SFLNX vs. FBLEX
SFLNX (Schwab Fundamental US Large Company Index Fund) and FBLEX (Fidelity Series Stock Selector Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, SFLNX returned 14.26%/yr vs 11.89%/yr for FBLEX. With a 0.97 correlation, they move nearly in lockstep. SFLNX charges 0.25%/yr vs 0.01%/yr for FBLEX.
Performance
SFLNX vs. FBLEX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SFLNX achieves a 14.66% return, which is significantly higher than FBLEX's 8.36% return. Over the past 10 years, SFLNX has outperformed FBLEX with an annualized return of 14.26%, while FBLEX has yielded a comparatively lower 11.89% annualized return.
SFLNX
- 1D
- 0.46%
- 1M
- 4.08%
- YTD
- 14.66%
- 6M
- 14.73%
- 1Y
- 32.46%
- 3Y*
- 20.93%
- 5Y*
- 12.96%
- 10Y*
- 14.26%
FBLEX
- 1D
- 0.33%
- 1M
- 2.07%
- YTD
- 8.36%
- 6M
- 9.82%
- 1Y
- 22.33%
- 3Y*
- 19.15%
- 5Y*
- 11.55%
- 10Y*
- 11.89%
SFLNX vs. FBLEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFLNX Schwab Fundamental US Large Company Index Fund | 14.66% | 17.02% | 16.78% | 18.16% | -6.89% | 31.64% | 9.12% | 28.91% | -7.43% | 17.08% |
FBLEX Fidelity Series Stock Selector Large Cap Value Fund | 8.36% | 17.06% | 18.04% | 15.60% | -4.82% | 26.83% | 4.34% | 25.57% | -9.04% | 12.38% |
Correlation
The correlation between SFLNX and FBLEX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2012 | 0.97 |
The correlation between SFLNX and FBLEX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SFLNX vs. FBLEX — Risk / Return Rank
SFLNX
FBLEX
SFLNX vs. FBLEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Large Company Index Fund (SFLNX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX). 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.
| SFLNX | FBLEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.40 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 5.47 | 3.35 | +2.13 |
| Martin ratioReturn relative to average drawdown | 21.47 | 13.56 | +7.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SFLNX | FBLEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.23 | 2.20 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.78 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.69 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.73 | -0.20 |
Drawdowns
SFLNX vs. FBLEX - Drawdown Comparison
The maximum SFLNX drawdown since its inception was -56.18%, which is greater than FBLEX's maximum drawdown of -39.73%. Use the drawdown chart below to compare losses from any high point for SFLNX and FBLEX.
Loading charts...
Drawdown Indicators
| SFLNX | FBLEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.18% | -39.73% | -16.45% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -6.89% | +0.79% |
Max Drawdown (3Y)Largest decline over 3 years | -16.27% | -14.71% | -1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -18.98% | -19.00% | +0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -37.59% | -39.73% | +2.14% |
Current DrawdownCurrent decline from peak | 0.00% | -0.20% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -6.01% | -3.83% | -2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 1.70% | -0.15% |
Volatility
SFLNX vs. FBLEX - Volatility Comparison
The current volatility for Schwab Fundamental US Large Company Index Fund (SFLNX) is 2.48%, while Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) has a volatility of 2.69%. This indicates that SFLNX experiences smaller price fluctuations and is considered to be less risky than FBLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SFLNX | FBLEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.48% | 2.69% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 7.43% | 7.89% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.35% | 10.50% | -0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 14.79% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 17.40% | +1.00% |
SFLNX vs. FBLEX - Expense Ratio Comparison
SFLNX has a 0.25% expense ratio, which is higher than FBLEX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SFLNX vs. FBLEX - Dividend Comparison
SFLNX's dividend yield for the trailing twelve months is around 1.46%, less than FBLEX's 10.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBLEX Fidelity Series Stock Selector Large Cap Value Fund | 10.25% | 9.95% | 12.63% | 5.05% | 12.66% | 14.51% | 3.85% | 5.65% | 10.97% | 7.09% | 2.47% | 13.81% |
SFLNX Schwab Fundamental US Large Company Index Fund | 1.46% | 1.68% | 1.78% | 1.86% | 2.09% | 4.78% | 6.17% | 5.33% | 9.69% | 3.28% | 7.23% | 5.68% |
Frequently Asked Questions
With a correlation of 0.95, SFLNX and FBLEX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FBLEX has higher volatility (2.69%) compared to SFLNX (2.48%). In terms of maximum drawdown, SFLNX dropped -56.18% vs FBLEX's -39.73%.
SFLNX currently has the higher Sharpe Ratio (3.23 vs 2.20), 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.
Find the right allocation for SFLNX and FBLEX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer