VFTNX vs. SWLGX

Last updated Jun 4, 2026

VFTNX (Vanguard FTSE Social Index Fund Institutional Shares) and SWLGX (Schwab U.S. Large-Cap Growth Index Fund) are both Large Cap Growth Equities funds - VFTNX tracks the FTSE4Good US Select Index while SWLGX tracks the Russell 1000 Growth Index. Both are passively managed. Over the past 5 years, VFTNX returned 13.86%/yr vs 16.03%/yr for SWLGX. With a 0.97 correlation, they move nearly in lockstep. VFTNX charges 0.12%/yr vs 0.04%/yr for SWLGX.

Performance

VFTNX vs. SWLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VFTNX achieves a 11.69% return, which is significantly higher than SWLGX's 8.61% return.

VFTNX

• 1D: 0.02%
• 1M: 7.29%
• YTD: 11.69%
• 6M: 11.62%
• 1Y: 29.37%
• 3Y*: 23.29%
• 5Y*: 13.86%
• 10Y*: 16.22%

SWLGX

• 1D: -0.37%
• 1M: 7.15%
• YTD: 8.61%
• 6M: 8.00%
• 1Y: 27.46%
• 3Y*: 25.54%
• 5Y*: 16.03%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VFTNX vs. SWLGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VFTNX Vanguard FTSE Social Index Fund Institutional Shares	11.69%	17.32%	26.01%	31.77%	-24.20%	27.76%	22.62%	33.96%	-3.41%	-0.46%
SWLGX Schwab U.S. Large-Cap Growth Index Fund	8.61%	18.55%	33.30%	42.67%	-29.17%	27.55%	38.43%	36.30%	-1.59%	-0.60%

Correlation

The correlation between VFTNX and SWLGX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (All Time) Calculated using the full available price history since Dec 20, 2017	0.97

The correlation between VFTNX and SWLGX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

VFTNX vs. SWLGX - Sectors Allocation Comparison

Sectors	VFTNX	SWLGX
Technology	41.6%	51.4%
Communication Services	14.1%	13.2%
Consumer Cyclical	12.2%	13.2%
Financial Services	11.5%	5.4%
Healthcare	9.5%	7.1%
Consumer Defensive	3.9%	2.7%
Industrials	3.3%	5.7%
Real Estate	2.2%	0.4%
Basic Materials	1.6%	0.3%
Utilities	0.1%	0.3%
Energy	0.0%	0.4%

Return for Risk

VFTNX vs. SWLGX — Risk / Return Rank

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

VFTNX

VFTNX Risk / Return Rank: 54
VFTNX Sharpe Ratio Rank: 60
VFTNX Sortino Ratio Rank: 54
VFTNX Omega Ratio Rank: 55
VFTNX Calmar Ratio Rank: 45
VFTNX Martin Ratio Rank: 54

SWLGX

SWLGX Risk / Return Rank: 32
SWLGX Sharpe Ratio Rank: 40
SWLGX Sortino Ratio Rank: 36
SWLGX Omega Ratio Rank: 37
SWLGX Calmar Ratio Rank: 22
SWLGX Martin Ratio Rank: 23

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.

VFTNX vs. SWLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) 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.

	VFTNX	SWLGX	Difference
Sharpe ratio: Return per unit of total volatility	2.28	1.85	+0.44
Sortino ratio: Return per unit of downside risk	3.10	2.50	+0.59
Omega ratio: Gain probability vs. loss probability	1.41	1.32	+0.09
Calmar ratio: Return relative to maximum drawdown	2.56	1.76	+0.80
Martin ratio: Return relative to average drawdown	10.87	5.92	+4.95
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VFTNX vs. SWLGX - Sharpe Ratio Comparison

The current VFTNX Sharpe Ratio is 2.28, which is comparable to the SWLGX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of VFTNX 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.

Sharpe Ratios by Period

	VFTNX	SWLGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	1.85	+0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.75	+0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.85	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.80	-0.42

Drawdowns

VFTNX vs. SWLGX - Drawdown Comparison

The maximum VFTNX drawdown since its inception was -64.04%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for VFTNX and SWLGX.

Drawdown Indicators

	VFTNX	SWLGX	Difference
Max Drawdown Largest peak-to-trough decline	-64.04%	-32.69%	-31.35%
Max Drawdown (1Y) Largest decline over 1 year	-11.83%	-16.16%	+4.33%
Max Drawdown (3Y) Largest decline over 3 years	-20.18%	-23.30%	+3.12%
Max Drawdown (5Y) Largest decline over 5 years	-29.11%	-32.69%	+3.58%
Max Drawdown (10Y) Largest decline over 10 years	-34.22%	—	—
Current Drawdown Current decline from peak	0.00%	-0.37%	+0.37%
Average Drawdown Average peak-to-trough decline	-15.70%	-7.05%	-8.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	4.80%	-2.02%

Volatility

VFTNX vs. SWLGX - Volatility Comparison

Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX) have volatilities of 3.26% and 3.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VFTNX	SWLGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.26%	3.30%	-0.04%
Volatility (6M) Calculated over the trailing 6-month period	10.14%	11.59%	-1.45%
Volatility (1Y) Calculated over the trailing 1-year period	13.28%	15.40%	-2.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.36%	21.49%	-3.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.07%	22.68%	-3.61%

VFTNX vs. SWLGX - Expense Ratio Comparison

VFTNX has a 0.12% 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%.

Dividends

VFTNX vs. SWLGX - Dividend Comparison

VFTNX's dividend yield for the trailing twelve months is around 0.84%, more than SWLGX's 0.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SWLGX Schwab U.S. Large-Cap Growth Index Fund	0.42%	0.46%	0.52%	0.67%	0.93%	1.76%	0.67%	0.96%	1.03%	0.00%	0.00%	0.00%
VFTNX Vanguard FTSE Social Index Fund Institutional Shares	0.84%	0.90%	1.01%	1.12%	1.37%	0.95%	1.23%	1.46%	1.81%	1.49%	1.82%	1.60%

Frequently Asked Questions

Can I hold both VFTNX and SWLGX in my portfolio?

With a correlation of 0.96, VFTNX 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.

Which is riskier, VFTNX or SWLGX?

SWLGX has higher volatility (3.30%) compared to VFTNX (3.26%). In terms of maximum drawdown, VFTNX dropped -64.04% vs SWLGX's -32.69%.

Which has better risk-adjusted returns?

VFTNX currently has the higher Sharpe Ratio (2.28 vs 1.85), 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.