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SFLNX vs. SCHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

SFLNX vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental US Large Company Index Fund (SFLNX) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
542.09%
913.99%
SFLNX
SCHX

Key characteristics

Sharpe Ratio

SFLNX:

1.52

SCHX:

2.28

Sortino Ratio

SFLNX:

2.11

SCHX:

3.01

Omega Ratio

SFLNX:

1.28

SCHX:

1.42

Calmar Ratio

SFLNX:

2.24

SCHX:

3.38

Martin Ratio

SFLNX:

8.77

SCHX:

14.85

Ulcer Index

SFLNX:

1.95%

SCHX:

1.95%

Daily Std Dev

SFLNX:

11.22%

SCHX:

12.70%

Max Drawdown

SFLNX:

-60.01%

SCHX:

-34.33%

Current Drawdown

SFLNX:

-6.62%

SCHX:

-2.74%

Returns By Period

In the year-to-date period, SFLNX achieves a 15.12% return, which is significantly lower than SCHX's 26.93% return. Over the past 10 years, SFLNX has underperformed SCHX with an annualized return of 11.03%, while SCHX has yielded a comparatively higher 15.53% annualized return.


SFLNX

YTD

15.12%

1M

-4.87%

6M

5.63%

1Y

15.65%

5Y*

12.80%

10Y*

11.03%

SCHX

YTD

26.93%

1M

0.37%

6M

10.64%

1Y

27.57%

5Y*

16.59%

10Y*

15.53%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


SFLNX
Schwab Fundamental US Large Company Index Fund
Expense ratio chart for SFLNX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for SCHX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


Sharpe ratio
The chart of Sharpe ratio for SFLNX, currently valued at 1.52, compared to the broader market-1.000.001.002.003.004.001.522.28
The chart of Sortino ratio for SFLNX, currently valued at 2.11, compared to the broader market-2.000.002.004.006.008.0010.002.113.01
The chart of Omega ratio for SFLNX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.42
The chart of Calmar ratio for SFLNX, currently valued at 2.24, compared to the broader market0.002.004.006.008.0010.0012.0014.002.243.38
The chart of Martin ratio for SFLNX, currently valued at 8.77, compared to the broader market0.0020.0040.0060.008.7714.85
SFLNX
SCHX

The current SFLNX Sharpe Ratio is 1.52, which is lower than the SCHX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of SFLNX and SCHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.52
2.28
SFLNX
SCHX

Dividends

SFLNX vs. SCHX - Dividend Comparison

SFLNX has not paid dividends to shareholders, while SCHX's dividend yield for the trailing twelve months is around 1.79%.


TTM20232022202120202019201820172016201520142013
SFLNX
Schwab Fundamental US Large Company Index Fund
0.00%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
1.79%3.54%2.47%3.01%3.52%5.47%4.46%5.10%3.26%5.11%4.40%2.58%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.62%
-2.74%
SFLNX
SCHX

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 3.97% and 3.98%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.97%
3.98%
SFLNX
SCHX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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