SWLSX vs. SWEGX
Compare and contrast key facts about Schwab Large-Cap Growth Fund™ (SWLSX) and Schwab MarketTrack All Equity Portfolio™ (SWEGX).
SWLSX is managed by Charles Schwab. It was launched on Oct 3, 2005. SWEGX is managed by Charles Schwab. It was launched on May 19, 1998.
Performance
SWLSX vs. SWEGX - Performance Comparison
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SWLSX vs. SWEGX - 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% |
SWEGX Schwab MarketTrack All Equity Portfolio™ | -3.20% | 20.82% | 13.86% | 25.13% | -16.24% | 22.68% | 11.13% | 25.55% | -9.53% | 19.84% |
Returns By Period
In the year-to-date period, SWLSX achieves a -12.73% return, which is significantly lower than SWEGX's -3.20% return. Over the past 10 years, SWLSX has outperformed SWEGX with an annualized return of 14.02%, while SWEGX has yielded a comparatively lower 11.28% 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%
SWEGX
- 1D
- -0.24%
- 1M
- -8.44%
- YTD
- -3.20%
- 6M
- -0.35%
- 1Y
- 17.76%
- 3Y*
- 16.20%
- 5Y*
- 9.63%
- 10Y*
- 11.28%
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SWLSX vs. SWEGX - Expense Ratio Comparison
SWLSX has a 0.99% expense ratio, which is higher than SWEGX's 0.39% expense ratio.
Return for Risk
SWLSX vs. SWEGX — Risk / Return Rank
SWLSX
SWEGX
SWLSX vs. SWEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Large-Cap Growth Fund™ (SWLSX) and Schwab MarketTrack All Equity Portfolio™ (SWEGX). 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 | SWEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 1.09 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.60 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.24 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.33 | -0.56 |
Martin ratioReturn relative to average drawdown | 2.74 | 6.41 | -3.67 |
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 | SWEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.09 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.61 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.66 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.38 | +0.13 |
Correlation
The correlation between SWLSX and SWEGX is 0.89, 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. SWEGX - Dividend Comparison
SWLSX's dividend yield for the trailing twelve months is around 1.34%, less than SWEGX's 7.56% 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% |
SWEGX Schwab MarketTrack All Equity Portfolio™ | 7.56% | 7.32% | 7.58% | 6.29% | 4.93% | 3.90% | 6.78% | 6.54% | 4.85% | 3.49% | 4.54% | 11.29% |
Drawdowns
SWLSX vs. SWEGX - Drawdown Comparison
The maximum SWLSX drawdown since its inception was -49.89%, smaller than the maximum SWEGX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for SWLSX and SWEGX.
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Drawdown Indicators
| SWLSX | SWEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.89% | -57.57% | +7.68% |
Max Drawdown (1Y)Largest decline over 1 year | -16.17% | -11.92% | -4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -24.87% | -6.45% |
Max Drawdown (10Y)Largest decline over 10 years | -31.32% | -36.08% | +4.76% |
Current DrawdownCurrent decline from peak | -16.17% | -8.93% | -7.24% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -10.42% | +2.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 2.48% | +2.09% |
Volatility
SWLSX vs. SWEGX - Volatility Comparison
Schwab Large-Cap Growth Fund™ (SWLSX) has a higher volatility of 5.73% compared to Schwab MarketTrack All Equity Portfolio™ (SWEGX) at 4.88%. This indicates that SWLSX's price experiences larger fluctuations and is considered to be riskier than SWEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWLSX | SWEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 4.88% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 8.95% | +3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.60% | 16.31% | +6.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.97% | 15.81% | +5.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.76% | 17.28% | +3.48% |