VLISX vs. SWPPX
Compare and contrast key facts about Vanguard Large-Cap Index Fund Institutional Shares (VLISX) and Schwab S&P 500 Index Fund (SWPPX).
VLISX is managed by Vanguard. It was launched on Jun 30, 2005. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLISX or SWPPX.
Key characteristics
| VLISX | SWPPX | |
|---|---|---|
| YTD Return | 27.14% | 27.13% |
| 1Y Return | 40.17% | 39.87% |
| 3Y Return (Ann) | 9.53% | 10.27% |
| 5Y Return (Ann) | 15.96% | 15.99% |
| 10Y Return (Ann) | 13.37% | 13.41% |
| Sharpe Ratio | 3.19 | 3.11 |
| Sortino Ratio | 4.32 | 4.13 |
| Omega Ratio | 1.59 | 1.58 |
| Calmar Ratio | 4.69 | 4.58 |
| Martin Ratio | 21.22 | 20.69 |
| Ulcer Index | 1.84% | 1.87% |
| Daily Std Dev | 12.23% | 12.45% |
| Max Drawdown | -54.75% | -55.06% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VLISX and SWPPX is 1.00, 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.
Performance
VLISX vs. SWPPX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VLISX having a 27.14% return and SWPPX slightly lower at 27.13%. Both investments have delivered pretty close results over the past 10 years, with VLISX having a 13.37% annualized return and SWPPX not far ahead at 13.41%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VLISX vs. SWPPX - Expense Ratio Comparison
VLISX has a 0.04% expense ratio, which is higher than SWPPX's 0.02% 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%.
Risk-Adjusted Performance
VLISX vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap Index Fund Institutional Shares (VLISX) and Schwab S&P 500 Index Fund (SWPPX). 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
VLISX vs. SWPPX - Dividend Comparison
VLISX's dividend yield for the trailing twelve months is around 1.24%, more than SWPPX's 1.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLISX Vanguard Large-Cap Index Fund Institutional Shares | 1.24% | 1.41% | 1.67% | 1.19% | 1.46% | 1.81% | 2.09% | 1.76% | 1.99% | 1.97% | 1.78% | 1.76% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
VLISX vs. SWPPX - Drawdown Comparison
The maximum VLISX drawdown since its inception was -54.75%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for VLISX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
VLISX vs. SWPPX - Volatility Comparison
Vanguard Large-Cap Index Fund Institutional Shares (VLISX) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 3.95% and 3.91%, 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.