SWLSX vs. SPY
Compare and contrast key facts about Schwab Large-Cap Growth Fund™ (SWLSX) and SPDR S&P 500 ETF (SPY).
SWLSX is managed by Charles Schwab. It was launched on Oct 3, 2005. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWLSX or SPY.
Performance
SWLSX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, SWLSX achieves a 28.19% return, which is significantly higher than SPY's 26.08% return. Over the past 10 years, SWLSX has underperformed SPY with an annualized return of 6.94%, while SPY has yielded a comparatively higher 13.10% annualized return.
SWLSX
28.19%
1.08%
12.53%
32.14%
14.03%
6.94%
SPY
26.08%
1.77%
13.59%
32.24%
15.62%
13.10%
Key characteristics
| SWLSX | SPY | |
|---|---|---|
| Sharpe Ratio | 2.02 | 2.70 |
| Sortino Ratio | 2.69 | 3.60 |
| Omega Ratio | 1.37 | 1.50 |
| Calmar Ratio | 2.70 | 3.90 |
| Martin Ratio | 10.79 | 17.52 |
| Ulcer Index | 3.03% | 1.87% |
| Daily Std Dev | 16.18% | 12.14% |
| Max Drawdown | -49.89% | -55.19% |
| Current Drawdown | -1.44% | -0.85% |
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SWLSX vs. SPY - Expense Ratio Comparison
SWLSX has a 0.99% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between SWLSX and SPY 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.
Risk-Adjusted Performance
SWLSX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Large-Cap Growth Fund™ (SWLSX) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
SWLSX's dividend yield for the trailing twelve months is around 0.03%, less than SPY's 1.18% 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% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
SWLSX vs. SPY - Drawdown Comparison
The maximum SWLSX drawdown since its inception was -49.89%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SWLSX and SPY. For additional features, visit the drawdowns tool.
Volatility
SWLSX vs. SPY - Volatility Comparison
Schwab Large-Cap Growth Fund™ (SWLSX) has a higher volatility of 4.94% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that SWLSX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.