PortfoliosLab logoPortfoliosLab logo
LGILX vs. SFNNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGILX vs. SFNNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Select Large Cap Growth Fund (LGILX) and Schwab Fundamental International Large Company Index Fund (SFNNX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LGILX vs. SFNNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGILX
Schwab Select Large Cap Growth Fund
-8.44%-0.54%31.98%48.08%-38.11%20.06%38.40%32.59%2.00%33.89%
SFNNX
Schwab Fundamental International Large Company Index Fund
7.49%41.06%2.27%19.88%-7.95%14.38%4.35%18.09%-13.96%23.95%

Returns By Period

In the year-to-date period, LGILX achieves a -8.44% return, which is significantly lower than SFNNX's 7.49% return. Over the past 10 years, LGILX has outperformed SFNNX with an annualized return of 13.28%, while SFNNX has yielded a comparatively lower 10.98% annualized return.


LGILX

1D
3.82%
1M
-5.25%
YTD
-8.44%
6M
-19.88%
1Y
0.21%
3Y*
14.98%
5Y*
5.30%
10Y*
13.28%

SFNNX

1D
2.54%
1M
-6.45%
YTD
7.49%
6M
15.84%
1Y
39.13%
3Y*
20.02%
5Y*
12.23%
10Y*
10.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


LGILX vs. SFNNX - Expense Ratio Comparison

LGILX has a 0.71% expense ratio, which is higher than SFNNX's 0.25% expense ratio.


Return for Risk

LGILX vs. SFNNX — Risk / Return Rank

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

LGILX
LGILX Risk / Return Rank: 55
Overall Rank
LGILX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
LGILX Sortino Ratio Rank: 66
Sortino Ratio Rank
LGILX Omega Ratio Rank: 66
Omega Ratio Rank
LGILX Calmar Ratio Rank: 55
Calmar Ratio Rank
LGILX Martin Ratio Rank: 55
Martin Ratio Rank

SFNNX
SFNNX Risk / Return Rank: 9595
Overall Rank
SFNNX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SFNNX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SFNNX Omega Ratio Rank: 9393
Omega Ratio Rank
SFNNX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SFNNX Martin Ratio Rank: 9595
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.

LGILX vs. SFNNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Select Large Cap Growth Fund (LGILX) and Schwab Fundamental International Large Company Index Fund (SFNNX). 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.


LGILXSFNNXDifference

Sharpe ratio

Return per unit of total volatility

0.04

2.40

-2.37

Sortino ratio

Return per unit of downside risk

0.23

3.03

-2.81

Omega ratio

Gain probability vs. loss probability

1.04

1.47

-0.43

Calmar ratio

Return relative to maximum drawdown

-0.08

3.47

-3.55

Martin ratio

Return relative to average drawdown

-0.21

13.20

-13.41

LGILX vs. SFNNX - Sharpe Ratio Comparison

The current LGILX Sharpe Ratio is 0.04, which is lower than the SFNNX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of LGILX and SFNNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LGILXSFNNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

2.40

-2.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.80

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.64

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.25

+0.07

Correlation

The correlation between LGILX and SFNNX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LGILX vs. SFNNX - Dividend Comparison

LGILX has not paid dividends to shareholders, while SFNNX's dividend yield for the trailing twelve months is around 4.76%.


TTM20252024202320222021202020192018201720162015
LGILX
Schwab Select Large Cap Growth Fund
0.00%0.00%7.95%18.16%13.58%13.58%5.22%8.46%8.42%13.64%1.65%0.00%
SFNNX
Schwab Fundamental International Large Company Index Fund
4.76%5.11%3.61%3.26%2.92%3.81%2.42%3.69%3.51%2.70%3.21%2.92%

Drawdowns

LGILX vs. SFNNX - Drawdown Comparison

The maximum LGILX drawdown since its inception was -67.74%, which is greater than SFNNX's maximum drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for LGILX and SFNNX.


Loading graphics...

Drawdown Indicators


LGILXSFNNXDifference

Max Drawdown

Largest peak-to-trough decline

-67.74%

-59.60%

-8.14%

Max Drawdown (1Y)

Largest decline over 1 year

-26.18%

-10.96%

-15.22%

Max Drawdown (5Y)

Largest decline over 5 years

-43.00%

-25.66%

-17.34%

Max Drawdown (10Y)

Largest decline over 10 years

-43.00%

-40.23%

-2.77%

Current Drawdown

Current decline from peak

-23.36%

-7.73%

-15.63%

Average Drawdown

Average peak-to-trough decline

-21.31%

-12.06%

-9.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.18%

2.88%

+7.30%

Volatility

LGILX vs. SFNNX - Volatility Comparison

The current volatility for Schwab Select Large Cap Growth Fund (LGILX) is 6.98%, while Schwab Fundamental International Large Company Index Fund (SFNNX) has a volatility of 7.48%. This indicates that LGILX experiences smaller price fluctuations and is considered to be less risky than SFNNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LGILXSFNNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.98%

7.48%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

19.85%

10.99%

+8.86%

Volatility (1Y)

Calculated over the trailing 1-year period

26.60%

16.49%

+10.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.28%

15.46%

+10.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.07%

17.28%

+6.79%