SWLSX vs. SWLGX
Compare and contrast key facts about Schwab Large-Cap Growth Fund™ (SWLSX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
SWLSX is managed by Charles Schwab. It was launched on Oct 3, 2005. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
SWLSX vs. SWLGX - Performance Comparison
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SWLSX vs. SWLGX - 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% | -0.56% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
The year-to-date returns for both stocks are quite close, with SWLSX having a -12.73% return and SWLGX slightly lower at -13.06%.
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%
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
- —
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SWLSX vs. SWLGX - Expense Ratio Comparison
SWLSX has a 0.99% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
SWLSX vs. SWLGX — Risk / Return Rank
SWLSX
SWLGX
SWLSX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Large-Cap Growth Fund™ (SWLSX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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 | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.66 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.10 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.15 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 0.72 | +0.06 |
Martin ratioReturn relative to average drawdown | 2.74 | 2.51 | +0.23 |
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 | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.66 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.56 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.68 | -0.17 |
Correlation
The correlation between SWLSX and SWLGX is 0.99, 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. SWLGX - Dividend Comparison
SWLSX's dividend yield for the trailing twelve months is around 1.34%, more than SWLGX's 0.52% 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% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
SWLSX vs. SWLGX - Drawdown Comparison
The maximum SWLSX drawdown since its inception was -49.89%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SWLSX and SWLGX.
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Drawdown Indicators
| SWLSX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.89% | -32.69% | -17.20% |
Max Drawdown (1Y)Largest decline over 1 year | -16.17% | -16.16% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -32.69% | +1.37% |
Max Drawdown (10Y)Largest decline over 10 years | -31.32% | — | — |
Current DrawdownCurrent decline from peak | -16.17% | -16.16% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -7.13% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 4.62% | -0.05% |
Volatility
SWLSX vs. SWLGX - Volatility Comparison
Schwab Large-Cap Growth Fund™ (SWLSX) has a higher volatility of 5.73% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 5.38%. This indicates that SWLSX's price experiences larger fluctuations and is considered to be riskier than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWLSX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 5.38% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 11.82% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.60% | 22.31% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.97% | 21.47% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.76% | 22.78% | -2.02% |