WPLCX vs. SWLVX
Compare and contrast key facts about WP Large Cap Income Plus Fund (WPLCX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX).
WPLCX is managed by WP Trust. It was launched on Oct 10, 2013. SWLVX is managed by Charles Schwab. It was launched on Dec 20, 2017.
Performance
WPLCX vs. SWLVX - Performance Comparison
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WPLCX vs. SWLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WPLCX WP Large Cap Income Plus Fund | -1.77% | 16.54% | 19.35% | 25.92% | -35.46% | 22.54% | -22.55% | 52.10% | -16.58% | 0.52% |
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, WPLCX achieves a -1.77% return, which is significantly lower than SWLVX's -0.06% return.
WPLCX
- 1D
- -1.39%
- 1M
- -10.51%
- YTD
- -1.77%
- 6M
- 0.11%
- 1Y
- 16.66%
- 3Y*
- 18.43%
- 5Y*
- 4.44%
- 10Y*
- 7.26%
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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WPLCX vs. SWLVX - Expense Ratio Comparison
WPLCX has a 2.33% expense ratio, which is higher than SWLVX's 0.04% expense ratio.
Return for Risk
WPLCX vs. SWLVX — Risk / Return Rank
WPLCX
SWLVX
WPLCX vs. SWLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WP Large Cap Income Plus Fund (WPLCX) 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.
| WPLCX | SWLVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.93 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.36 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.84 | 1.10 | -0.26 |
Martin ratioReturn relative to average drawdown | 3.50 | 5.22 | -1.72 |
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
| WPLCX | SWLVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.93 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.61 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.00 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.48 | -0.48 |
Correlation
The correlation between WPLCX and SWLVX is 0.80, 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
WPLCX vs. SWLVX - Dividend Comparison
WPLCX has not paid dividends to shareholders, while SWLVX's dividend yield for the trailing twelve months is around 2.02%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WPLCX WP Large Cap Income Plus Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.28% | 0.74% | 2.41% | 0.11% | 2.56% | 0.18% | 0.19% |
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
WPLCX vs. SWLVX - Drawdown Comparison
The maximum WPLCX drawdown since its inception was -98.43%, which is greater than SWLVX's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for WPLCX and SWLVX.
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Drawdown Indicators
| WPLCX | SWLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.43% | -38.34% | -60.09% |
Max Drawdown (1Y)Largest decline over 1 year | -16.68% | -11.82% | -4.86% |
Max Drawdown (5Y)Largest decline over 5 years | -98.43% | -19.05% | -79.38% |
Max Drawdown (10Y)Largest decline over 10 years | -98.43% | — | — |
Current DrawdownCurrent decline from peak | -97.82% | -6.82% | -91.00% |
Average DrawdownAverage peak-to-trough decline | -22.12% | -4.93% | -17.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 2.49% | +1.53% |
Volatility
WPLCX vs. SWLVX - Volatility Comparison
WP Large Cap Income Plus Fund (WPLCX) has a higher volatility of 6.41% compared to Schwab U.S. Large-Cap Value Index Fund (SWLVX) at 3.72%. This indicates that WPLCX's price experiences larger fluctuations and is considered to be riskier 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
| WPLCX | SWLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 3.72% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 8.03% | +5.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.65% | 15.63% | +8.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2,424.33% | 14.82% | +2,409.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,714.35% | 18.66% | +1,695.69% |