SFLNX vs. BGSAX

In the year-to-date period, SFLNX achieves a 0.83% return, which is significantly higher than BGSAX's -2.83% return. Over the past 10 years, SFLNX has underperformed BGSAX with an annualized return of 8.30%, while BGSAX has yielded a comparatively higher 15.11% annualized return.

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SFLNX has a 0.25% expense ratio, which is lower than BGSAX's 1.20% expense ratio.

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.

The current SFLNX Sharpe Ratio is 0.53, which is higher than the BGSAX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of SFLNX and BGSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SFLNX's dividend yield for the trailing twelve months is around 1.77%, while BGSAX has not paid dividends to shareholders.

The maximum SFLNX drawdown since its inception was -60.04%, 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.

The current volatility for Schwab Fundamental US Large Company Index Fund (SFLNX) is 5.25%, while BlackRock Technology Opportunities Fund Investor A (BGSAX) has a volatility of 8.10%. 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.