SWLVX vs. FALAX
Compare and contrast key facts about Schwab U.S. Large-Cap Value Index Fund (SWLVX) and Fidelity Advisor Large Cap Fund Class A (FALAX).
SWLVX is managed by Charles Schwab. It was launched on Dec 20, 2017. FALAX is managed by Fidelity. It was launched on Sep 3, 1996.
Performance
SWLVX vs. FALAX - Performance Comparison
Loading graphics...
SWLVX vs. FALAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWLVX Schwab U.S. Large-Cap Value Index Fund | -0.06% | 15.87% | 14.36% | 11.45% | -7.61% | 25.15% | 2.64% | 26.49% | -8.39% | 0.30% |
FALAX Fidelity Advisor Large Cap Fund Class A | 0.00% | 19.36% | 26.05% | 23.16% | -8.16% | 25.49% | 8.56% | 31.37% | -8.64% | -0.58% |
Returns By Period
SWLVX
- 1D
- -0.37%
- 1M
- -6.82%
- YTD
- -0.06%
- 6M
- 3.73%
- 1Y
- 13.42%
- 3Y*
- 13.48%
- 5Y*
- 8.93%
- 10Y*
- —
FALAX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- -1.16%
- 1Y
- 22.36%
- 3Y*
- 20.31%
- 5Y*
- 13.75%
- 10Y*
- 14.35%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SWLVX vs. FALAX - Expense Ratio Comparison
SWLVX has a 0.04% expense ratio, which is lower than FALAX's 0.80% expense ratio.
Return for Risk
SWLVX vs. FALAX — Risk / Return Rank
SWLVX
FALAX
SWLVX vs. FALAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Value Index Fund (SWLVX) and Fidelity Advisor Large Cap Fund Class A (FALAX). 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.
| SWLVX | FALAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.46 | -0.52 |
Sortino ratioReturn per unit of downside risk | 1.36 | 2.08 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.45 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.14 | -0.04 |
Martin ratioReturn relative to average drawdown | 5.22 | 4.62 | +0.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SWLVX | FALAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.46 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.85 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.46 | +0.02 |
Correlation
The correlation between SWLVX and FALAX is 0.90, 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
SWLVX vs. FALAX - Dividend Comparison
SWLVX's dividend yield for the trailing twelve months is around 2.02%, less than FALAX's 6.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWLVX Schwab U.S. Large-Cap Value Index Fund | 2.02% | 2.02% | 2.75% | 2.56% | 2.29% | 4.86% | 2.00% | 4.35% | 1.87% | 0.00% | 0.00% | 0.00% |
FALAX Fidelity Advisor Large Cap Fund Class A | 6.03% | 6.03% | 6.33% | 3.46% | 2.21% | 6.69% | 5.50% | 8.65% | 17.32% | 6.41% | 2.11% | 3.02% |
Drawdowns
SWLVX vs. FALAX - Drawdown Comparison
The maximum SWLVX drawdown since its inception was -38.34%, smaller than the maximum FALAX drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for SWLVX and FALAX.
Loading graphics...
Drawdown Indicators
| SWLVX | FALAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.34% | -63.41% | +25.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.82% | -12.28% | +0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -19.05% | -21.62% | +2.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.55% | — |
Current DrawdownCurrent decline from peak | -6.82% | -4.19% | -2.63% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -14.00% | +9.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 3.92% | -1.43% |
Volatility
SWLVX vs. FALAX - Volatility Comparison
Schwab U.S. Large-Cap Value Index Fund (SWLVX) has a higher volatility of 3.72% compared to Fidelity Advisor Large Cap Fund Class A (FALAX) at 0.00%. This indicates that SWLVX's price experiences larger fluctuations and is considered to be riskier than FALAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SWLVX | FALAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 0.00% | +3.72% |
Volatility (6M)Calculated over the trailing 6-month period | 8.03% | 5.85% | +2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.63% | 17.18% | -1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.82% | 16.55% | -1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.66% | 18.63% | +0.03% |