SFLNX vs. BGSAX
Compare and contrast key facts about Schwab Fundamental US Large Company Index Fund (SFLNX) and BlackRock Technology Opportunities Fund Investor A (BGSAX).
SFLNX is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI US Large Company Index. It was launched on Apr 2, 2007. BGSAX is managed by Blackrock. It was launched on Apr 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFLNX or BGSAX.
Key characteristics
| SFLNX | BGSAX | |
|---|---|---|
| YTD Return | 21.30% | 36.03% |
| 1Y Return | 35.19% | 52.02% |
| 3Y Return (Ann) | 10.64% | 1.19% |
| 5Y Return (Ann) | 14.73% | 17.13% |
| 10Y Return (Ann) | 11.88% | 17.14% |
| Sharpe Ratio | 3.02 | 2.22 |
| Sortino Ratio | 4.15 | 2.82 |
| Omega Ratio | 1.56 | 1.38 |
| Calmar Ratio | 5.31 | 1.54 |
| Martin Ratio | 20.14 | 10.36 |
| Ulcer Index | 1.70% | 4.93% |
| Daily Std Dev | 11.32% | 23.05% |
| Max Drawdown | -60.01% | -73.76% |
| Current Drawdown | 0.00% | -0.07% |
Correlation
The correlation between SFLNX and BGSAX is 0.74, 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.
Performance
SFLNX vs. BGSAX - Performance Comparison
In the year-to-date period, SFLNX achieves a 21.30% return, which is significantly lower than BGSAX's 36.03% return. Over the past 10 years, SFLNX has underperformed BGSAX with an annualized return of 11.88%, while BGSAX has yielded a comparatively higher 17.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SFLNX vs. BGSAX - Expense Ratio Comparison
SFLNX has a 0.25% expense ratio, which is lower than BGSAX's 1.20% expense ratio.
Risk-Adjusted Performance
SFLNX vs. BGSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Large Company Index Fund (SFLNX) and BlackRock Technology Opportunities Fund Investor A (BGSAX). 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.
Dividends
SFLNX vs. BGSAX - Dividend Comparison
SFLNX's dividend yield for the trailing twelve months is around 1.53%, while BGSAX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFLNX Schwab Fundamental US Large Company Index Fund | 1.53% | 1.86% | 2.09% | 1.74% | 2.43% | 2.39% | 2.86% | 2.10% | 2.25% | 2.42% | 1.73% | 1.51% |
BGSAX BlackRock Technology Opportunities Fund Investor A | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SFLNX vs. BGSAX - Drawdown Comparison
The maximum SFLNX drawdown since its inception was -60.01%, smaller than the maximum BGSAX drawdown of -73.76%. Use the drawdown chart below to compare losses from any high point for SFLNX and BGSAX. For additional features, visit the drawdowns tool.
Volatility
SFLNX vs. BGSAX - Volatility Comparison
The current volatility for Schwab Fundamental US Large Company Index Fund (SFLNX) is 3.94%, while BlackRock Technology Opportunities Fund Investor A (BGSAX) has a volatility of 6.44%. This indicates that SFLNX experiences smaller price fluctuations and is considered to be less risky than BGSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.