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WPLCX vs. SWLVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WPLCX vs. SWLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WP Large Cap Income Plus Fund (WPLCX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). The values are adjusted to include any dividend payments, if applicable.

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WPLCX vs. SWLVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

WPLCX
WPLCX Risk / Return Rank: 3232
Overall Rank
WPLCX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
WPLCX Sortino Ratio Rank: 3333
Sortino Ratio Rank
WPLCX Omega Ratio Rank: 3636
Omega Ratio Rank
WPLCX Calmar Ratio Rank: 2929
Calmar Ratio Rank
WPLCX Martin Ratio Rank: 3232
Martin Ratio Rank

SWLVX
SWLVX Risk / Return Rank: 5050
Overall Rank
SWLVX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SWLVX Sortino Ratio Rank: 4848
Sortino Ratio Rank
SWLVX Omega Ratio Rank: 5252
Omega Ratio Rank
SWLVX Calmar Ratio Rank: 4444
Calmar Ratio Rank
SWLVX Martin Ratio Rank: 5454
Martin Ratio Rank
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.

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.


WPLCXSWLVXDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.93

-0.20

Sortino ratio

Return per unit of downside risk

1.17

1.36

-0.20

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

0.84

1.10

-0.26

Martin ratio

Return relative to average drawdown

3.50

5.22

-1.72

WPLCX vs. SWLVX - Sharpe Ratio Comparison

The current WPLCX Sharpe Ratio is 0.73, which is comparable to the SWLVX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of WPLCX and SWLVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WPLCXSWLVXDifference

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%.


TTM20252024202320222021202020192018201720162015
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


WPLCXSWLVXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-97.82%

-6.82%

-91.00%

Average Drawdown

Average peak-to-trough decline

-22.12%

-4.93%

-17.19%

Ulcer Index

Depth 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


WPLCXSWLVXDifference

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%