SWLVX vs. SWLGX
Compare and contrast key facts about Schwab U.S. Large-Cap Value Index Fund (SWLVX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
SWLVX is managed by Charles Schwab. It was launched on Dec 20, 2017. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWLVX or SWLGX.
Key characteristics
| SWLVX | SWLGX | |
|---|---|---|
| YTD Return | 19.90% | 32.12% |
| 1Y Return | 29.77% | 39.78% |
| 3Y Return (Ann) | 7.69% | 10.45% |
| 5Y Return (Ann) | 10.37% | 19.80% |
| Sharpe Ratio | 2.86 | 2.55 |
| Sortino Ratio | 4.00 | 3.27 |
| Omega Ratio | 1.53 | 1.47 |
| Calmar Ratio | 5.18 | 3.24 |
| Martin Ratio | 18.74 | 12.74 |
| Ulcer Index | 1.74% | 3.34% |
| Daily Std Dev | 11.44% | 16.67% |
| Max Drawdown | -38.34% | -32.69% |
| Current Drawdown | -0.66% | -0.08% |
Correlation
The correlation between SWLVX and SWLGX is 0.71, 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. SWLGX - Performance Comparison
In the year-to-date period, SWLVX achieves a 19.90% return, which is significantly lower than SWLGX's 32.12% return. 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. SWLGX - Expense Ratio Comparison
Both SWLVX and SWLGX have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
SWLVX vs. SWLGX - 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 Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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. SWLGX - Dividend Comparison
SWLVX's dividend yield for the trailing twelve months is around 1.91%, more than SWLGX's 0.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
SWLVX Schwab U.S. Large-Cap Value Index Fund | 1.91% | 2.29% | 2.16% | 1.73% | 2.00% | 2.42% | 1.71% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.51% | 0.67% | 0.93% | 0.57% | 0.67% | 0.96% | 1.03% |
Drawdowns
SWLVX vs. SWLGX - Drawdown Comparison
The maximum SWLVX drawdown since its inception was -38.34%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SWLVX and SWLGX. For additional features, visit the drawdowns tool.
Volatility
SWLVX vs. SWLGX - Volatility Comparison
The current volatility for Schwab U.S. Large-Cap Value Index Fund (SWLVX) is 3.69%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 4.92%. This indicates that SWLVX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.