SFLNX vs. FIOOX
Compare and contrast key facts about Schwab Fundamental US Large Company Index Fund (SFLNX) and Fidelity Series Large Cap Value Index Fund (FIOOX).
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. FIOOX is managed by Fidelity. It was launched on Nov 7, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFLNX or FIOOX.
Key characteristics
| SFLNX | FIOOX | |
|---|---|---|
| YTD Return | 5.23% | 5.29% |
| 1Y Return | 22.07% | 17.73% |
| 3Y Return (Ann) | 8.85% | 5.66% |
| 5Y Return (Ann) | 13.10% | 9.00% |
| 10Y Return (Ann) | 11.16% | 8.87% |
| Sharpe Ratio | 1.85 | 1.45 |
| Daily Std Dev | 11.39% | 11.29% |
| Max Drawdown | -60.01% | -38.31% |
| Current Drawdown | -3.77% | -3.37% |
Correlation
The correlation between SFLNX and FIOOX is 0.98, 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. FIOOX - Performance Comparison
The year-to-date returns for both investments are quite close, with SFLNX having a 5.23% return and FIOOX slightly higher at 5.29%. Over the past 10 years, SFLNX has outperformed FIOOX with an annualized return of 11.16%, while FIOOX has yielded a comparatively lower 8.87% 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. FIOOX - Expense Ratio Comparison
SFLNX has a 0.25% expense ratio, which is higher than FIOOX's 0.00% 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%.
Risk-Adjusted Performance
SFLNX vs. FIOOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Large Company Index Fund (SFLNX) and Fidelity Series Large Cap Value Index Fund (FIOOX). 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. FIOOX - Dividend Comparison
SFLNX's dividend yield for the trailing twelve months is around 1.77%, less than FIOOX's 4.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFLNX Schwab Fundamental US Large Company Index Fund | 1.77% | 1.86% | 2.09% | 4.78% | 6.17% | 5.33% | 9.69% | 3.28% | 7.23% | 5.68% | 4.28% | 1.51% |
FIOOX Fidelity Series Large Cap Value Index Fund | 4.07% | 4.31% | 4.39% | 6.12% | 2.59% | 6.82% | 4.99% | 4.09% | 2.48% | 6.87% | 5.87% | 0.34% |
Drawdowns
SFLNX vs. FIOOX - Drawdown Comparison
The maximum SFLNX drawdown since its inception was -60.01%, which is greater than FIOOX's maximum drawdown of -38.31%. Use the drawdown chart below to compare losses from any high point for SFLNX and FIOOX. For additional features, visit the drawdowns tool.
Volatility
SFLNX vs. FIOOX - Volatility Comparison
Schwab Fundamental US Large Company Index Fund (SFLNX) and Fidelity Series Large Cap Value Index Fund (FIOOX) have volatilities of 3.41% and 3.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.