SFLNX vs. SCHX
Compare and contrast key facts about Schwab Fundamental US Large Company Index Fund (SFLNX) and Schwab U.S. Large-Cap ETF (SCHX).
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. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009. Both SFLNX and SCHX 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 SCHX.
Key characteristics
| SFLNX | SCHX | |
|---|---|---|
| YTD Return | 20.97% | 27.78% |
| 1Y Return | 33.27% | 39.22% |
| 3Y Return (Ann) | 10.56% | 11.38% |
| 5Y Return (Ann) | 14.78% | 17.48% |
| 10Y Return (Ann) | 11.85% | 15.08% |
| Sharpe Ratio | 2.93 | 3.15 |
| Sortino Ratio | 4.03 | 4.18 |
| Omega Ratio | 1.55 | 1.59 |
| Calmar Ratio | 5.13 | 4.58 |
| Martin Ratio | 19.47 | 20.63 |
| Ulcer Index | 1.70% | 1.90% |
| Daily Std Dev | 11.26% | 12.42% |
| Max Drawdown | -60.01% | -34.33% |
| Current Drawdown | -0.71% | -0.30% |
Correlation
The correlation between SFLNX and SCHX is 0.93, 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. SCHX - Performance Comparison
In the year-to-date period, SFLNX achieves a 20.97% return, which is significantly lower than SCHX's 27.78% return. Over the past 10 years, SFLNX has underperformed SCHX with an annualized return of 11.85%, while SCHX has yielded a comparatively higher 15.08% 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. SCHX - Expense Ratio Comparison
SFLNX has a 0.25% expense ratio, which is higher than SCHX's 0.03% 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. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Large Company Index Fund (SFLNX) and Schwab U.S. Large-Cap ETF (SCHX). 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. SCHX - Dividend Comparison
SFLNX's dividend yield for the trailing twelve months is around 1.54%, more than SCHX's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFLNX Schwab Fundamental US Large Company Index Fund | 1.54% | 1.86% | 2.09% | 1.74% | 2.43% | 2.39% | 2.86% | 2.10% | 2.25% | 2.42% | 1.73% | 1.51% |
SCHX Schwab U.S. Large-Cap ETF | 1.17% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% | 1.65% |
Drawdowns
SFLNX vs. SCHX - Drawdown Comparison
The maximum SFLNX drawdown since its inception was -60.01%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for SFLNX and SCHX. For additional features, visit the drawdowns tool.
Volatility
SFLNX vs. SCHX - Volatility Comparison
Schwab Fundamental US Large Company Index Fund (SFLNX) and Schwab U.S. Large-Cap ETF (SCHX) have volatilities of 3.92% and 4.02%, 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.