SWLVX vs. VOOV
Compare and contrast key facts about Schwab U.S. Large-Cap Value Index Fund (SWLVX) and Vanguard S&P 500 Value ETF (VOOV).
SWLVX is managed by Charles Schwab. It was launched on Dec 20, 2017. VOOV is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Value Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWLVX or VOOV.
Key characteristics
| SWLVX | VOOV | |
|---|---|---|
| YTD Return | 19.90% | 17.74% |
| 1Y Return | 29.77% | 27.31% |
| 3Y Return (Ann) | 7.69% | 11.61% |
| 5Y Return (Ann) | 10.37% | 12.25% |
| Sharpe Ratio | 2.86 | 2.95 |
| Sortino Ratio | 4.00 | 4.19 |
| Omega Ratio | 1.53 | 1.54 |
| Calmar Ratio | 5.18 | 5.68 |
| Martin Ratio | 18.74 | 18.27 |
| Ulcer Index | 1.74% | 1.66% |
| Daily Std Dev | 11.44% | 10.28% |
| Max Drawdown | -38.34% | -37.31% |
| Current Drawdown | -0.66% | -0.60% |
Correlation
The correlation between SWLVX and VOOV is 0.97, 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. VOOV - Performance Comparison
In the year-to-date period, SWLVX achieves a 19.90% return, which is significantly higher than VOOV's 17.74% 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. VOOV - Expense Ratio Comparison
SWLVX has a 0.04% expense ratio, which is lower than VOOV's 0.10% expense ratio. Despite the difference, 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. VOOV - 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 Vanguard S&P 500 Value ETF (VOOV). 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. VOOV - Dividend Comparison
SWLVX's dividend yield for the trailing twelve months is around 1.91%, which matches VOOV's 1.91% 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% |
VOOV Vanguard S&P 500 Value ETF | 1.91% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% | 1.97% |
Drawdowns
SWLVX vs. VOOV - Drawdown Comparison
The maximum SWLVX drawdown since its inception was -38.34%, roughly equal to the maximum VOOV drawdown of -37.31%. Use the drawdown chart below to compare losses from any high point for SWLVX and VOOV. For additional features, visit the drawdowns tool.
Volatility
SWLVX vs. VOOV - Volatility Comparison
Schwab U.S. Large-Cap Value Index Fund (SWLVX) has a higher volatility of 3.69% compared to Vanguard S&P 500 Value ETF (VOOV) at 3.42%. This indicates that SWLVX's price experiences larger fluctuations and is considered to be riskier than VOOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.