SFLNX vs. IEF
SFLNX (Schwab Fundamental US Large Company Index Fund) and IEF (iShares 7-10 Year Treasury Bond ETF) are both funds - SFLNX is a Large Cap Value Equities fund tracking the Russell RAFI US Large Company Index, while IEF is a Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index. Both are passively managed. Over the past 10 years, SFLNX returned 14.31%/yr vs 0.59%/yr for IEF. At a correlation of -0.28, they often move in opposite directions. SFLNX charges 0.25%/yr vs 0.15%/yr for IEF.
Performance
SFLNX vs. IEF - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SFLNX achieves a 14.44% return, which is significantly higher than IEF's -0.47% return. Over the past 10 years, SFLNX has outperformed IEF with an annualized return of 14.31%, while IEF has yielded a comparatively lower 0.59% annualized return.
SFLNX
- 1D
- 1.52%
- 1M
- 1.49%
- YTD
- 14.44%
- 6M
- 13.87%
- 1Y
- 31.60%
- 3Y*
- 20.20%
- 5Y*
- 12.92%
- 10Y*
- 14.31%
IEF
- 1D
- -0.17%
- 1M
- 0.25%
- YTD
- -0.47%
- 6M
- -0.18%
- 1Y
- 3.78%
- 3Y*
- 2.86%
- 5Y*
- -1.24%
- 10Y*
- 0.59%
SFLNX vs. IEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFLNX Schwab Fundamental US Large Company Index Fund | 14.44% | 17.02% | 16.78% | 18.16% | -6.89% | 31.64% | 9.12% | 28.91% | -7.43% | 17.08% |
IEF iShares 7-10 Year Treasury Bond ETF | -0.47% | 8.03% | -0.63% | 3.64% | -15.15% | -3.33% | 10.01% | 8.03% | 0.99% | 2.55% |
Correlation
The correlation between SFLNX and IEF is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | -0.28 |
The correlation between SFLNX and IEF shifts across timeframes, from -0.28 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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. IEF — Risk / Return Rank
SFLNX
IEF
SFLNX vs. IEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Large Company Index Fund (SFLNX) and iShares 7-10 Year Treasury Bond ETF (IEF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SFLNX | IEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.20 | ||
| Sortino ratioReturn per unit of downside risk | +2.94 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.12 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 5.06 | 0.84 | +4.23 |
| Martin ratioReturn relative to average drawdown | 19.68 | 2.35 | +17.33 |
Loading charts...
Drawdowns
SFLNX vs. IEF - Drawdown Comparison
The maximum SFLNX drawdown since its inception was -56.18%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for SFLNX and IEF.
Loading charts...
Drawdown Indicators
| SFLNX | IEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.18% | -23.93% | -32.25% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -4.07% | -2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -16.27% | -7.74% | -8.53% |
Max Drawdown (5Y)Largest decline over 5 years | -18.98% | -21.40% | +2.42% |
Max Drawdown (10Y)Largest decline over 10 years | -37.59% | -23.93% | -13.66% |
Current DrawdownCurrent decline from peak | -0.73% | -11.18% | +10.45% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -5.35% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.45% | +0.12% |
Volatility
SFLNX vs. IEF - Volatility Comparison
Schwab Fundamental US Large Company Index Fund (SFLNX) has a higher volatility of 3.17% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.62%. This indicates that SFLNX's price experiences larger fluctuations and is considered to be riskier than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SFLNX | IEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.17% | 1.62% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 7.81% | 3.42% | +4.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.59% | 4.72% | +5.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.30% | 7.71% | +7.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 6.63% | +11.78% |
SFLNX vs. IEF - Expense Ratio Comparison
SFLNX has a 0.25% expense ratio, which is higher than IEF's 0.15% 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. IEF - Dividend Comparison
SFLNX's dividend yield for the trailing twelve months is around 1.46%, less than IEF's 3.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 3.89% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
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
SFLNX and IEF have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFLNX has higher volatility (3.17%) compared to IEF (1.62%). In terms of maximum drawdown, SFLNX dropped -56.18% vs IEF's -23.93%.
SFLNX currently has the higher Sharpe Ratio (2.92 vs 0.72), 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 IEF
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