SWLSX vs. SWRSX
Compare and contrast key facts about Schwab Large-Cap Growth Fund™ (SWLSX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX).
SWLSX is managed by Charles Schwab. It was launched on Oct 3, 2005. SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWLSX or SWRSX.
Performance
SWLSX vs. SWRSX - Performance Comparison
Returns By Period
In the year-to-date period, SWLSX achieves a 28.19% return, which is significantly higher than SWRSX's 2.61% return. Over the past 10 years, SWLSX has outperformed SWRSX with an annualized return of 6.94%, while SWRSX has yielded a comparatively lower 1.96% annualized return.
SWLSX
28.19%
1.08%
12.53%
32.14%
14.03%
6.94%
SWRSX
2.61%
-0.87%
2.91%
5.58%
1.75%
1.96%
Key characteristics
| SWLSX | SWRSX | |
|---|---|---|
| Sharpe Ratio | 2.02 | 1.15 |
| Sortino Ratio | 2.69 | 1.70 |
| Omega Ratio | 1.37 | 1.21 |
| Calmar Ratio | 2.70 | 0.44 |
| Martin Ratio | 10.79 | 4.84 |
| Ulcer Index | 3.03% | 1.17% |
| Daily Std Dev | 16.18% | 4.93% |
| Max Drawdown | -49.89% | -15.14% |
| Current Drawdown | -1.44% | -7.74% |
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SWLSX vs. SWRSX - Expense Ratio Comparison
SWLSX has a 0.99% expense ratio, which is higher than SWRSX's 0.05% expense ratio.
Correlation
The correlation between SWLSX and SWRSX is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
SWLSX vs. SWRSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Large-Cap Growth Fund™ (SWLSX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). 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. SWRSX - Dividend Comparison
SWLSX's dividend yield for the trailing twelve months is around 0.03%, less than SWRSX's 3.76% 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% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.76% | 3.11% | 7.07% | 4.33% | 1.25% | 2.20% | 2.88% | 1.99% | 1.81% | 0.77% | 2.30% | 1.42% |
Drawdowns
SWLSX vs. SWRSX - Drawdown Comparison
The maximum SWLSX drawdown since its inception was -49.89%, which is greater than SWRSX's maximum drawdown of -15.14%. Use the drawdown chart below to compare losses from any high point for SWLSX and SWRSX. For additional features, visit the drawdowns tool.
Volatility
SWLSX vs. SWRSX - Volatility Comparison
Schwab Large-Cap Growth Fund™ (SWLSX) has a higher volatility of 4.94% compared to Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) at 1.12%. This indicates that SWLSX's price experiences larger fluctuations and is considered to be riskier than SWRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.