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SWLSX vs. SWLGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWLSX and SWLGX 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.


-0.50.00.51.0
Correlation: 0.9

Performance

SWLSX vs. SWLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Large-Cap Growth Fund™ (SWLSX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
85.00%
185.77%
SWLSX
SWLGX

Key characteristics

Sharpe Ratio

SWLSX:

0.42

SWLGX:

0.53

Sortino Ratio

SWLSX:

0.75

SWLGX:

0.90

Omega Ratio

SWLSX:

1.11

SWLGX:

1.13

Calmar Ratio

SWLSX:

0.45

SWLGX:

0.57

Martin Ratio

SWLSX:

1.62

SWLGX:

2.02

Ulcer Index

SWLSX:

6.34%

SWLGX:

6.59%

Daily Std Dev

SWLSX:

24.68%

SWLGX:

25.11%

Max Drawdown

SWLSX:

-49.89%

SWLGX:

-33.28%

Current Drawdown

SWLSX:

-11.80%

SWLGX:

-12.60%

Returns By Period

In the year-to-date period, SWLSX achieves a -7.64% return, which is significantly higher than SWLGX's -8.91% return.


SWLSX

YTD

-7.64%

1M

2.13%

6M

-4.96%

1Y

9.42%

5Y*

14.07%

10Y*

6.90%

SWLGX

YTD

-8.91%

1M

1.24%

6M

-4.41%

1Y

11.99%

5Y*

17.53%

10Y*

N/A

*Annualized

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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.


Expense ratio chart for SWLSX: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWLSX: 0.99%
Expense ratio chart for SWLGX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWLGX: 0.04%

Risk-Adjusted Performance

SWLSX vs. SWLGX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWLSX
The Risk-Adjusted Performance Rank of SWLSX is 5454
Overall Rank
The Sharpe Ratio Rank of SWLSX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of SWLSX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of SWLSX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of SWLSX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SWLSX is 5252
Martin Ratio Rank

SWLGX
The Risk-Adjusted Performance Rank of SWLGX is 6262
Overall Rank
The Sharpe Ratio Rank of SWLGX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SWLGX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SWLGX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SWLGX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of SWLGX is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWLSX vs. SWLGX - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for SWLSX, currently valued at 0.42, compared to the broader market-1.000.001.002.003.00
SWLSX: 0.42
SWLGX: 0.53
The chart of Sortino ratio for SWLSX, currently valued at 0.75, compared to the broader market-2.000.002.004.006.008.00
SWLSX: 0.75
SWLGX: 0.90
The chart of Omega ratio for SWLSX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.00
SWLSX: 1.11
SWLGX: 1.13
The chart of Calmar ratio for SWLSX, currently valued at 0.45, compared to the broader market0.002.004.006.008.0010.00
SWLSX: 0.45
SWLGX: 0.57
The chart of Martin ratio for SWLSX, currently valued at 1.62, compared to the broader market0.0010.0020.0030.0040.0050.00
SWLSX: 1.62
SWLGX: 2.02

The current SWLSX Sharpe Ratio is 0.42, which is comparable to the SWLGX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of SWLSX and SWLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.42
0.53
SWLSX
SWLGX

Dividends

SWLSX vs. SWLGX - Dividend Comparison

SWLSX has not paid dividends to shareholders, while SWLGX's dividend yield for the trailing twelve months is around 0.57%.


TTM20242023202220212020201920182017201620152014
SWLSX
Schwab Large-Cap Growth Fund™
0.00%0.00%0.04%0.02%0.00%0.00%0.16%0.50%0.40%1.11%1.32%0.53%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
0.57%0.52%0.67%0.93%0.57%0.67%0.96%1.03%0.00%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 -33.28%. Use the drawdown chart below to compare losses from any high point for SWLSX and SWLGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.80%
-12.60%
SWLSX
SWLGX

Volatility

SWLSX vs. SWLGX - Volatility Comparison

Schwab Large-Cap Growth Fund™ (SWLSX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX) have volatilities of 16.81% and 16.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.81%
16.77%
SWLSX
SWLGX