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MPGFX vs. SNXFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MPGFX vs. SNXFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mairs & Power Growth Fund (MPGFX) and Schwab 1000 Index Fund (SNXFX). The values are adjusted to include any dividend payments, if applicable.

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MPGFX vs. SNXFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MPGFX
Mairs & Power Growth Fund
-3.78%10.55%19.61%27.70%-21.28%29.42%16.80%28.40%-4.27%16.54%
SNXFX
Schwab 1000 Index Fund
-4.19%17.23%24.46%26.53%-19.46%26.10%20.71%31.43%-5.04%21.71%

Returns By Period

In the year-to-date period, MPGFX achieves a -3.78% return, which is significantly higher than SNXFX's -4.19% return. Over the past 10 years, MPGFX has underperformed SNXFX with an annualized return of 11.50%, while SNXFX has yielded a comparatively higher 13.72% annualized return.


MPGFX

1D
3.19%
1M
-5.82%
YTD
-3.78%
6M
-3.77%
1Y
11.34%
3Y*
14.84%
5Y*
8.75%
10Y*
11.50%

SNXFX

1D
2.95%
1M
-5.11%
YTD
-4.19%
6M
-2.28%
1Y
17.24%
3Y*
18.07%
5Y*
10.92%
10Y*
13.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MPGFX vs. SNXFX - Expense Ratio Comparison

MPGFX has a 0.61% expense ratio, which is higher than SNXFX's 0.05% expense ratio.


Return for Risk

MPGFX vs. SNXFX — Risk / Return Rank

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

MPGFX
MPGFX Risk / Return Rank: 3131
Overall Rank
MPGFX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MPGFX Sortino Ratio Rank: 2626
Sortino Ratio Rank
MPGFX Omega Ratio Rank: 2525
Omega Ratio Rank
MPGFX Calmar Ratio Rank: 3939
Calmar Ratio Rank
MPGFX Martin Ratio Rank: 3838
Martin Ratio Rank

SNXFX
SNXFX Risk / Return Rank: 5858
Overall Rank
SNXFX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SNXFX Sortino Ratio Rank: 5252
Sortino Ratio Rank
SNXFX Omega Ratio Rank: 5454
Omega Ratio Rank
SNXFX Calmar Ratio Rank: 6262
Calmar Ratio Rank
SNXFX Martin Ratio Rank: 7474
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.

MPGFX vs. SNXFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mairs & Power Growth Fund (MPGFX) and Schwab 1000 Index Fund (SNXFX). 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.


MPGFXSNXFXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.96

-0.31

Sortino ratio

Return per unit of downside risk

1.05

1.47

-0.42

Omega ratio

Gain probability vs. loss probability

1.15

1.22

-0.07

Calmar ratio

Return relative to maximum drawdown

1.07

1.48

-0.41

Martin ratio

Return relative to average drawdown

4.17

7.11

-2.94

MPGFX vs. SNXFX - Sharpe Ratio Comparison

The current MPGFX Sharpe Ratio is 0.65, which is lower than the SNXFX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of MPGFX and SNXFX, 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


MPGFXSNXFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.96

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.63

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.74

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.56

-0.25

Correlation

The correlation between MPGFX and SNXFX is 0.90, 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

MPGFX vs. SNXFX - Dividend Comparison

MPGFX's dividend yield for the trailing twelve months is around 4.66%, more than SNXFX's 1.52% yield.


TTM20252024202320222021202020192018201720162015
MPGFX
Mairs & Power Growth Fund
4.66%4.48%3.84%2.34%8.80%8.13%8.81%7.39%8.76%9.47%5.84%7.92%
SNXFX
Schwab 1000 Index Fund
1.52%1.45%1.23%1.41%1.61%1.74%2.76%3.01%6.49%4.23%3.41%6.31%

Drawdowns

MPGFX vs. SNXFX - Drawdown Comparison

The maximum MPGFX drawdown since its inception was -61.00%, which is greater than SNXFX's maximum drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for MPGFX and SNXFX.


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Drawdown Indicators


MPGFXSNXFXDifference

Max Drawdown

Largest peak-to-trough decline

-61.00%

-55.08%

-5.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-12.33%

+1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-25.87%

-25.36%

-0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-33.08%

-34.58%

+1.50%

Current Drawdown

Current decline from peak

-6.65%

-6.25%

-0.40%

Average Drawdown

Average peak-to-trough decline

-14.75%

-8.80%

-5.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.57%

+0.31%

Volatility

MPGFX vs. SNXFX - Volatility Comparison

Mairs & Power Growth Fund (MPGFX) has a higher volatility of 5.80% compared to Schwab 1000 Index Fund (SNXFX) at 5.45%. This indicates that MPGFX's price experiences larger fluctuations and is considered to be riskier than SNXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MPGFXSNXFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

5.45%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

9.77%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

17.89%

18.59%

-0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

17.33%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

18.72%

-0.65%