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SWOBX vs. LGILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SWOBX vs. LGILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Balanced Fund™ (SWOBX) and Schwab Select Large Cap Growth Fund (LGILX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.45%
12.84%
SWOBX
LGILX

Returns By Period

In the year-to-date period, SWOBX achieves a 13.32% return, which is significantly lower than LGILX's 30.69% return. Both investments have delivered pretty close results over the past 10 years, with SWOBX having a 3.34% annualized return and LGILX not far behind at 3.24%.


SWOBX

YTD

13.32%

1M

0.00%

6M

6.92%

1Y

15.36%

5Y (annualized)

3.82%

10Y (annualized)

3.34%

LGILX

YTD

30.69%

1M

1.80%

6M

12.75%

1Y

15.86%

5Y (annualized)

3.69%

10Y (annualized)

3.24%

Key characteristics


SWOBXLGILX
Sharpe Ratio1.590.67
Sortino Ratio2.140.91
Omega Ratio1.301.17
Calmar Ratio0.820.35
Martin Ratio8.022.52
Ulcer Index1.88%6.15%
Daily Std Dev9.49%22.99%
Max Drawdown-41.46%-54.56%
Current Drawdown-5.85%-24.27%

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SWOBX vs. LGILX - Expense Ratio Comparison

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


LGILX
Schwab Select Large Cap Growth Fund
Expense ratio chart for LGILX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for SWOBX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between SWOBX and LGILX is 0.91, 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.

Risk-Adjusted Performance

SWOBX vs. LGILX - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for SWOBX, currently valued at 1.59, compared to the broader market-1.000.001.002.003.004.005.001.590.67
The chart of Sortino ratio for SWOBX, currently valued at 2.14, compared to the broader market0.005.0010.002.140.91
The chart of Omega ratio for SWOBX, currently valued at 1.30, compared to the broader market1.002.003.004.001.301.17
The chart of Calmar ratio for SWOBX, currently valued at 0.82, compared to the broader market0.005.0010.0015.0020.0025.000.820.35
The chart of Martin ratio for SWOBX, currently valued at 8.02, compared to the broader market0.0020.0040.0060.0080.00100.008.022.52
SWOBX
LGILX

The current SWOBX Sharpe Ratio is 1.59, which is higher than the LGILX Sharpe Ratio of 0.67. 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.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.59
0.67
SWOBX
LGILX

Dividends

SWOBX vs. LGILX - Dividend Comparison

SWOBX's dividend yield for the trailing twelve months is around 1.90%, while LGILX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SWOBX
Schwab Balanced Fund™
1.90%2.15%1.72%4.50%1.06%1.42%2.66%3.08%1.57%2.30%2.24%1.42%
LGILX
Schwab Select Large Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.07%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SWOBX vs. LGILX - Drawdown Comparison

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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.85%
-24.27%
SWOBX
LGILX

Volatility

SWOBX vs. LGILX - Volatility Comparison

The current volatility for Schwab Balanced Fund™ (SWOBX) is 2.47%, while Schwab Select Large Cap Growth Fund (LGILX) has a volatility of 5.51%. 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.47%
5.51%
SWOBX
LGILX