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SCHP vs. SFSNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SCHP vs. SFSNX

Last updated Jun 9, 2026

SCHP (Schwab U.S. TIPS ETF) and SFSNX (Schwab Fundamental US Small Company Index Fund) are both funds - SCHP is a Inflation-Protected Bonds fund tracking the Bloomberg US Treasury Inflation-Linked Bond Index (Series-L), while SFSNX is a Small Cap Blend Equities fund managed by Charles Schwab. Over the past 10 years, SCHP returned 2.53%/yr vs 10.57%/yr for SFSNX. At a correlation of -0.07, they often move in opposite directions. SCHP charges 0.03%/yr vs 0.25%/yr for SFSNX.

Performance

SCHP vs. SFSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. TIPS ETF (SCHP) and Schwab Fundamental US Small Company Index Fund (SFSNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHP achieves a 0.96% return, which is significantly lower than SFSNX's 13.63% return. Over the past 10 years, SCHP has underperformed SFSNX with an annualized return of 2.53%, while SFSNX has yielded a comparatively higher 10.57% annualized return.

SCHP

1D
-0.19%
1M
-0.89%
YTD
0.96%
6M
0.95%
1Y
4.80%
3Y*
3.84%
5Y*
1.02%
10Y*
2.53%

SFSNX

1D
-2.01%
1M
-0.79%
YTD
13.63%
6M
13.62%
1Y
28.42%
3Y*
15.01%
5Y*
6.85%
10Y*
10.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHP vs. SFSNX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SCHP
Schwab U.S. TIPS ETF		0.96%6.76%1.95%3.91%-12.02%5.87%10.86%8.52%-1.78%3.02%
SFSNX
Schwab Fundamental US Small Company Index Fund		13.63%7.66%8.99%20.15%-14.79%30.91%8.49%24.44%-12.26%12.84%

Correlation

The correlation between SCHP and SFSNX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2010

-0.07

The correlation between SCHP and SFSNX shifts across timeframes, from -0.07 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

SCHP vs. SFSNX - Sectors Allocation Comparison

Sectors
SCHP
SFSNX

Consumer Cyclical

100.0%
12.2%

Financial Services

0.0%
14.5%

Basic Materials

-

5.2%

Communication Services

-

4.2%

Consumer Defensive

-

4.2%

Energy

-

6.1%

Healthcare

-

6.8%

Industrials

-

19.1%

Real Estate

-

9.8%

Technology

-

15.1%

Utilities

-

2.8%

Consumer Cyclical

SCHP
100.0%
SFSNX
12.2%

Financial Services

SCHP
0.0%
SFSNX
14.5%

Basic Materials

SCHP

-

SFSNX
5.2%

Communication Services

SCHP

-

SFSNX
4.2%

Consumer Defensive

SCHP

-

SFSNX
4.2%

Energy

SCHP

-

SFSNX
6.1%

Healthcare

SCHP

-

SFSNX
6.8%

Industrials

SCHP

-

SFSNX
19.1%

Real Estate

SCHP

-

SFSNX
9.8%

Technology

SCHP

-

SFSNX
15.1%

Utilities

SCHP

-

SFSNX
2.8%

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Schwab U.S. TIPS ETF

Schwab Fundamental US Small Company Index Fund

Often compared with SCHP:
SCHP vs. VTIPSCHP vs. TIPSCHP vs. SCHZSCHP vs. FIPDXSCHP vs. STIPSCHP vs. SCHDSCHP vs. BND
Often compared with SFSNX:
SFSNX vs. SWSSXSFSNX vs. AVUVSFSNX vs. VBRSFSNX vs. NEAGXSFSNX vs. TSCGXSFSNX vs. FSLCXSFSNX vs. SFLNX

Return for Risk

SCHP vs. SFSNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SCHP
SCHP Risk / Return Rank: 4949
Overall Rank
SCHP Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHP Sortino Ratio Rank: 5050
Sortino Ratio Rank
SCHP Omega Ratio Rank: 4545
Omega Ratio Rank
SCHP Calmar Ratio Rank: 5656
Calmar Ratio Rank
SCHP Martin Ratio Rank: 4949
Martin Ratio Rank
SFSNX
SFSNX Risk / Return Rank: 4848
Overall Rank
SFSNX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SFSNX Sortino Ratio Rank: 4040
Sortino Ratio Rank
SFSNX Omega Ratio Rank: 3535
Omega Ratio Rank
SFSNX Calmar Ratio Rank: 7474
Calmar Ratio Rank
SFSNX Martin Ratio Rank: 5353
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.

SCHP vs. SFSNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. TIPS ETF (SCHP) and Schwab Fundamental US Small Company Index Fund (SFSNX). 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.

SCHPSFSNXDifference
Sharpe ratioReturn per unit of total volatility
1.47
1.75

-0.28

Sortino ratioReturn per unit of downside risk
2.23
2.53

-0.30

Omega ratioGain probability vs. loss probability

1.26

1.30

-0.04

Calmar ratioReturn relative to maximum drawdown

2.50

3.20

-0.70

Martin ratioReturn relative to average drawdown

7.59

10.40

-2.81

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCHP vs. SFSNX - Sharpe Ratio Comparison

The current SCHP Sharpe Ratio is 1.47, which is comparable to the SFSNX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of SCHP and SFSNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

SCHPSFSNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.75

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.33

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.46

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.39

+0.11

Drawdowns

SCHP vs. SFSNX - Drawdown Comparison

The maximum SCHP drawdown since its inception was -14.26%, smaller than the maximum SFSNX drawdown of -58.32%. Use the drawdown chart below to compare losses from any high point for SCHP and SFSNX.

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Drawdown Indicators

SCHPSFSNXDifference

Max Drawdown

Largest peak-to-trough decline

-14.26%

-58.32%

+44.06%

Max Drawdown (1Y)

Largest decline over 1 year

-1.93%

-9.43%

+7.50%

Max Drawdown (3Y)

Largest decline over 3 years

-4.48%

-25.91%

+21.43%

Max Drawdown (5Y)

Largest decline over 5 years

-14.26%

-25.91%

+11.65%

Max Drawdown (10Y)

Largest decline over 10 years

-14.26%

-44.82%

+30.56%

Current Drawdown

Current decline from peak

-0.89%

-2.01%

+1.12%

Average Drawdown

Average peak-to-trough decline

-3.93%

-8.31%

+4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

2.89%

-2.26%

Volatility

SCHP vs. SFSNX - Volatility Comparison

The current volatility for Schwab U.S. TIPS ETF (SCHP) is 1.00%, while Schwab Fundamental US Small Company Index Fund (SFSNX) has a volatility of 4.77%. This indicates that SCHP experiences smaller price fluctuations and is considered to be less risky than SFSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SCHPSFSNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

4.77%

-3.77%

Volatility (6M)

Calculated over the trailing 6-month period

2.24%

12.03%

-9.79%

Volatility (1Y)

Calculated over the trailing 1-year period

3.29%

17.24%

-13.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.12%

20.83%

-14.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.59%

23.28%

-17.69%

SCHP vs. SFSNX - Expense Ratio Comparison

SCHP has a 0.03% expense ratio, which is lower than SFSNX's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

SCHP vs. SFSNX - Dividend Comparison

SCHP's dividend yield for the trailing twelve months is around 4.01%, more than SFSNX's 1.20% yield.

PositionTTM20252024202320222021202020192018201720162015
SCHP
Schwab U.S. TIPS ETF		4.01%4.06%2.99%3.02%7.19%4.39%1.11%2.02%2.26%1.90%1.38%0.28%
SFSNX
Schwab Fundamental US Small Company Index Fund		1.20%1.36%1.71%1.37%7.05%12.27%1.42%3.66%11.55%6.88%1.86%6.37%

Frequently Asked Questions

SCHP and SFSNX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SFSNX has higher volatility (4.77%) compared to SCHP (1.00%). In terms of maximum drawdown, SCHP dropped -14.26% vs SFSNX's -58.32%.

SFSNX currently has the higher Sharpe Ratio (1.75 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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