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SWPPX vs. FNILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWPPX and FNILX is 1.00, 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.


-0.50.00.51.01.0

Performance

SWPPX vs. FNILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab S&P 500 Index Fund (SWPPX) and Fidelity ZERO Large Cap Index Fund (FNILX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.55%
4.99%
SWPPX
FNILX

Key characteristics

Sharpe Ratio

SWPPX:

2.16

FNILX:

2.07

Sortino Ratio

SWPPX:

2.87

FNILX:

2.76

Omega Ratio

SWPPX:

1.40

FNILX:

1.38

Calmar Ratio

SWPPX:

3.25

FNILX:

3.11

Martin Ratio

SWPPX:

14.01

FNILX:

12.90

Ulcer Index

SWPPX:

1.96%

FNILX:

2.08%

Daily Std Dev

SWPPX:

12.73%

FNILX:

12.98%

Max Drawdown

SWPPX:

-55.06%

FNILX:

-33.75%

Current Drawdown

SWPPX:

-2.88%

FNILX:

-4.01%

Returns By Period

In the year-to-date period, SWPPX achieves a 0.49% return, which is significantly lower than FNILX's 0.57% return.


SWPPX

YTD

0.49%

1M

-2.88%

6M

6.64%

1Y

25.71%

5Y*

14.33%

10Y*

12.97%

FNILX

YTD

0.57%

1M

-4.01%

6M

6.05%

1Y

25.01%

5Y*

14.22%

10Y*

N/A

*Annualized

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SWPPX vs. FNILX - Expense Ratio Comparison

SWPPX has a 0.02% expense ratio, which is higher than FNILX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for SWPPX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%
Expense ratio chart for FNILX: 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%

Risk-Adjusted Performance

SWPPX vs. FNILX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWPPX
The Risk-Adjusted Performance Rank of SWPPX is 9292
Overall Rank
The Sharpe Ratio Rank of SWPPX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of SWPPX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of SWPPX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of SWPPX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of SWPPX is 9494
Martin Ratio Rank

FNILX
The Risk-Adjusted Performance Rank of FNILX is 9090
Overall Rank
The Sharpe Ratio Rank of FNILX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FNILX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of FNILX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of FNILX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of FNILX is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWPPX vs. FNILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab S&P 500 Index Fund (SWPPX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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 chart of Sharpe ratio for SWPPX, currently valued at 2.16, compared to the broader market-1.000.001.002.003.002.162.07
The chart of Sortino ratio for SWPPX, currently valued at 2.87, compared to the broader market-2.000.002.004.006.008.002.872.76
The chart of Omega ratio for SWPPX, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.38
The chart of Calmar ratio for SWPPX, currently valued at 3.25, compared to the broader market0.002.004.006.008.0010.003.253.11
The chart of Martin ratio for SWPPX, currently valued at 14.01, compared to the broader market0.0010.0020.0030.0040.0050.0014.0112.90
SWPPX
FNILX

The current SWPPX Sharpe Ratio is 2.16, which is comparable to the FNILX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of SWPPX and FNILX, 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 Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
2.16
2.07
SWPPX
FNILX

Dividends

SWPPX vs. FNILX - Dividend Comparison

SWPPX's dividend yield for the trailing twelve months is around 1.22%, while FNILX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SWPPX
Schwab S&P 500 Index Fund
1.22%1.23%1.43%1.67%1.17%1.81%1.77%2.20%1.75%1.99%2.15%1.80%
FNILX
Fidelity ZERO Large Cap Index Fund
0.00%0.00%1.34%1.53%0.95%1.20%1.17%0.41%0.00%0.00%0.00%0.00%

Drawdowns

SWPPX vs. FNILX - Drawdown Comparison

The maximum SWPPX drawdown since its inception was -55.06%, which is greater than FNILX's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for SWPPX and FNILX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.88%
-4.01%
SWPPX
FNILX

Volatility

SWPPX vs. FNILX - Volatility Comparison

Schwab S&P 500 Index Fund (SWPPX) and Fidelity ZERO Large Cap Index Fund (FNILX) have volatilities of 4.47% and 4.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.47%
4.70%
SWPPX
FNILX