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SWLVX vs. SWLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWLVX vs. SWLSX - 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 Schwab Large-Cap Growth Fund™ (SWLSX). The values are adjusted to include any dividend payments, if applicable.

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SWLVX vs. SWLSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SWLSX
Schwab Large-Cap Growth Fund™
-12.73%19.69%29.41%38.27%-27.00%29.03%29.03%31.02%-7.93%-0.56%

Returns By Period

In the year-to-date period, SWLVX achieves a -0.06% return, which is significantly higher than SWLSX's -12.73% return.


SWLVX

1D
-0.37%
1M
-6.82%
YTD
-0.06%
6M
3.73%
1Y
13.42%
3Y*
13.48%
5Y*
8.93%
10Y*

SWLSX

1D
-0.72%
1M
-8.75%
YTD
-12.73%
6M
-11.11%
1Y
15.36%
3Y*
18.28%
5Y*
11.53%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWLVX vs. SWLSX - Expense Ratio Comparison

SWLVX has a 0.04% expense ratio, which is lower than SWLSX's 0.99% expense ratio.


Return for Risk

SWLVX vs. SWLSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWLVX
SWLVX Risk / Return Rank: 5050
Overall Rank
SWLVX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SWLVX Sortino Ratio Rank: 4848
Sortino Ratio Rank
SWLVX Omega Ratio Rank: 5252
Omega Ratio Rank
SWLVX Calmar Ratio Rank: 4444
Calmar Ratio Rank
SWLVX Martin Ratio Rank: 5454
Martin Ratio Rank

SWLSX
SWLSX Risk / Return Rank: 3030
Overall Rank
SWLSX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SWLSX Sortino Ratio Rank: 3535
Sortino Ratio Rank
SWLSX Omega Ratio Rank: 3434
Omega Ratio Rank
SWLSX Calmar Ratio Rank: 2727
Calmar Ratio Rank
SWLSX Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWLVX vs. SWLSX - 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 Large-Cap Growth Fund™ (SWLSX). 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.


SWLVXSWLSXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.69

+0.24

Sortino ratio

Return per unit of downside risk

1.36

1.14

+0.22

Omega ratio

Gain probability vs. loss probability

1.21

1.16

+0.04

Calmar ratio

Return relative to maximum drawdown

1.10

0.78

+0.32

Martin ratio

Return relative to average drawdown

5.22

2.74

+2.47

SWLVX vs. SWLSX - Sharpe Ratio Comparison

The current SWLVX Sharpe Ratio is 0.93, which is higher than the SWLSX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SWLVX and SWLSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWLVXSWLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.69

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.55

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.51

-0.03

Correlation

The correlation between SWLVX and SWLSX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SWLVX vs. SWLSX - Dividend Comparison

SWLVX's dividend yield for the trailing twelve months is around 2.02%, more than SWLSX's 1.34% yield.


TTM20252024202320222021202020192018201720162015
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%
SWLSX
Schwab Large-Cap Growth Fund™
1.34%1.17%0.11%0.04%2.07%7.77%1.07%5.32%12.35%7.92%4.46%17.08%

Drawdowns

SWLVX vs. SWLSX - Drawdown Comparison

The maximum SWLVX drawdown since its inception was -38.34%, smaller than the maximum SWLSX drawdown of -49.89%. Use the drawdown chart below to compare losses from any high point for SWLVX and SWLSX.


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Drawdown Indicators


SWLVXSWLSXDifference

Max Drawdown

Largest peak-to-trough decline

-38.34%

-49.89%

+11.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.82%

-16.17%

+4.35%

Max Drawdown (5Y)

Largest decline over 5 years

-19.05%

-31.32%

+12.27%

Max Drawdown (10Y)

Largest decline over 10 years

-31.32%

Current Drawdown

Current decline from peak

-6.82%

-16.17%

+9.35%

Average Drawdown

Average peak-to-trough decline

-4.93%

-7.98%

+3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

4.57%

-2.08%

Volatility

SWLVX vs. SWLSX - Volatility Comparison

The current volatility for Schwab U.S. Large-Cap Value Index Fund (SWLVX) is 3.72%, while Schwab Large-Cap Growth Fund™ (SWLSX) has a volatility of 5.73%. This indicates that SWLVX experiences smaller price fluctuations and is considered to be less risky than SWLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWLVXSWLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

5.73%

-2.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.03%

12.41%

-4.38%

Volatility (1Y)

Calculated over the trailing 1-year period

15.63%

22.60%

-6.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.82%

20.97%

-6.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.66%

20.76%

-2.10%