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SWRSX vs. SWLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWRSX vs. SWLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). The values are adjusted to include any dividend payments, if applicable.

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SWRSX vs. SWLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWRSX
Schwab Treasury Inflation Protected Securities Index Fund
0.39%6.84%1.95%3.80%-12.01%5.83%10.88%8.38%-1.32%0.91%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
-13.06%18.55%33.30%42.67%-29.17%27.55%38.43%36.30%-1.59%-0.60%

Returns By Period

In the year-to-date period, SWRSX achieves a 0.39% return, which is significantly higher than SWLGX's -13.06% return.


SWRSX

1D
0.58%
1M
-1.33%
YTD
0.39%
6M
0.33%
1Y
2.91%
3Y*
3.14%
5Y*
1.42%
10Y*
2.57%

SWLGX

1D
-0.46%
1M
-8.63%
YTD
-13.06%
6M
-12.07%
1Y
14.45%
3Y*
19.67%
5Y*
11.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWRSX vs. SWLGX - Expense Ratio Comparison

SWRSX has a 0.05% expense ratio, which is higher than SWLGX's 0.04% 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%.


Return for Risk

SWRSX vs. SWLGX — Risk / Return Rank

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

SWRSX
SWRSX Risk / Return Rank: 4343
Overall Rank
SWRSX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SWRSX Sortino Ratio Rank: 3737
Sortino Ratio Rank
SWRSX Omega Ratio Rank: 3131
Omega Ratio Rank
SWRSX Calmar Ratio Rank: 6363
Calmar Ratio Rank
SWRSX Martin Ratio Rank: 4242
Martin Ratio Rank

SWLGX
SWLGX Risk / Return Rank: 2828
Overall Rank
SWLGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SWLGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
SWLGX Omega Ratio Rank: 3131
Omega Ratio Rank
SWLGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
SWLGX Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWRSX vs. SWLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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.


SWRSXSWLGXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.66

+0.19

Sortino ratio

Return per unit of downside risk

1.17

1.10

+0.07

Omega ratio

Gain probability vs. loss probability

1.16

1.15

0.00

Calmar ratio

Return relative to maximum drawdown

1.44

0.72

+0.72

Martin ratio

Return relative to average drawdown

4.27

2.51

+1.76

SWRSX vs. SWLGX - Sharpe Ratio Comparison

The current SWRSX Sharpe Ratio is 0.84, which is comparable to the SWLGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of SWRSX and SWLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWRSXSWLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.66

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.56

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.68

-0.11

Correlation

The correlation between SWRSX and SWLGX is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SWRSX vs. SWLGX - Dividend Comparison

SWRSX's dividend yield for the trailing twelve months is around 3.36%, more than SWLGX's 0.52% yield.


TTM20252024202320222021202020192018201720162015
SWRSX
Schwab Treasury Inflation Protected Securities Index Fund
3.36%4.20%3.68%3.11%7.95%4.45%1.33%2.20%2.87%1.75%1.81%1.06%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
0.52%0.46%0.52%0.67%0.93%1.76%0.67%0.96%1.03%0.00%0.00%0.00%

Drawdowns

SWRSX vs. SWLGX - Drawdown Comparison

The maximum SWRSX drawdown since its inception was -14.29%, smaller than the maximum SWLGX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SWRSX and SWLGX.


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Drawdown Indicators


SWRSXSWLGXDifference

Max Drawdown

Largest peak-to-trough decline

-14.29%

-32.69%

+18.40%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-16.16%

+13.48%

Max Drawdown (5Y)

Largest decline over 5 years

-14.29%

-32.69%

+18.40%

Max Drawdown (10Y)

Largest decline over 10 years

-14.29%

Current Drawdown

Current decline from peak

-1.33%

-16.16%

+14.83%

Average Drawdown

Average peak-to-trough decline

-3.75%

-7.13%

+3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

4.62%

-3.72%

Volatility

SWRSX vs. SWLGX - Volatility Comparison

The current volatility for Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) is 1.30%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.38%. This indicates that SWRSX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWRSXSWLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

5.38%

-4.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

11.82%

-9.65%

Volatility (1Y)

Calculated over the trailing 1-year period

4.00%

22.31%

-18.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.05%

21.47%

-15.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.39%

22.78%

-17.39%