SWTSX vs. SWLGX
Compare and contrast key facts about Schwab Total Stock Market Index Fund (SWTSX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWTSX or SWLGX.
Performance
SWTSX vs. SWLGX - Performance Comparison
Returns By Period
In the year-to-date period, SWTSX achieves a 24.85% return, which is significantly lower than SWLGX's 30.28% return.
SWTSX
24.85%
1.79%
12.55%
32.77%
14.91%
12.58%
SWLGX
30.28%
2.24%
14.45%
36.49%
19.52%
N/A
Key characteristics
| SWTSX | SWLGX | |
|---|---|---|
| Sharpe Ratio | 2.55 | 2.15 |
| Sortino Ratio | 3.42 | 2.81 |
| Omega Ratio | 1.47 | 1.40 |
| Calmar Ratio | 3.76 | 2.75 |
| Martin Ratio | 16.35 | 10.77 |
| Ulcer Index | 1.98% | 3.35% |
| Daily Std Dev | 12.68% | 16.74% |
| Max Drawdown | -54.60% | -32.69% |
| Current Drawdown | -1.48% | -1.47% |
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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%.
Correlation
The correlation between SWTSX and SWLGX is 0.94, 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
SWTSX vs. SWLGX - Risk-Adjusted Performance 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.
Dividends
SWTSX vs. SWLGX - Dividend Comparison
SWTSX's dividend yield for the trailing twelve months is around 1.13%, more than SWLGX's 0.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWTSX Schwab Total Stock Market Index Fund | 1.13% | 1.41% | 1.62% | 1.17% | 1.63% | 1.68% | 2.06% | 1.61% | 1.85% | 1.95% | 1.66% | 1.51% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.67% | 0.93% | 0.57% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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. For additional features, visit the drawdowns tool.
Volatility
SWTSX vs. SWLGX - Volatility Comparison
The current volatility for Schwab Total Stock Market Index Fund (SWTSX) is 4.27%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.58%. 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.