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SWLVX vs. FIOOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.01.0

Performance

SWLVX vs. FIOOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Large-Cap Value Index Fund (SWLVX) and Fidelity Series Large Cap Value Index Fund (FIOOX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
3.87%
3.54%
SWLVX
FIOOX

Key characteristics

Sharpe Ratio

SWLVX:

1.15

FIOOX:

1.11

Sortino Ratio

SWLVX:

1.62

FIOOX:

1.56

Omega Ratio

SWLVX:

1.21

FIOOX:

1.20

Calmar Ratio

SWLVX:

1.27

FIOOX:

1.20

Martin Ratio

SWLVX:

5.66

FIOOX:

5.33

Ulcer Index

SWLVX:

2.28%

FIOOX:

2.35%

Daily Std Dev

SWLVX:

11.23%

FIOOX:

11.35%

Max Drawdown

SWLVX:

-38.34%

FIOOX:

-38.31%

Current Drawdown

SWLVX:

-8.86%

FIOOX:

-9.20%

Returns By Period

The year-to-date returns for both stocks are quite close, with SWLVX having a 11.87% return and FIOOX slightly lower at 11.48%.


SWLVX

YTD

11.87%

1M

-7.96%

6M

3.87%

1Y

12.50%

5Y*

8.21%

10Y*

N/A

FIOOX

YTD

11.48%

1M

-8.29%

6M

3.54%

1Y

12.16%

5Y*

8.23%

10Y*

8.10%

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. 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%.


SWLVX
Schwab U.S. Large-Cap Value Index Fund
Expense ratio chart for SWLVX: 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%
Expense ratio chart for FIOOX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

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.


Sharpe ratio
The chart of Sharpe ratio for SWLVX, currently valued at 1.15, compared to the broader market-1.000.001.002.003.004.001.151.11
The chart of Sortino ratio for SWLVX, currently valued at 1.62, compared to the broader market-2.000.002.004.006.008.0010.001.621.56
The chart of Omega ratio for SWLVX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.003.501.211.20
The chart of Calmar ratio for SWLVX, currently valued at 1.27, compared to the broader market0.002.004.006.008.0010.0012.001.271.20
The chart of Martin ratio for SWLVX, currently valued at 5.66, compared to the broader market0.0020.0040.0060.005.665.33
SWLVX
FIOOX

The current SWLVX Sharpe Ratio is 1.15, which is comparable to the FIOOX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of SWLVX and FIOOX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.15
1.11
SWLVX
FIOOX

Dividends

SWLVX vs. FIOOX - Dividend Comparison

SWLVX has not paid dividends to shareholders, while FIOOX's dividend yield for the trailing twelve months is around 0.10%.


TTM20232022202120202019201820172016201520142013
SWLVX
Schwab U.S. Large-Cap Value Index Fund
0.00%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
0.10%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.86%
-9.20%
SWLVX
FIOOX

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 4.39% and 4.53%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
4.39%
4.53%
SWLVX
FIOOX
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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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