 | -4.21 |
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 | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.05 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.58 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.85 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.37 | +0.14 |
Correlation
The correlation between SWLSX and QQQ 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. QQQ - Dividend Comparison
SWLSX's dividend yield for the trailing twelve months is around 1.34%, more than QQQ's 0.49% yield.
| 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% |
QQQ Invesco QQQ ETF | 0.49% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
SWLSX vs. QQQ - Drawdown Comparison
The maximum SWLSX drawdown since its inception was -49.89%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for SWLSX and QQQ.
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Drawdown Indicators
| SWLSX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.89% | -82.97% | +33.08% |
Max Drawdown (1Y)Largest decline over 1 year | -16.17% | -12.62% | -3.55% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -35.12% | +3.80% |
Max Drawdown (10Y)Largest decline over 10 years | -31.32% | -35.12% | +3.80% |
Current DrawdownCurrent decline from peak | -16.17% | -8.98% | -7.19% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -32.99% | +25.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 3.41% | +1.16% |
Volatility
SWLSX vs. QQQ - Volatility Comparison
The current volatility for Schwab Large-Cap Growth Fund™ (SWLSX) is 5.73%, while Invesco QQQ ETF (QQQ) has a volatility of 6.51%. This indicates that SWLSX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWLSX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 6.51% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 12.77% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.60% | 22.67% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.97% | 22.39% | -1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.76% | 22.25% | -1.49% |