TSWEX vs. SWLVX
Compare and contrast key facts about TSW Large Cap Value Fund (TSWEX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX).
TSWEX is managed by TS&W Funds. It was launched on Jul 17, 1992. SWLVX is managed by Charles Schwab. It was launched on Dec 20, 2017.
Performance
TSWEX vs. SWLVX - Performance Comparison
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TSWEX vs. SWLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSWEX TSW Large Cap Value Fund | 1.69% | 2.29% | 11.12% | 6.47% | 0.85% | 25.23% | 7.37% | 21.26% | -1.91% | -0.78% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | -0.06% | 15.87% | 14.36% | 11.45% | -7.61% | 25.15% | 2.64% | 26.49% | -8.39% | 0.30% |
Returns By Period
In the year-to-date period, TSWEX achieves a 1.69% return, which is significantly higher than SWLVX's -0.06% return.
TSWEX
- 1D
- -0.23%
- 1M
- -5.36%
- YTD
- 1.69%
- 6M
- -9.88%
- 1Y
- -3.20%
- 3Y*
- 7.85%
- 5Y*
- 6.72%
- 10Y*
- 9.26%
SWLVX
- 1D
- -0.37%
- 1M
- -6.82%
- YTD
- -0.06%
- 6M
- 3.73%
- 1Y
- 13.42%
- 3Y*
- 13.48%
- 5Y*
- 8.93%
- 10Y*
- —
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TSWEX vs. SWLVX - Expense Ratio Comparison
TSWEX has a 0.75% expense ratio, which is higher than SWLVX's 0.04% expense ratio.
Return for Risk
TSWEX vs. SWLVX — Risk / Return Rank
TSWEX
SWLVX
TSWEX vs. SWLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TSW Large Cap Value Fund (TSWEX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). 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.
| TSWEX | SWLVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.18 | 0.93 | -1.11 |
Sortino ratioReturn per unit of downside risk | -0.08 | 1.36 | -1.44 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.21 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.00 | 1.10 | -1.10 |
Martin ratioReturn relative to average drawdown | 0.01 | 5.22 | -5.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSWEX | SWLVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 0.93 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.61 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.48 | -0.02 |
Correlation
The correlation between TSWEX and SWLVX is 0.89, 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.
Dividends
TSWEX vs. SWLVX - Dividend Comparison
TSWEX's dividend yield for the trailing twelve months is around 0.67%, less than SWLVX's 2.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSWEX TSW Large Cap Value Fund | 0.67% | 1.05% | 8.86% | 8.12% | 12.42% | 13.07% | 5.12% | 4.40% | 16.09% | 8.52% | 11.06% | 6.91% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 2.02% | 2.02% | 2.75% | 2.56% | 2.29% | 4.86% | 2.00% | 4.35% | 1.87% | 0.00% | 0.00% | 0.00% |
Drawdowns
TSWEX vs. SWLVX - Drawdown Comparison
The maximum TSWEX drawdown since its inception was -53.14%, which is greater than SWLVX's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for TSWEX and SWLVX.
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Drawdown Indicators
| TSWEX | SWLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.14% | -38.34% | -14.80% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -11.82% | -2.53% |
Max Drawdown (5Y)Largest decline over 5 years | -16.34% | -19.05% | +2.71% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | — | — |
Current DrawdownCurrent decline from peak | -12.50% | -6.82% | -5.68% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -4.93% | -2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.19% | 2.49% | +3.70% |
Volatility
TSWEX vs. SWLVX - Volatility Comparison
The current volatility for TSW Large Cap Value Fund (TSWEX) is 2.96%, while Schwab U.S. Large-Cap Value Index Fund (SWLVX) has a volatility of 3.72%. This indicates that TSWEX experiences smaller price fluctuations and is considered to be less risky than SWLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSWEX | SWLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 3.72% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 16.42% | 8.03% | +8.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.69% | 15.63% | +6.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 14.82% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 18.66% | -2.32% |