SWLSX vs. SWSSX
Compare and contrast key facts about Schwab Large-Cap Growth Fund™ (SWLSX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
SWLSX is managed by Charles Schwab. It was launched on Oct 3, 2005. SWSSX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 2000 Index. It was launched on May 19, 1997.
Performance
SWLSX vs. SWSSX - Performance Comparison
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SWLSX vs. SWSSX - 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | -2.49% | 12.88% | 11.57% | 17.07% | -20.43% | 14.77% | 20.12% | 25.63% | -11.19% | 14.76% |
Returns By Period
In the year-to-date period, SWLSX achieves a -12.73% return, which is significantly lower than SWSSX's -2.49% return. Over the past 10 years, SWLSX has outperformed SWSSX with an annualized return of 14.02%, while SWSSX has yielded a comparatively lower 9.50% 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%
SWSSX
- 1D
- -1.45%
- 1M
- -8.18%
- YTD
- -2.49%
- 6M
- -0.36%
- 1Y
- 21.55%
- 3Y*
- 11.83%
- 5Y*
- 3.10%
- 10Y*
- 9.50%
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SWLSX vs. SWSSX - Expense Ratio Comparison
SWLSX has a 0.99% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
SWLSX vs. SWSSX — Risk / Return Rank
SWLSX
SWSSX
SWLSX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Large-Cap Growth Fund™ (SWLSX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.91 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.40 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.33 | -0.55 |
Martin ratioReturn relative to average drawdown | 2.74 | 5.02 | -2.28 |
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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.91 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.14 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.40 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.33 | +0.18 |
Correlation
The correlation between SWLSX and SWSSX is 0.81, 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. SWSSX - Dividend Comparison
SWLSX's dividend yield for the trailing twelve months is around 1.34%, more than SWSSX's 1.32% 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.32% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
SWLSX vs. SWSSX - Drawdown Comparison
The maximum SWLSX drawdown since its inception was -49.89%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for SWLSX and SWSSX.
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Drawdown Indicators
| SWLSX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.89% | -60.34% | +10.45% |
Max Drawdown (1Y)Largest decline over 1 year | -16.17% | -13.90% | -2.27% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -31.93% | +0.61% |
Max Drawdown (10Y)Largest decline over 10 years | -31.32% | -41.81% | +10.49% |
Current DrawdownCurrent decline from peak | -16.17% | -11.00% | -5.17% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -10.78% | +2.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 3.68% | +0.89% |
Volatility
SWLSX vs. SWSSX - Volatility Comparison
The current volatility for Schwab Large-Cap Growth Fund™ (SWLSX) is 5.73%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that SWLSX experiences smaller price fluctuations and is considered to be less risky than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWLSX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 6.59% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 14.12% | -1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.60% | 23.11% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.97% | 22.57% | -1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.76% | 24.03% | -3.27% |