SWLVX vs. WPLCX
Compare and contrast key facts about Schwab U.S. Large-Cap Value Index Fund (SWLVX) and WP Large Cap Income Plus Fund (WPLCX).
SWLVX is managed by Charles Schwab. It was launched on Dec 20, 2017. WPLCX is managed by WP Trust. It was launched on Oct 10, 2013.
Performance
SWLVX vs. WPLCX - Performance Comparison
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SWLVX vs. WPLCX - 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% |
WPLCX WP Large Cap Income Plus Fund | 2.65% | 16.54% | 19.35% | 25.92% | -35.46% | 22.54% | -22.55% | 52.10% | -16.58% | 0.52% |
Returns By Period
In the year-to-date period, SWLVX achieves a 2.09% return, which is significantly lower than WPLCX's 2.65% return.
SWLVX
- 1D
- 2.15%
- 1M
- -4.65%
- YTD
- 2.09%
- 6M
- 5.83%
- 1Y
- 15.94%
- 3Y*
- 14.29%
- 5Y*
- 9.20%
- 10Y*
- —
WPLCX
- 1D
- 4.50%
- 1M
- -7.33%
- YTD
- 2.65%
- 6M
- 5.57%
- 1Y
- 21.98%
- 3Y*
- 20.18%
- 5Y*
- 5.01%
- 10Y*
- 7.73%
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SWLVX vs. WPLCX - Expense Ratio Comparison
SWLVX has a 0.04% expense ratio, which is lower than WPLCX's 2.33% expense ratio.
Return for Risk
SWLVX vs. WPLCX — Risk / Return Rank
SWLVX
WPLCX
SWLVX vs. WPLCX - 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 WP Large Cap Income Plus Fund (WPLCX). 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 | WPLCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.92 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.41 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.35 | +0.08 |
Martin ratioReturn relative to average drawdown | 6.76 | 5.55 | +1.21 |
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 | WPLCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.92 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.00 | +0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.00 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.00 | +0.49 |
Correlation
The correlation between SWLVX and WPLCX is 0.80, 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. WPLCX - Dividend Comparison
SWLVX's dividend yield for the trailing twelve months is around 1.98%, while WPLCX has not paid dividends to shareholders.
| 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% |
WPLCX WP Large Cap Income Plus Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.28% | 0.74% | 2.41% | 0.11% | 2.56% | 0.18% | 0.19% |
Drawdowns
SWLVX vs. WPLCX - Drawdown Comparison
The maximum SWLVX drawdown since its inception was -38.34%, smaller than the maximum WPLCX drawdown of -98.43%. Use the drawdown chart below to compare losses from any high point for SWLVX and WPLCX.
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Drawdown Indicators
| SWLVX | WPLCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.34% | -98.43% | +60.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.82% | -16.68% | +4.86% |
Max Drawdown (5Y)Largest decline over 5 years | -19.05% | -98.43% | +79.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -98.43% | — |
Current DrawdownCurrent decline from peak | -4.82% | -97.72% | +92.90% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -22.15% | +17.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 4.06% | -1.55% |
Volatility
SWLVX vs. WPLCX - Volatility Comparison
The current volatility for Schwab U.S. Large-Cap Value Index Fund (SWLVX) is 4.47%, while WP Large Cap Income Plus Fund (WPLCX) has a volatility of 7.99%. This indicates that SWLVX experiences smaller price fluctuations and is considered to be less risky than WPLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWLVX | WPLCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 7.99% | -3.52% |
Volatility (6M)Calculated over the trailing 6-month period | 8.30% | 14.28% | -5.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.74% | 24.02% | -8.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 2,424.33% | -2,409.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 1,714.35% | -1,695.68% |