SWLVX vs. SWDSX
Compare and contrast key facts about Schwab U.S. Large-Cap Value Index Fund (SWLVX) and Schwab Dividend Equity Fund™ (SWDSX).
SWLVX is managed by Charles Schwab. It was launched on Dec 20, 2017. SWDSX is managed by Charles Schwab. It was launched on Sep 2, 2003.
Performance
SWLVX vs. SWDSX - Performance Comparison
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SWLVX vs. SWDSX - 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% |
SWDSX Schwab Dividend Equity Fund™ | 0.45% | 12.31% | 17.06% | 6.92% | -5.84% | 28.24% | -4.33% | 24.32% | -12.18% | 0.18% |
Returns By Period
In the year-to-date period, SWLVX achieves a -0.06% return, which is significantly lower than SWDSX's 0.45% return.
SWLVX
- 1D
- -0.37%
- 1M
- -6.82%
- YTD
- -0.06%
- 6M
- 3.73%
- 1Y
- 13.42%
- 3Y*
- 13.48%
- 5Y*
- 8.93%
- 10Y*
- —
SWDSX
- 1D
- 0.00%
- 1M
- -5.46%
- YTD
- 0.45%
- 6M
- 0.22%
- 1Y
- 9.25%
- 3Y*
- 12.77%
- 5Y*
- 8.89%
- 10Y*
- 8.74%
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SWLVX vs. SWDSX - Expense Ratio Comparison
SWLVX has a 0.04% expense ratio, which is lower than SWDSX's 0.89% expense ratio.
Return for Risk
SWLVX vs. SWDSX — Risk / Return Rank
SWLVX
SWDSX
SWLVX vs. SWDSX - 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 Schwab Dividend Equity Fund™ (SWDSX). 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 | SWDSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.80 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.16 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.18 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 0.97 | +0.13 |
Martin ratioReturn relative to average drawdown | 5.22 | 4.38 | +0.84 |
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
| SWLVX | SWDSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.80 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.67 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.47 | +0.01 |
Correlation
The correlation between SWLVX and SWDSX is 0.96, 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. SWDSX - Dividend Comparison
SWLVX's dividend yield for the trailing twelve months is around 2.02%, more than SWDSX's 0.79% 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% |
SWDSX Schwab Dividend Equity Fund™ | 0.79% | 1.22% | 2.59% | 2.25% | 6.83% | 16.25% | 2.09% | 6.86% | 11.63% | 10.24% | 1.68% | 14.46% |
Drawdowns
SWLVX vs. SWDSX - Drawdown Comparison
The maximum SWLVX drawdown since its inception was -38.34%, smaller than the maximum SWDSX drawdown of -50.01%. Use the drawdown chart below to compare losses from any high point for SWLVX and SWDSX.
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Drawdown Indicators
| SWLVX | SWDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.34% | -50.01% | +11.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.82% | -9.80% | -2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -19.05% | -17.94% | -1.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.20% | — |
Current DrawdownCurrent decline from peak | -6.82% | -6.00% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -6.82% | +1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.17% | +0.32% |
Volatility
SWLVX vs. SWDSX - Volatility Comparison
Schwab U.S. Large-Cap Value Index Fund (SWLVX) has a higher volatility of 3.72% compared to Schwab Dividend Equity Fund™ (SWDSX) at 2.68%. This indicates that SWLVX's price experiences larger fluctuations and is considered to be riskier than SWDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWLVX | SWDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 2.68% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.03% | 7.25% | +0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.63% | 13.54% | +2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.82% | 13.26% | +1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.66% | 16.92% | +1.74% |