VIGRX vs. SWLGX
VIGRX (Vanguard Growth Index Fund Investor Shares) and SWLGX (Schwab U.S. Large-Cap Growth Index Fund) are both Large Cap Growth Equities funds - VIGRX tracks the CRSP US Large Cap Growth Index while SWLGX tracks the Russell 1000 Growth Index. Both are passively managed. Over the past 5 years, VIGRX returned 11.74%/yr vs 11.67%/yr for SWLGX. Their 0.99 correlation means they have historically moved very closely together. VIGRX charges 0.17%/yr vs 0.04%/yr for SWLGX.
Performance
VIGRX vs. SWLGX - Performance Comparison
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Returns By Period
In the year-to-date period, VIGRX achieves a 3.73% return, which is significantly higher than SWLGX's -0.51% return.
VIGRX
- 1D
- 2.71%
- 1M
- -1.63%
- 6M
- 5.13%
- YTD
- 3.73%
- 1Y
- 13.90%
- 3Y*
- 20.41%
- 5Y*
- 11.74%
- 10Y*
- 16.99%
- ALL TIME*
- 11.38%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VIGRX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIGRX Vanguard Growth Index Fund Investor Shares | 3.73% | 19.18% | 32.51% | 46.59% | -33.22% | 27.10% | 40.01% | 37.08% | -3.47% | -1.02% |
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 VIGRX and SWLGX is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.99 |
Correlation (3Y) Balances recent behavior with more history. | 0.99 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.99 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2017 | 0.99 |
The correlation between VIGRX and SWLGX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
VIGRX vs. SWLGX — Risk / Return Rank
VIGRX
SWLGX
VIGRX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth Index Fund Investor Shares (VIGRX) 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.
| VIGRX | SWLGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.08 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 0.45 | +0.25 |
| Martin ratioReturn relative to average drawdown | 2.22 | 1.35 | +0.87 |
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Drawdowns
VIGRX vs. SWLGX - Drawdown Comparison
The maximum VIGRX drawdown since its inception was -57.47%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for VIGRX and SWLGX.
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Drawdown Indicators
| VIGRX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.47% | -32.69% | -24.78% |
Max Drawdown (1Y)Largest decline over 1 year | -16.55% | -16.16% | -0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -23.13% | -23.30% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -35.70% | -32.69% | -3.01% |
Max Drawdown (10Y)Largest decline over 10 years | -35.70% | — | — |
Current DrawdownCurrent decline from peak | -6.62% | -8.74% | +2.12% |
Average DrawdownAverage peak-to-trough decline | -14.16% | -7.03% | -7.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.18% | 5.37% | -0.19% |
Volatility
VIGRX vs. SWLGX - Volatility Comparison
The current volatility for Vanguard Growth Index Fund Investor Shares (VIGRX) is 5.40%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 6.40%. This indicates that VIGRX 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
| VIGRX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 6.40% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 14.24% | 14.03% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.76% | 17.49% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.62% | 21.80% | +0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 22.68% | -0.99% |
VIGRX vs. SWLGX - Expense Ratio Comparison
VIGRX has a 0.17% 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
VIGRX vs. SWLGX - Dividend Comparison
VIGRX's dividend yield for the trailing twelve months is around 0.27%, less than SWLGX's 0.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VIGRX Vanguard Growth Index Fund Investor Shares | 0.27% | 0.22% | 0.35% | 0.47% | 0.54% | 0.36% | 0.56% | 0.83% | 1.18% | 1.03% | 1.27% | 1.16% |
Frequently Asked Questions
With a correlation of 0.99, VIGRX 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 VIGRX (5.40%). In terms of maximum drawdown, VIGRX dropped -57.47% vs SWLGX's -32.69%.
VIGRX currently has the higher Sharpe Ratio (0.65 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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