SWPPX vs. VIGIX
Compare and contrast key facts about Schwab S&P 500 Index Fund (SWPPX) and Vanguard Growth Index Fund Institutional Shares (VIGIX).
SWPPX is managed by Charles Schwab. VIGIX is managed by Vanguard. It was launched on May 14, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWPPX or VIGIX.
Performance
SWPPX vs. VIGIX - Performance Comparison
Returns By Period
In the year-to-date period, SWPPX achieves a 25.53% return, which is significantly lower than VIGIX's 30.26% return. Over the past 10 years, SWPPX has underperformed VIGIX with an annualized return of 13.12%, while VIGIX has yielded a comparatively higher 15.55% annualized return.
SWPPX
25.53%
1.18%
12.20%
32.17%
15.57%
13.12%
VIGIX
30.26%
2.47%
14.53%
36.35%
19.09%
15.55%
Key characteristics
| SWPPX | VIGIX | |
|---|---|---|
| Sharpe Ratio | 2.59 | 2.11 |
| Sortino Ratio | 3.47 | 2.74 |
| Omega Ratio | 1.48 | 1.39 |
| Calmar Ratio | 3.77 | 2.78 |
| Martin Ratio | 16.91 | 10.93 |
| Ulcer Index | 1.89% | 3.29% |
| Daily Std Dev | 12.30% | 17.02% |
| Max Drawdown | -55.06% | -57.17% |
| Current Drawdown | -1.35% | -1.32% |
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SWPPX vs. VIGIX - Expense Ratio Comparison
SWPPX has a 0.02% expense ratio, which is lower than VIGIX's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between SWPPX and VIGIX is 0.96, 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
SWPPX vs. VIGIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab S&P 500 Index Fund (SWPPX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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.
Dividends
SWPPX vs. VIGIX - Dividend Comparison
SWPPX's dividend yield for the trailing twelve months is around 1.14%, more than VIGIX's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | 1.14% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
VIGIX Vanguard Growth Index Fund Institutional Shares | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.15% | 1.40% | 1.31% | 1.22% | 1.20% |
Drawdowns
SWPPX vs. VIGIX - Drawdown Comparison
The maximum SWPPX drawdown since its inception was -55.06%, roughly equal to the maximum VIGIX drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for SWPPX and VIGIX. For additional features, visit the drawdowns tool.
Volatility
SWPPX vs. VIGIX - Volatility Comparison
The current volatility for Schwab S&P 500 Index Fund (SWPPX) is 4.06%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 5.50%. This indicates that SWPPX experiences smaller price fluctuations and is considered to be less risky than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.