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

Fund Info

ISIN

US8085094188

CUSIP

808509418

Inception Date

Apr 2, 2007

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

SFSNX has an expense ratio of 0.25%, which is considered low.


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.


Performance

Performance Chart


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S&P 500

Returns By Period

Schwab Fundamental US Small Company Index Fund (SFSNX) returned -4.45% year-to-date (YTD) and 1.08% over the past 12 months. Over the past 10 years, SFSNX returned 3.62% annually, underperforming the S&P 500 benchmark at 10.86%.


SFSNX

YTD

-4.45%

1M

11.44%

6M

-7.50%

1Y

1.08%

3Y*

5.62%

5Y*

11.72%

10Y*

3.62%

^GSPC (Benchmark)

YTD

1.39%

1M

12.89%

6M

1.19%

1Y

12.45%

3Y*

15.19%

5Y*

14.95%

10Y*

10.86%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.82%-4.55%-5.74%-4.02%7.62%-4.45%
2024-3.87%3.96%3.51%-5.96%4.72%-1.96%9.02%-1.50%1.47%-1.61%9.88%-7.36%8.99%
202311.02%-1.42%-4.51%-1.99%-3.14%9.52%6.13%-4.16%-5.18%-5.74%9.27%11.30%20.15%
2022-5.94%1.40%0.90%-6.94%1.02%-9.59%9.49%-3.51%-10.77%12.66%4.53%-11.21%-19.37%
20213.72%9.41%3.86%2.82%4.05%0.74%-2.61%1.99%-2.32%4.09%-2.95%-5.40%17.78%
2020-4.19%-10.01%-25.21%14.65%5.19%2.01%4.21%5.33%-4.57%2.31%18.55%7.65%8.49%
201911.17%4.29%-1.99%3.75%-8.32%6.86%1.33%-4.59%3.97%1.69%2.74%0.32%21.70%
20182.08%-4.59%1.10%1.02%4.85%1.41%1.77%2.74%-2.00%-9.27%1.29%-19.73%-20.05%
20170.57%1.90%-0.55%0.76%-2.00%1.97%0.96%-1.84%5.56%0.86%3.79%-4.83%6.95%
2016-6.68%1.47%8.69%1.58%1.15%0.00%5.11%0.69%0.23%-3.06%10.40%2.22%22.72%
2015-2.91%5.91%1.26%-1.54%0.97%-0.96%-1.12%-5.13%-4.21%6.39%1.95%-9.34%-9.41%
2014-3.25%5.12%0.76%-1.66%1.31%3.94%-4.89%4.68%-5.86%5.14%1.41%-3.41%2.43%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SFSNX is 19, meaning it’s performing worse than 81% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SFSNX is 1919
Overall Rank
The Sharpe Ratio Rank of SFSNX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of SFSNX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of SFSNX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of SFSNX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of SFSNX is 1717
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 Small Company Index Fund (SFSNX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Schwab Fundamental US Small Company Index Fund Sharpe ratios as of May 20, 2025 (values are recalculated daily):

  • 1-Year: 0.05
  • 5-Year: 0.51
  • 10-Year: 0.16
  • All Time: 0.16

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Schwab Fundamental US Small Company Index Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Schwab Fundamental US Small Company Index Fund provided a 1.79% dividend yield over the last twelve months, with an annual payout of $0.30 per share. The fund has been increasing its distributions for 2 consecutive years.


1.20%1.40%1.60%1.80%2.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.3520142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.30$0.30$0.23$0.17$0.24$0.21$0.20$0.22$0.21$0.17$0.18$0.16

Dividend yield

1.79%1.71%1.37%1.22%1.35%1.42%1.41%1.91%1.42%1.22%1.58%1.22%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab Fundamental US Small Company Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2014$0.16$0.16

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 Small 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 Small Company Index Fund was 62.71%, occurring on Mar 9, 2009. Recovery took 282 trading sessions.

The current Schwab Fundamental US Small Company Index Fund drawdown is 12.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.71%Jul 16, 2007415Mar 9, 2009282Apr 21, 2010697
-50.82%Sep 4, 2018390Mar 23, 2020200Jan 6, 2021590
-32.79%Nov 9, 2021225Sep 30, 2022541Nov 25, 2024766
-29.37%May 2, 2011108Oct 3, 2011403May 14, 2013511
-25.91%Nov 26, 202490Apr 8, 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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