SWOBX vs. LGILX
SWOBX (Schwab Balanced Fund™) and LGILX (Schwab Select Large Cap Growth Fund) are both mutual funds - SWOBX is a Diversified Portfolio fund managed by Charles Schwab, while LGILX is a Large Cap Growth Equities fund managed by Charles Schwab. Over the past 10 years, SWOBX returned 8.41%/yr vs 13.58%/yr for LGILX. Their correlation of 0.91 means they have usually moved in the same direction. SWOBX charges 0.51%/yr vs 0.71%/yr for LGILX.
Performance
SWOBX vs. LGILX - Performance Comparison
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Returns By Period
In the year-to-date period, SWOBX achieves a 4.03% return, which is significantly higher than LGILX's -0.46% return. Over the past 10 years, SWOBX has underperformed LGILX with an annualized return of 8.41%, while LGILX has yielded a comparatively higher 13.58% annualized return.
SWOBX
- 1D
- 1.25%
- 1M
- -0.80%
- 6M
- 2.88%
- YTD
- 4.03%
- 1Y
- 11.56%
- 3Y*
- 11.08%
- 5Y*
- 5.64%
- 10Y*
- 8.41%
- ALL TIME*
- 7.16%
LGILX
- 1D
- 2.76%
- 1M
- -3.92%
- 6M
- 0.08%
- YTD
- -0.46%
- 1Y
- -5.09%
- 3Y*
- 11.98%
- 5Y*
- 4.24%
- 10Y*
- 13.58%
- ALL TIME*
- 7.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SWOBX vs. LGILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWOBX Schwab Balanced Fund™ | 4.03% | 12.76% | 12.51% | 18.25% | -18.86% | 14.76% | 14.73% | 20.13% | -4.35% | 15.52% |
LGILX Schwab Select Large Cap Growth Fund | -0.46% | -0.54% | 31.98% | 48.08% | -38.11% | 20.06% | 38.40% | 32.59% | 2.00% | 33.89% |
Correlation
The correlation between SWOBX and LGILX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 1997 | 0.91 |
The correlation between SWOBX and LGILX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
SWOBX vs. LGILX — Risk / Return Rank
SWOBX
LGILX
SWOBX vs. LGILX - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SWOBX | LGILX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.44 | ||
| Sortino ratioReturn per unit of downside risk | +1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.96 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | -0.27 | +1.88 |
| Martin ratioReturn relative to average drawdown | 6.48 | -0.56 | +7.04 |
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Drawdowns
SWOBX vs. LGILX - Drawdown Comparison
The maximum SWOBX drawdown since its inception was -35.99%, smaller than the maximum LGILX drawdown of -67.74%. Use the drawdown chart below to compare losses from any high point for SWOBX and LGILX.
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Drawdown Indicators
| SWOBX | LGILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.99% | -67.74% | +31.75% |
Max Drawdown (1Y)Largest decline over 1 year | -6.58% | -26.18% | +19.60% |
Max Drawdown (3Y)Largest decline over 3 years | -11.72% | -26.18% | +14.46% |
Max Drawdown (5Y)Largest decline over 5 years | -28.30% | -43.00% | +14.70% |
Max Drawdown (10Y)Largest decline over 10 years | -28.30% | -43.00% | +14.70% |
Current DrawdownCurrent decline from peak | -2.11% | -16.69% | +14.58% |
Average DrawdownAverage peak-to-trough decline | -6.19% | -21.22% | +15.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 12.81% | -11.18% |
Volatility
SWOBX vs. LGILX - Volatility Comparison
The current volatility for Schwab Balanced Fund™ (SWOBX) is 2.69%, while Schwab Select Large Cap Growth Fund (LGILX) has a volatility of 6.10%. 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.
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Volatility by Period
| SWOBX | LGILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 6.10% | -3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 7.64% | 14.19% | -6.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.37% | 22.91% | -13.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 26.50% | -12.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.90% | 24.19% | -11.29% |
SWOBX vs. LGILX - Expense Ratio Comparison
SWOBX has a 0.51% expense ratio, which is lower than LGILX's 0.71% expense ratio.
Dividends
SWOBX vs. LGILX - Dividend Comparison
SWOBX's dividend yield for the trailing twelve months is around 5.26%, while LGILX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGILX Schwab Select Large Cap Growth Fund | 0.00% | 0.00% | 7.95% | 18.16% | 13.58% | 13.58% | 5.22% | 8.46% | 8.42% | 13.64% | 1.65% | 0.00% |
SWOBX Schwab Balanced Fund™ | 5.26% | 5.47% | 4.94% | 5.67% | 10.21% | 6.47% | 2.97% | 5.21% | 7.11% | 3.20% | 7.83% | 7.66% |
Frequently Asked Questions
With a correlation of 0.92, SWOBX and LGILX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
LGILX has higher volatility (6.10%) compared to SWOBX (2.69%). In terms of maximum drawdown, SWOBX dropped -35.99% vs LGILX's -67.74%.
SWOBX currently has the higher Sharpe Ratio (1.13 vs -0.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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