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

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.


-0.50.00.51.01.0

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.78%
12.68%
SWLSX
SWLGX

Key characteristics

Sharpe Ratio

SWLSX:

1.94

SWLGX:

2.10

Sortino Ratio

SWLSX:

2.56

SWLGX:

2.71

Omega Ratio

SWLSX:

1.36

SWLGX:

1.38

Calmar Ratio

SWLSX:

2.66

SWLGX:

2.75

Martin Ratio

SWLSX:

10.53

SWLGX:

10.70

Ulcer Index

SWLSX:

3.06%

SWLGX:

3.37%

Daily Std Dev

SWLSX:

16.66%

SWLGX:

17.24%

Max Drawdown

SWLSX:

-49.89%

SWLGX:

-32.69%

Current Drawdown

SWLSX:

-2.03%

SWLGX:

-1.69%

Returns By Period

In the year-to-date period, SWLSX achieves a 32.26% return, which is significantly lower than SWLGX's 35.88% return.


SWLSX

YTD

32.26%

1M

3.32%

6M

10.78%

1Y

32.45%

5Y*

14.99%

10Y*

8.31%

SWLGX

YTD

35.88%

1M

3.91%

6M

13.92%

1Y

36.03%

5Y*

19.49%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SWLSX vs. SWLGX - Expense Ratio Comparison

SWLSX has a 0.99% expense ratio, which is higher than SWLGX's 0.04% expense ratio.


SWLSX
Schwab Large-Cap Growth Fund™
Expense ratio chart for SWLSX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for SWLGX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for SWLSX, currently valued at 1.94, compared to the broader market-1.000.001.002.003.004.001.942.10
The chart of Sortino ratio for SWLSX, currently valued at 2.56, compared to the broader market-2.000.002.004.006.008.0010.002.562.71
The chart of Omega ratio for SWLSX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.361.38
The chart of Calmar ratio for SWLSX, currently valued at 2.66, compared to the broader market0.002.004.006.008.0010.0012.0014.002.662.75
The chart of Martin ratio for SWLSX, currently valued at 10.53, compared to the broader market0.0020.0040.0060.0010.5310.70
SWLSX
SWLGX

The current SWLSX Sharpe Ratio is 1.94, which is comparable to the SWLGX Sharpe Ratio of 2.10. 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 Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.94
2.10
SWLSX
SWLGX

Dividends

SWLSX vs. SWLGX - Dividend Comparison

SWLSX's dividend yield for the trailing twelve months is around 0.02%, which matches SWLGX's 0.02% yield.


TTM20232022202120202019201820172016201520142013
SWLSX
Schwab Large-Cap Growth Fund™
0.02%0.04%0.02%0.00%0.00%0.16%0.50%0.40%1.11%1.32%0.53%0.57%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
0.02%0.67%0.93%0.57%0.67%0.96%1.03%0.00%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 -32.69%. Use the drawdown chart below to compare losses from any high point for SWLSX and SWLGX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.03%
-1.69%
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 4.97% and 5.09%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.97%
5.09%
SWLSX
SWLGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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