SFLNX vs. FLCOX
Compare and contrast key facts about Schwab Fundamental US Large Company Index Fund (SFLNX) and Fidelity Large Cap Value Index Fund (FLCOX).
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. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016. Both SFLNX and FLCOX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFLNX or FLCOX.
Performance
SFLNX vs. FLCOX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SFLNX having a 19.90% return and FLCOX slightly lower at 19.15%.
SFLNX
19.90%
1.36%
10.23%
28.15%
14.51%
11.59%
FLCOX
19.15%
1.05%
9.97%
27.81%
10.33%
N/A
Key characteristics
| SFLNX | FLCOX | |
|---|---|---|
| Sharpe Ratio | 2.50 | 2.54 |
| Sortino Ratio | 3.44 | 3.58 |
| Omega Ratio | 1.46 | 1.46 |
| Calmar Ratio | 4.31 | 5.07 |
| Martin Ratio | 16.23 | 15.88 |
| Ulcer Index | 1.71% | 1.74% |
| Daily Std Dev | 11.11% | 10.87% |
| Max Drawdown | -60.01% | -38.28% |
| Current Drawdown | -1.59% | -1.28% |
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SFLNX vs. FLCOX - Expense Ratio Comparison
SFLNX has a 0.25% expense ratio, which is higher than FLCOX's 0.04% 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%.
Correlation
The correlation between SFLNX and FLCOX is 0.97, 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.
Risk-Adjusted Performance
SFLNX vs. FLCOX - 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 Large Cap Value Index Fund (FLCOX). 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. FLCOX - Dividend Comparison
SFLNX's dividend yield for the trailing twelve months is around 1.55%, more than FLCOX's 1.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFLNX Schwab Fundamental US Large Company Index Fund | 1.55% | 1.86% | 2.09% | 1.74% | 2.43% | 2.39% | 2.86% | 2.10% | 2.25% | 2.42% | 1.73% | 1.51% |
FLCOX Fidelity Large Cap Value Index Fund | 1.51% | 1.99% | 2.01% | 1.55% | 2.28% | 2.13% | 2.33% | 1.73% | 0.52% | 0.00% | 0.00% | 0.00% |
Drawdowns
SFLNX vs. FLCOX - Drawdown Comparison
The maximum SFLNX drawdown since its inception was -60.01%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for SFLNX and FLCOX. For additional features, visit the drawdowns tool.
Volatility
SFLNX vs. FLCOX - Volatility Comparison
Schwab Fundamental US Large Company Index Fund (SFLNX) has a higher volatility of 3.88% compared to Fidelity Large Cap Value Index Fund (FLCOX) at 3.64%. This indicates that SFLNX's price experiences larger fluctuations and is considered to be riskier than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.