SWPPX vs. TRBCX
SWPPX (Schwab S&P 500 Index Fund) and TRBCX (T. Rowe Price Blue Chip Growth Fund) are both mutual funds - SWPPX is a Large Cap Blend Equities fund tracking the S&P 500 Index, while TRBCX is a Large Cap Growth Equities fund actively managed by T. Rowe Price. SWPPX is passively managed, while TRBCX is actively managed. Over the past 10 years, SWPPX returned 15.60%/yr vs 17.46%/yr for TRBCX. Their correlation of 0.94 suggests significant overlap in exposure. SWPPX charges 0.02%/yr vs 0.69%/yr for TRBCX.
Performance
SWPPX vs. TRBCX - Performance Comparison
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Returns By Period
In the year-to-date period, SWPPX achieves a 8.21% return, which is significantly higher than TRBCX's -1.78% return. Over the past 10 years, SWPPX has underperformed TRBCX with an annualized return of 15.60%, while TRBCX has yielded a comparatively higher 17.46% annualized return.
SWPPX
- 1D
- -1.40%
- 1M
- -1.30%
- YTD
- 8.21%
- 6M
- 6.93%
- 1Y
- 22.35%
- 3Y*
- 20.79%
- 5Y*
- 13.13%
- 10Y*
- 15.60%
TRBCX
- 1D
- -1.96%
- 1M
- -5.16%
- YTD
- -1.78%
- 6M
- -3.09%
- 1Y
- 11.36%
- 3Y*
- 25.03%
- 5Y*
- 10.76%
- 10Y*
- 17.46%
SWPPX vs. TRBCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | 8.21% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
TRBCX T. Rowe Price Blue Chip Growth Fund | -1.78% | 18.78% | 48.46% | 49.42% | -38.57% | 17.54% | 34.73% | 29.97% | 2.00% | 36.54% |
Correlation
The correlation between SWPPX and TRBCX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since May 20, 1997 | 0.94 |
The correlation between SWPPX and TRBCX has been stable across timeframes, ranging from 0.84 to 0.94 - a consistent structural relationship.
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Return for Risk
SWPPX vs. TRBCX — Risk / Return Rank
SWPPX
TRBCX
SWPPX vs. TRBCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab S&P 500 Index Fund (SWPPX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). 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.
| SWPPX | TRBCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.14 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 0.77 | +1.91 |
| Martin ratioReturn relative to average drawdown | 12.02 | 2.52 | +9.50 |
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Drawdowns
SWPPX vs. TRBCX - Drawdown Comparison
The maximum SWPPX drawdown since its inception was -55.06%, roughly equal to the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for SWPPX and TRBCX.
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Drawdown Indicators
| SWPPX | TRBCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.06% | -54.56% | -0.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -17.01% | +8.12% |
Max Drawdown (3Y)Largest decline over 3 years | -18.74% | -23.08% | +4.34% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -43.63% | +19.12% |
Max Drawdown (10Y)Largest decline over 10 years | -33.80% | -43.63% | +9.83% |
Current DrawdownCurrent decline from peak | -3.11% | -7.52% | +4.41% |
Average DrawdownAverage peak-to-trough decline | -9.93% | -11.29% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 5.16% | -3.18% |
Volatility
SWPPX vs. TRBCX - Volatility Comparison
The current volatility for Schwab S&P 500 Index Fund (SWPPX) is 4.94%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 6.71%. This indicates that SWPPX experiences smaller price fluctuations and is considered to be less risky than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWPPX | TRBCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 6.71% | -1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 9.96% | 14.55% | -4.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.60% | 17.70% | -5.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 24.17% | -7.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 22.84% | -4.60% |
SWPPX vs. TRBCX - Expense Ratio Comparison
SWPPX has a 0.02% expense ratio, which is lower than TRBCX's 0.69% expense ratio.
Dividends
SWPPX vs. TRBCX - Dividend Comparison
SWPPX's dividend yield for the trailing twelve months is around 1.03%, less than TRBCX's 5.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | 1.03% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 5.34% | 5.25% | 18.16% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% |
Frequently Asked Questions
SWPPX and TRBCX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRBCX has higher volatility (6.71%) compared to SWPPX (4.94%). In terms of maximum drawdown, SWPPX dropped -55.06% vs TRBCX's -54.56%.
SWPPX currently has the higher Sharpe Ratio (1.90 vs 0.74), 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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