SWOBX vs. LGILX

In the year-to-date period, SWOBX achieves a 12.81% return, which is significantly lower than LGILX's 24.41% return. Over the past 10 years, SWOBX has underperformed LGILX with an annualized return of 3.20%, while LGILX has yielded a comparatively higher 4.70% annualized return.

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SWOBX has a 0.00% expense ratio, which is lower than LGILX's 0.71% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Schwab Balanced Fund™ (SWOBX) and Schwab Select Large Cap Growth Fund (LGILX). 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.

The current SWOBX Sharpe Ratio is 1.04, which is comparable to the LGILX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of SWOBX and LGILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SWOBX's dividend yield for the trailing twelve months is around 1.91%, while LGILX has not paid dividends to shareholders.

The maximum SWOBX drawdown since its inception was -41.46%, smaller than the maximum LGILX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for SWOBX and LGILX. For additional features, visit the drawdowns tool.

The current volatility for Schwab Balanced Fund™ (SWOBX) is 2.87%, while Schwab Select Large Cap Growth Fund (LGILX) has a volatility of 9.26%. This indicates that SWOBX experiences smaller price fluctuations and is considered to be less risky than LGILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.