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Schwab Fundamental US Large Company Index Fund (SF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US8085094428

CUSIP

808509442

Issuer

Charles Schwab

Inception Date

Apr 2, 2007

Region

North America (U.S.)

Min. Investment

$0

Index Tracked

Russell RAFI US Large Company Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
SFLNX vs. VDADX SFLNX vs. SWLGX SFLNX vs. BGSAX SFLNX vs. VOO SFLNX vs. FLCOX SFLNX vs. VFIAX SFLNX vs. FIOOX SFLNX vs. SWTSX SFLNX vs. SCHX SFLNX vs. SEEGX
Popular comparisons:
SFLNX vs. VDADX SFLNX vs. SWLGX SFLNX vs. BGSAX SFLNX vs. VOO SFLNX vs. FLCOX SFLNX vs. VFIAX SFLNX vs. FIOOX SFLNX vs. SWTSX SFLNX vs. SCHX SFLNX vs. SEEGX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab Fundamental US Large Company Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.66%
12.93%
SFLNX (Schwab Fundamental US Large Company Index Fund)
Benchmark (^GSPC)

Returns By Period

Schwab Fundamental US Large Company Index Fund had a return of 21.01% year-to-date (YTD) and 28.67% in the last 12 months. Over the past 10 years, Schwab Fundamental US Large Company Index Fund had an annualized return of 11.68%, while the S&P 500 benchmark had an annualized return of 11.16%, indicating that Schwab Fundamental US Large Company Index Fund performed slightly bigger than the benchmark.


SFLNX

YTD

21.01%

1M

2.41%

6M

12.66%

1Y

28.67%

5Y (annualized)

14.71%

10Y (annualized)

11.68%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of SFLNX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.66%3.72%4.74%-4.60%2.41%2.08%3.89%1.96%1.75%-1.26%21.01%
20235.97%-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%6.14%-4.98%-6.89%
20212.62%4.26%6.85%3.87%2.85%-0.36%0.18%2.33%-3.42%5.22%-2.07%6.01%31.63%
2020-2.36%-9.67%-16.18%12.46%4.26%1.04%4.04%5.98%-3.78%-1.57%14.56%4.15%9.12%
20197.97%3.18%0.86%3.61%-7.26%7.77%1.36%-2.91%3.42%1.92%3.64%3.06%28.91%
20184.58%-4.93%-1.92%1.07%1.82%0.40%3.68%2.38%0.70%-6.02%1.43%-9.84%-7.43%
20170.79%3.19%-0.38%0.13%0.06%0.82%1.76%-0.49%3.22%1.38%3.61%1.89%17.08%
2016-4.21%0.52%7.48%1.38%0.81%1.15%2.80%-0.13%0.07%-1.95%5.82%2.00%16.32%
2015-3.60%5.29%-1.55%1.05%0.84%-2.31%0.53%-5.76%-2.43%7.68%0.07%-2.03%-2.93%
2014-4.01%4.33%1.90%1.04%1.84%1.94%-1.32%3.67%-1.93%2.03%2.19%0.27%12.28%
20136.15%1.75%4.40%1.57%2.60%-1.27%5.30%-3.28%2.76%4.68%3.08%2.48%34.25%

Expense Ratio

SFLNX has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for SFLNX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SFLNX is 86, placing it in the top 14% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SFLNX is 8686
Combined Rank
The Sharpe Ratio Rank of SFLNX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of SFLNX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of SFLNX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of SFLNX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of SFLNX is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Schwab Fundamental US Large Company Index Fund (SFLNX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SFLNX, currently valued at 2.64, compared to the broader market-1.000.001.002.003.004.005.002.642.54
The chart of Sortino ratio for SFLNX, currently valued at 3.61, compared to the broader market0.005.0010.003.613.40
The chart of Omega ratio for SFLNX, currently valued at 1.49, compared to the broader market1.002.003.004.001.491.47
The chart of Calmar ratio for SFLNX, currently valued at 4.56, compared to the broader market0.005.0010.0015.0020.004.563.66
The chart of Martin ratio for SFLNX, currently valued at 17.14, compared to the broader market0.0020.0040.0060.0080.00100.0017.1416.26
SFLNX
^GSPC

The current Schwab Fundamental US Large Company Index Fund Sharpe ratio is 2.64. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Schwab Fundamental US Large Company Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.64
2.54
SFLNX (Schwab Fundamental US Large Company Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab Fundamental US Large Company Index Fund provided a 1.54% dividend yield over the last twelve months, with an annual payout of $0.45 per share. The fund has been increasing its distributions for 2 consecutive years.


1.60%1.80%2.00%2.20%2.40%2.60%2.80%$0.00$0.10$0.20$0.30$0.40$0.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.45$0.45$0.44$0.40$0.45$0.43$0.42$0.36$0.34$0.34$0.26$0.22

Dividend yield

1.54%1.86%2.09%1.74%2.43%2.39%2.86%2.10%2.25%2.42%1.73%1.51%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
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$0.40$0.40
2020$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
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.43$0.43
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.42
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2013$0.22$0.22

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.68%
-0.88%
SFLNX (Schwab Fundamental US Large Company Index Fund)
Benchmark (^GSPC)

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 60.01%, occurring on Mar 9, 2009. Recovery took 488 trading sessions.

The current Schwab Fundamental US Large Company Index Fund drawdown is 0.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.01%Jul 16, 2007415Mar 9, 2009488Feb 11, 2011903
-37.59%Feb 13, 202027Mar 23, 2020165Nov 13, 2020192
-21.03%May 2, 2011108Oct 3, 2011111Mar 13, 2012219
-19.84%Sep 24, 201864Dec 24, 2018131Jul 3, 2019195
-18.98%Jan 13, 2022180Sep 30, 2022194Jul 12, 2023374

Volatility

Volatility Chart

The current Schwab Fundamental US Large Company Index Fund volatility is 3.93%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.93%
3.96%
SFLNX (Schwab Fundamental US Large Company Index Fund)
Benchmark (^GSPC)