SWLSX vs. SFLNX
Compare and contrast key facts about Schwab Large-Cap Growth Fund™ (SWLSX) and Schwab Fundamental US Large Company Index Fund (SFLNX).
SWLSX is managed by Charles Schwab. It was launched on Oct 3, 2005. SFLNX is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI US Large Company Index. It was launched on Apr 2, 2007.
Performance
SWLSX vs. SFLNX - Performance Comparison
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SWLSX vs. SFLNX - 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% |
SFLNX Schwab Fundamental US Large Company Index Fund | 0.72% | 17.02% | 16.78% | 18.16% | -6.89% | 31.64% | 9.12% | 28.91% | -7.43% | 17.08% |
Returns By Period
In the year-to-date period, SWLSX achieves a -12.73% return, which is significantly lower than SFLNX's 0.72% return. Over the past 10 years, SWLSX has outperformed SFLNX with an annualized return of 14.02%, while SFLNX has yielded a comparatively lower 13.03% 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%
SFLNX
- 1D
- -0.25%
- 1M
- -5.58%
- YTD
- 0.72%
- 6M
- 4.57%
- 1Y
- 17.69%
- 3Y*
- 16.33%
- 5Y*
- 11.76%
- 10Y*
- 13.03%
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SWLSX vs. SFLNX - Expense Ratio Comparison
SWLSX has a 0.99% expense ratio, which is higher than SFLNX's 0.25% expense ratio.
Return for Risk
SWLSX vs. SFLNX — Risk / Return Rank
SWLSX
SFLNX
SWLSX vs. SFLNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Large-Cap Growth Fund™ (SWLSX) and Schwab Fundamental US Large Company Index Fund (SFLNX). 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 | SFLNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 1.17 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.69 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.26 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.37 | -0.60 |
Martin ratioReturn relative to average drawdown | 2.74 | 6.61 | -3.87 |
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 | SFLNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.17 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.77 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.71 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.50 | +0.01 |
Correlation
The correlation between SWLSX and SFLNX is 0.83, 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. SFLNX - Dividend Comparison
SWLSX's dividend yield for the trailing twelve months is around 1.34%, less than SFLNX's 1.66% 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% |
SFLNX Schwab Fundamental US Large Company Index Fund | 1.66% | 1.68% | 1.78% | 1.86% | 2.09% | 4.78% | 6.17% | 5.33% | 9.69% | 3.28% | 7.23% | 5.68% |
Drawdowns
SWLSX vs. SFLNX - Drawdown Comparison
The maximum SWLSX drawdown since its inception was -49.89%, smaller than the maximum SFLNX drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for SWLSX and SFLNX.
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Drawdown Indicators
| SWLSX | SFLNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.89% | -56.18% | +6.29% |
Max Drawdown (1Y)Largest decline over 1 year | -16.17% | -12.28% | -3.89% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -18.98% | -12.34% |
Max Drawdown (10Y)Largest decline over 10 years | -31.32% | -37.59% | +6.27% |
Current DrawdownCurrent decline from peak | -16.17% | -6.10% | -10.07% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -6.06% | -1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 2.55% | +2.02% |
Volatility
SWLSX vs. SFLNX - Volatility Comparison
Schwab Large-Cap Growth Fund™ (SWLSX) has a higher volatility of 5.73% compared to Schwab Fundamental US Large Company Index Fund (SFLNX) at 3.33%. This indicates that SWLSX's price experiences larger fluctuations and is considered to be riskier than SFLNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWLSX | SFLNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 3.33% | +2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 7.95% | +4.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.60% | 16.16% | +6.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.97% | 15.32% | +5.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.76% | 18.40% | +2.36% |