SFILX vs. SWLSX

Last updated Jun 4, 2026

SFILX (Schwab Fundamental International Small Company Index Fund) and SWLSX (Schwab Large-Cap Growth Fund™) are both mutual funds - SFILX is a Foreign Small & Mid Cap Equities fund managed by Charles Schwab, while SWLSX is a Large Cap Growth Equities fund managed by Charles Schwab. Over the past 10 years, SFILX returned 8.44%/yr vs 16.76%/yr for SWLSX. A 0.70 correlation means they provide meaningful diversification when combined. SFILX charges 0.39%/yr vs 0.99%/yr for SWLSX.

Performance

SFILX vs. SWLSX - Performance Comparison

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

Returns By Period

In the year-to-date period, SFILX achieves a 11.83% return, which is significantly higher than SWLSX's 11.17% return. Over the past 10 years, SFILX has underperformed SWLSX with an annualized return of 8.44%, while SWLSX has yielded a comparatively higher 16.76% annualized return.

SFILX

• 1D: -0.17%
• 1M: 1.41%
• YTD: 11.83%
• 6M: 14.41%
• 1Y: 28.51%
• 3Y*: 18.61%
• 5Y*: 7.57%
• 10Y*: 8.44%

SWLSX

• 1D: 0.08%
• 1M: 7.06%
• YTD: 11.17%
• 6M: 10.00%
• 1Y: 29.73%
• 3Y*: 24.86%
• 5Y*: 16.18%
• 10Y*: 16.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SFILX vs. SWLSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SFILX Schwab Fundamental International Small Company Index Fund	11.83%	36.17%	1.29%	14.80%	-14.89%	9.69%	7.50%	19.58%	-18.67%	26.08%
SWLSX Schwab Large-Cap Growth Fund™	11.17%	19.69%	29.41%	38.27%	-27.00%	29.03%	29.03%	31.02%	-7.93%	29.01%

Correlation

The correlation between SFILX and SWLSX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.65
Correlation (All Time) Calculated using the full available price history since Jan 5, 2009	0.70

The correlation between SFILX and SWLSX shifts across timeframes, from 0.57 (3 years) to 0.70 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SFILX vs. SWLSX — Risk / Return Rank

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

SFILX

SFILX Risk / Return Rank: 47
SFILX Sharpe Ratio Rank: 50
SFILX Sortino Ratio Rank: 49
SFILX Omega Ratio Rank: 49
SFILX Calmar Ratio Rank: 42
SFILX Martin Ratio Rank: 43

SWLSX

SWLSX Risk / Return Rank: 35
SWLSX Sharpe Ratio Rank: 43
SWLSX Sortino Ratio Rank: 38
SWLSX Omega Ratio Rank: 39
SWLSX Calmar Ratio Rank: 26
SWLSX Martin Ratio Rank: 27

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.

SFILX vs. SWLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Small Company Index Fund (SFILX) and Schwab Large-Cap Growth Fund™ (SWLSX). 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.

	SFILX	SWLSX	Difference
Sharpe ratio: Return per unit of total volatility	2.10	1.92	+0.18
Sortino ratio: Return per unit of downside risk	2.93	2.60	+0.33
Omega ratio: Gain probability vs. loss probability	1.38	1.33	+0.05
Calmar ratio: Return relative to maximum drawdown	2.45	1.90	+0.55
Martin ratio: Return relative to average drawdown	9.10	6.56	+2.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SFILX vs. SWLSX - Sharpe Ratio Comparison

The current SFILX Sharpe Ratio is 2.10, which is comparable to the SWLSX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of SFILX and SWLSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SFILX	SWLSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.10	1.92	+0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.77	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.81	-0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.57	+0.03

Drawdowns

SFILX vs. SWLSX - Drawdown Comparison

The maximum SFILX drawdown since its inception was -43.13%, smaller than the maximum SWLSX drawdown of -49.89%. Use the drawdown chart below to compare losses from any high point for SFILX and SWLSX.

Drawdown Indicators

	SFILX	SWLSX	Difference
Max Drawdown Largest peak-to-trough decline	-43.13%	-49.89%	+6.76%
Max Drawdown (1Y) Largest decline over 1 year	-11.35%	-16.17%	+4.82%
Max Drawdown (3Y) Largest decline over 3 years	-13.05%	-22.93%	+9.88%
Max Drawdown (5Y) Largest decline over 5 years	-32.29%	-31.32%	-0.97%
Max Drawdown (10Y) Largest decline over 10 years	-43.13%	-31.32%	-11.81%
Current Drawdown Current decline from peak	-1.37%	0.00%	-1.37%
Average Drawdown Average peak-to-trough decline	-8.19%	-7.94%	-0.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.06%	4.67%	-1.61%

Volatility

SFILX vs. SWLSX - Volatility Comparison

Schwab Fundamental International Small Company Index Fund (SFILX) has a higher volatility of 3.73% compared to Schwab Large-Cap Growth Fund™ (SWLSX) at 3.46%. This indicates that SFILX's price experiences larger fluctuations and is considered to be riskier than SWLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFILX	SWLSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.73%	3.46%	+0.27%
Volatility (6M) Calculated over the trailing 6-month period	10.59%	12.26%	-1.67%
Volatility (1Y) Calculated over the trailing 1-year period	13.32%	16.02%	-2.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.27%	21.04%	-5.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.15%	20.84%	-4.69%

SFILX vs. SWLSX - Expense Ratio Comparison

SFILX has a 0.39% expense ratio, which is lower than SWLSX's 0.99% expense ratio.

Dividends

SFILX vs. SWLSX - Dividend Comparison

SFILX's dividend yield for the trailing twelve months is around 7.52%, more than SWLSX's 1.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SFILX Schwab Fundamental International Small Company Index Fund	7.52%	8.41%	4.71%	3.11%	4.88%	6.00%	1.98%	2.78%	5.77%	1.41%	2.45%	2.09%
SWLSX Schwab Large-Cap Growth Fund™	1.05%	1.17%	0.11%	0.04%	2.07%	7.77%	1.07%	5.32%	12.35%	7.92%	4.46%	17.08%

Frequently Asked Questions

Can I hold both SFILX and SWLSX in my portfolio?

SFILX and SWLSX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFILX or SWLSX?

SFILX has higher volatility (3.73%) compared to SWLSX (3.46%). In terms of maximum drawdown, SFILX dropped -43.13% vs SWLSX's -49.89%.

Which has better risk-adjusted returns?

SFILX currently has the higher Sharpe Ratio (2.10 vs 1.92), 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.