SWLVX vs. FIOOX
Compare and contrast key facts about Schwab U.S. Large-Cap Value Index Fund (SWLVX) and Fidelity Series Large Cap Value Index Fund (FIOOX).
SWLVX is managed by Charles Schwab. It was launched on Dec 20, 2017. FIOOX is managed by Fidelity. It was launched on Nov 7, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWLVX or FIOOX.
Key characteristics
| SWLVX | FIOOX | |
|---|---|---|
| YTD Return | 20.04% | 20.05% |
| 1Y Return | 34.13% | 34.24% |
| 3Y Return (Ann) | 7.72% | 7.78% |
| 5Y Return (Ann) | 10.47% | 10.55% |
| Sharpe Ratio | 2.88 | 3.01 |
| Sortino Ratio | 4.04 | 4.23 |
| Omega Ratio | 1.54 | 1.55 |
| Calmar Ratio | 3.58 | 3.63 |
| Martin Ratio | 19.00 | 19.25 |
| Ulcer Index | 1.74% | 1.72% |
| Daily Std Dev | 11.47% | 11.03% |
| Max Drawdown | -38.34% | -38.31% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SWLVX and FIOOX 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.
Performance
SWLVX vs. FIOOX - Performance Comparison
The year-to-date returns for both investments are quite close, with SWLVX having a 20.04% return and FIOOX slightly higher at 20.05%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SWLVX vs. FIOOX - Expense Ratio Comparison
SWLVX has a 0.04% expense ratio, which is higher than FIOOX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SWLVX vs. FIOOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Value Index Fund (SWLVX) and Fidelity Series Large Cap Value Index Fund (FIOOX). 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
SWLVX vs. FIOOX - Dividend Comparison
SWLVX's dividend yield for the trailing twelve months is around 1.91%, more than FIOOX's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWLVX Schwab U.S. Large-Cap Value Index Fund | 1.91% | 2.29% | 2.16% | 1.73% | 2.00% | 2.42% | 1.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FIOOX Fidelity Series Large Cap Value Index Fund | 1.88% | 2.24% | 2.38% | 1.95% | 2.18% | 2.54% | 2.99% | 2.36% | 1.63% | 3.16% | 5.87% | 0.34% |
Drawdowns
SWLVX vs. FIOOX - Drawdown Comparison
The maximum SWLVX drawdown since its inception was -38.34%, roughly equal to the maximum FIOOX drawdown of -38.31%. Use the drawdown chart below to compare losses from any high point for SWLVX and FIOOX. For additional features, visit the drawdowns tool.
Volatility
SWLVX vs. FIOOX - Volatility Comparison
Schwab U.S. Large-Cap Value Index Fund (SWLVX) and Fidelity Series Large Cap Value Index Fund (FIOOX) have volatilities of 3.79% and 3.81%, 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.