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.
Performance
SWLVX vs. VOOV - Performance Comparison
Loading graphics...
SWLVX vs. VOOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWLVX Schwab U.S. Large-Cap Value Index Fund | 2.09% | 15.87% | 14.36% | 11.45% | -7.61% | 25.15% | 2.64% | 26.49% | -8.39% | 0.30% |
VOOV Vanguard S&P 500 Value ETF | 0.14% | 13.10% | 12.21% | 22.15% | -5.37% | 24.87% | 1.23% | 31.75% | -9.09% | 0.40% |
Returns By Period
In the year-to-date period, SWLVX achieves a 2.09% return, which is significantly higher than VOOV's 0.14% return.
SWLVX
- 1D
- 2.15%
- 1M
- -4.65%
- YTD
- 2.09%
- 6M
- 5.83%
- 1Y
- 15.94%
- 3Y*
- 14.29%
- 5Y*
- 9.20%
- 10Y*
- —
VOOV
- 1D
- 0.20%
- 1M
- -4.34%
- YTD
- 0.14%
- 6M
- 3.03%
- 1Y
- 13.11%
- 3Y*
- 13.86%
- 5Y*
- 10.44%
- 10Y*
- 11.36%
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. 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%.
Return for Risk
SWLVX vs. VOOV — Risk / Return Rank
SWLVX
VOOV
SWLVX vs. VOOV - 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 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.
| SWLVX | VOOV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.84 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.27 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.08 | +0.36 |
Martin ratioReturn relative to average drawdown | 6.76 | 5.03 | +1.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SWLVX | VOOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.84 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.72 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.72 | -0.23 |
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.
Dividends
SWLVX vs. VOOV - Dividend Comparison
SWLVX's dividend yield for the trailing twelve months is around 1.98%, more than VOOV's 1.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWLVX Schwab U.S. Large-Cap Value Index Fund | 1.98% | 2.02% | 2.75% | 2.56% | 2.29% | 4.86% | 2.00% | 4.35% | 1.87% | 0.00% | 0.00% | 0.00% |
VOOV Vanguard S&P 500 Value ETF | 1.80% | 1.76% | 2.10% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% |
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.
Loading graphics...
Drawdown Indicators
| SWLVX | VOOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.34% | -37.31% | -1.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.82% | -11.99% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -19.05% | -18.10% | -0.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.31% | — |
Current DrawdownCurrent decline from peak | -4.82% | -4.48% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -3.88% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.57% | -0.06% |
Volatility
SWLVX vs. VOOV - Volatility Comparison
Schwab U.S. Large-Cap Value Index Fund (SWLVX) has a higher volatility of 4.47% compared to Vanguard S&P 500 Value ETF (VOOV) at 3.82%. 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.
Loading graphics...
Volatility by Period
| SWLVX | VOOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 3.82% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 8.30% | 7.77% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.74% | 15.59% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 14.50% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 16.96% | +1.71% |