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SWTSX vs. SWLGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SWTSX vs. SWLGX

Last updated Aug 2, 2026
Documentation

SWTSX (Schwab Total Stock Market Index Fund) and SWLGX (Schwab U.S. Large-Cap Growth Index Fund) are both mutual funds - SWTSX is a Large Cap Blend Equities fund tracking the Dow Jones U.S. Total Stock Market Index, while SWLGX is a Large Cap Growth Equities fund tracking the Russell 1000 Growth Index. Both are passively managed. Over the past 5 years, SWTSX returned 11.59%/yr vs 11.67%/yr for SWLGX. Their correlation of 0.93 means they have usually moved in the same direction. SWTSX charges 0.03%/yr vs 0.04%/yr for SWLGX.

Performance

SWTSX vs. SWLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Total Stock Market Index Fund (SWTSX) 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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Returns By Period

In the year-to-date period, SWTSX achieves a 9.82% return, which is significantly higher than SWLGX's -0.51% return.

SWTSX

1D
1.64%
1M
-0.83%
6M
8.17%
YTD
9.82%
1Y
20.93%
3Y*
18.56%
5Y*
11.59%
10Y*
14.42%
ALL TIME*
8.39%

SWLGX

1D
2.95%
1M
-3.22%
6M
1.04%
YTD
-0.51%
1Y
9.24%
3Y*
18.93%
5Y*
11.67%
10Y*
—
ALL TIME*
16.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

SWLGX

Schwab U.S. Large-Cap Growth Index Fund
$0.00$0.00$0.00

SWTSX

Schwab Total Stock Market Index Fund
$0.00$0.00$0.00

SWTSX vs. SWLGX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SWTSX
Schwab Total Stock Market Index Fund		9.82%17.04%23.84%26.05%-19.54%25.65%20.71%30.90%-5.35%-0.53%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund		-0.51%18.55%33.30%42.67%-29.17%27.55%38.43%36.30%-1.59%-0.60%

Correlation

The correlation between SWTSX and SWLGX is 0.91, 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.

0.91

Correlation (3Y)
Balances recent behavior with more history.

0.92

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.94

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2017

0.93

The correlation between SWTSX and SWLGX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

SWTSX vs. SWLGX - Sectors Allocation Comparison

Sectors
SWTSX
SWLGX

Technology

36.4%
54.2%

Financial Services

11.9%
4.3%

Industrials

9.9%
9.0%

Healthcare

9.5%
5.4%

Consumer Cyclical

9.5%
8.3%

Communication Services

9.1%
16.2%

Consumer Defensive

4.3%
1.2%

Energy

3.1%
0.5%

Real Estate

2.3%
0.4%

Utilities

2.2%
0.3%

Basic Materials

1.9%
0.3%

Technology

SWTSX
36.4%
SWLGX
54.2%

Financial Services

SWTSX
11.9%
SWLGX
4.3%

Industrials

SWTSX
9.9%
SWLGX
9.0%

Healthcare

SWTSX
9.5%
SWLGX
5.4%

Consumer Cyclical

SWTSX
9.5%
SWLGX
8.3%

Communication Services

SWTSX
9.1%
SWLGX
16.2%

Consumer Defensive

SWTSX
4.3%
SWLGX
1.2%

Energy

SWTSX
3.1%
SWLGX
0.5%

Real Estate

SWTSX
2.3%
SWLGX
0.4%

Utilities

SWTSX
2.2%
SWLGX
0.3%

Basic Materials

SWTSX
1.9%
SWLGX
0.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Schwab Total Stock Market Index Fund

Schwab U.S. Large-Cap Growth Index Fund

Often compared with SWTSX:
SWTSX vs. SWPPXSWTSX vs. VTSAXSWTSX vs. SCHBSWTSX vs. VTISWTSX vs. SWISXSWTSX vs. SCHDSWTSX vs. SPY
Often compared with SWLGX:
SWLGX vs. SWPPXSWLGX vs. SWLSXSWLGX vs. FSPGXSWLGX vs. QQQSWLGX vs. VUGSWLGX vs. QQQMSWLGX vs. SFLNX

Return for Risk

SWTSX vs. SWLGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
SWTSX
SWTSX Risk / Return Rank: 6363
Overall Rank
SWTSX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SWTSX Sortino Ratio Rank: 5656
Sortino Ratio Rank
SWTSX Omega Ratio Rank: 5656
Omega Ratio Rank
SWTSX Calmar Ratio Rank: 6666
Calmar Ratio Rank
SWTSX Martin Ratio Rank: 7777
Martin Ratio Rank
SWLGX
SWLGX Risk / Return Rank: 1111
Overall Rank
SWLGX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SWLGX Sortino Ratio Rank: 1212
Sortino Ratio Rank
SWLGX Omega Ratio Rank: 1111
Omega Ratio Rank
SWLGX Calmar Ratio Rank: 1111
Calmar Ratio Rank
SWLGX Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SWTSX vs. SWLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Total Stock Market Index Fund (SWTSX) 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.

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.

SWTSXSWLGXDifference
Sharpe ratioReturn per unit of total volatility
1.41
0.41

+0.99

Sortino ratioReturn per unit of downside risk
1.97
0.69

+1.28

Omega ratioGain probability vs. loss probability

1.25

1.08

+0.17

Calmar ratioReturn relative to maximum drawdown

2.09

0.45

+1.64

Martin ratioReturn relative to average drawdown

8.96

1.35

+7.61

SWTSX vs. SWLGX - Sharpe Ratio Comparison

The current SWTSX Sharpe Ratio is 1.41, which is higher than the SWLGX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of SWTSX and SWLGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

SWTSX vs. SWLGX - Drawdown Comparison

The maximum SWTSX drawdown since its inception was -54.60%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SWTSX and SWLGX.

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Drawdown Indicators

SWTSXSWLGXDifference

Max Drawdown

Largest peak-to-trough decline

-54.60%

-32.69%

-21.91%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-16.16%

+7.28%

Max Drawdown (3Y)

Largest decline over 3 years

-19.43%

-23.30%

+3.87%

Max Drawdown (5Y)

Largest decline over 5 years

-25.40%

-32.69%

+7.29%

Max Drawdown (10Y)

Largest decline over 10 years

-35.01%

—

—

Current Drawdown

Current decline from peak

-1.96%

-8.74%

+6.78%

Average Drawdown

Average peak-to-trough decline

-10.51%

-7.03%

-3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

5.37%

-3.30%

Volatility

SWTSX vs. SWLGX - Volatility Comparison

The current volatility for Schwab Total Stock Market Index Fund (SWTSX) is 3.46%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 6.40%. This indicates that SWTSX 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

SWTSXSWLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

6.40%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

10.30%

14.03%

-3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

13.20%

17.49%

-4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.55%

21.80%

-4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.60%

22.68%

-4.08%

SWTSX vs. SWLGX - Expense Ratio Comparison

SWTSX has a 0.03% expense ratio, which is lower than SWLGX'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%.

Dividends

SWTSX vs. SWLGX - Dividend Comparison

SWTSX's dividend yield for the trailing twelve months is around 1.00%, more than SWLGX's 0.46% yield.

PositionTTM20252024202320222021202020192018201720162015
SWLGX
Schwab U.S. Large-Cap Growth Index Fund		0.46%0.46%0.52%0.67%0.93%1.76%0.67%0.96%1.03%0.00%0.00%0.00%
SWTSX
Schwab Total Stock Market Index Fund		1.00%1.10%1.24%1.41%1.62%1.46%1.63%1.92%2.58%1.83%2.32%2.79%

Frequently Asked Questions

With a correlation of 0.91, SWTSX and SWLGX 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.

SWLGX has higher volatility (6.40%) compared to SWTSX (3.46%). In terms of maximum drawdown, SWTSX dropped -54.60% vs SWLGX's -32.69%.

SWTSX currently has the higher Sharpe Ratio (1.41 vs 0.41), 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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