- ISIN
- US8085094428
- CUSIP
- 808509442
- Issuer
- Charles Schwab
- Inception Date
- Apr 2, 2007
- Region
- North America (U.S.)
- Category
- Large Cap Value Equities
- Min. Investment
- $0
- Index Tracked
- Russell RAFI US Large Company Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $13B
Share Price Chart
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Performance
SFLNX Performance Chart
Schwab Fundamental US Large Company Index Fund (SFLNX) is up 17.5% since the beginning of the year. SFLNX is currently trading at $38 per share. Investors who bought $1,000 worth of SFLNX shares 5 years ago would now be looking at an investment worth $1,907.
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Returns By Period
Schwab Fundamental US Large Company Index Fund (SFLNX) has returned 17.46% so far this year and 32.23% over the past 12 months. Looking at the last ten years, SFLNX has achieved an annualized return of 14.26%, outperforming the S&P 500 Index benchmark, which averaged 13.29% per year.
Schwab Fundamental US Large Company Index Fund
- 1D
- 0.08%
- 1M
- 1.35%
- 6M
- 11.71%
- YTD
- 17.46%
- 1Y
- 32.23%
- 3Y*
- 18.96%
- 5Y*
- 13.78%
- 10Y*
- 14.26%
- ALL TIME*
- 11.25%
Benchmark (S&P 500 Index)
- 1D
- 1.48%
- 1M
- 1.57%
- 6M
- 8.95%
- YTD
- 11.03%
- 1Y
- 21.84%
- 3Y*
- 19.28%
- 5Y*
- 11.54%
- 10Y*
- 13.29%
- ALL TIME*
- 8.11%
SFLNX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2008, SFLNX's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, an investment would double in approximately 5.7 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2009 with a return of +18.3%, while the worst month was Oct 2008 at -18.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SFLNX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +10.9%, while the worst single day was Dec 24, 2018 at -13.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.27% | 2.30% | -3.71% | 8.04% | 2.98% | 0.79% | 1.98% | 17.46% | |||||
| 2025 | 4.06% | 0.03% | -3.79% | -3.23% | 3.74% | 4.14% | 0.62% | 4.22% | 2.65% | 0.96% | 2.52% | 0.31% | 17.02% |
| 2024 | 0.66% | 3.72% | 4.74% | -4.60% | 3.87% | 0.65% | 3.89% | 1.96% | 1.75% | -1.26% | 6.21% | -5.28% | 16.78% |
| 2023 | 5.97% | -3.06% | 0.56% | 1.39% | -2.69% | 6.75% | 3.82% | -2.33% | -3.68% | -2.52% | 8.11% | 5.51% | 18.16% |
| 2022 | -1.39% | -1.37% | 3.00% | -5.65% | 2.35% | -9.37% | 7.16% | -2.74% | -9.39% | 11.53% | 6.13% | -4.98% | -6.89% |
| 2021 | 2.62% | 4.26% | 6.85% | 3.87% | 2.85% | -0.36% | 0.18% | 2.33% | -3.42% | 5.22% | -2.07% | 6.02% | 31.64% |
Benchmark Metrics
Schwab Fundamental US Large Company Index Fund has an annualized alpha of 2.13%, beta of 1.00, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since January 02, 2008.
- This fund captured 107.43% of S&P 500 Index gains but only 98.50% of its losses - a favorable profile for investors.
- This fund generated an annualized alpha of 2.13% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.00 and R2 of 0.90, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.13%
- Beta
- 1.00
- R²
- 0.90
- Upside Capture
- 107.43%
- Downside Capture
- 98.50%
Expense Ratio
SFLNX has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
SFLNX ranks 96 for risk / return — above 96% of mutual funds peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Schwab Fundamental US Large Company Index Fund (SFLNX) and compare them to S&P 500 Index.
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.
| SFLNX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.22 | ||
| Sortino ratioReturn per unit of downside risk | +1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.31 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 5.01 | 2.41 | +2.60 |
| Martin ratioReturn relative to average drawdown | 20.10 | 10.22 | +9.88 |
Dividends
Dividend History
Schwab Fundamental US Large Company Index Fund provided a 1.43% dividend yield over the last twelve months, with an annual payout of $0.54 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.54 | $0.54 | $0.50 | $0.45 | $0.44 | $1.10 | $1.13 | $0.95 | $1.41 | $0.57 | $1.10 | $0.80 |
Dividend yield | 1.43% | 1.68% | 1.78% | 1.86% | 2.09% | 4.78% | 6.17% | 5.33% | 9.69% | 3.28% | 7.23% | 5.68% |
Monthly Dividends
The table displays the monthly dividend distributions for Schwab Fundamental US Large Company Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.54 | $0.54 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.50 | $0.50 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.45 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 | $0.44 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.10 | $1.10 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Schwab Fundamental US Large Company Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Schwab Fundamental US Large Company Index Fund was 56.18%, occurring on Mar 9, 2009. Recovery took 443 trading sessions.
The current Schwab Fundamental US Large Company Index Fund drawdown is 0.42%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-56.18%Mar 2009 | 1y 2mo | 1y 9mo | 2y 11moJan 2008 - Dec 2010 | Financial crisis2007–2009 |
-37.59%Mar 2020 | 1mo 9d | 7mo 25d | 9mo 4dFeb 2020 - Nov 2020 | COVID crash2020 |
-21.03%Oct 2011 | 5mo 4d | 5mo 12d | 10mo 16dMay 2011 - Mar 2012 | — |
-19.84%Dec 2018 | 3mo 1d | 6mo 11d | 9mo 12dSep 2018 - Jul 2019 | Rate-hike selloffLate 2018 |
-18.98%Sep 2022 | 8mo 20d | 9mo 15d | 1y 6moJan 2022 - Jul 2023 | Bear market2022 |
Drawdown Indicators
| SFLNX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.18% | -56.78% | +0.60% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -9.10% | +3.00% |
Max Drawdown (3Y)Largest decline over 3 years | -16.27% | -18.90% | +2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -18.98% | -25.43% | +6.45% |
Max Drawdown (10Y)Largest decline over 10 years | -37.59% | -33.92% | -3.67% |
Current DrawdownCurrent decline from peak | -0.42% | -0.12% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -5.96% | -10.70% | +4.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 2.14% | -0.62% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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