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SFLNX vs. SNXFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SFLNX vs. SNXFX

Last updated Jun 5, 2026

SFLNX (Schwab Fundamental US Large Company Index Fund) and SNXFX (Schwab 1000 Index Fund) are both mutual funds - SFLNX is a Large Cap Value Equities fund tracking the Russell RAFI US Large Company Index, while SNXFX is a Large Cap Blend Equities fund tracking the Schwab 1000 Index. Both are passively managed. Over the past 10 years, SFLNX returned 14.24%/yr vs 15.20%/yr for SNXFX. Their correlation of 0.94 suggests significant overlap in exposure. SFLNX charges 0.25%/yr vs 0.05%/yr for SNXFX.

Performance

SFLNX vs. SNXFX - 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 1000 Index Fund (SNXFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SFLNX achieves a 14.44% return, which is significantly higher than SNXFX's 11.07% return. Over the past 10 years, SFLNX has underperformed SNXFX with an annualized return of 14.24%, while SNXFX has yielded a comparatively higher 15.20% annualized return.

SFLNX

1D
-0.19%
1M
2.77%
YTD
14.44%
6M
14.69%
1Y
32.68%
3Y*
20.85%
5Y*
12.81%
10Y*
14.24%

SNXFX

1D
-0.74%
1M
4.19%
YTD
11.07%
6M
10.76%
1Y
27.67%
3Y*
22.28%
5Y*
13.14%
10Y*
15.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SFLNX vs. SNXFX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
SNXFX
Schwab 1000 Index Fund		11.07%17.23%24.46%26.53%-19.46%26.10%20.71%31.43%-5.04%21.71%

Correlation

The correlation between SFLNX and SNXFX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2008

0.94

The correlation between SFLNX and SNXFX shifts across timeframes, from 0.81 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.

SFLNX vs. SNXFX - Sectors Allocation Comparison

Sectors
SFLNX
SNXFX

Technology

19.0%
34.6%

Financial Services

13.9%
11.9%

Healthcare

11.9%
8.7%

Communication Services

10.3%
10.6%

Energy

10.2%
3.6%

Industrials

9.4%
9.4%

Consumer Cyclical

9.2%
10.1%

Consumer Defensive

7.4%
4.7%

Basic Materials

3.7%
2.0%

Utilities

3.2%
2.3%

Real Estate

1.8%
2.2%

Technology

SFLNX
19.0%
SNXFX
34.6%

Financial Services

SFLNX
13.9%
SNXFX
11.9%

Healthcare

SFLNX
11.9%
SNXFX
8.7%

Communication Services

SFLNX
10.3%
SNXFX
10.6%

Energy

SFLNX
10.2%
SNXFX
3.6%

Industrials

SFLNX
9.4%
SNXFX
9.4%

Consumer Cyclical

SFLNX
9.2%
SNXFX
10.1%

Consumer Defensive

SFLNX
7.4%
SNXFX
4.7%

Basic Materials

SFLNX
3.7%
SNXFX
2.0%

Utilities

SFLNX
3.2%
SNXFX
2.3%

Real Estate

SFLNX
1.8%
SNXFX
2.2%

Compare stocks, funds, or ETFs

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Schwab Fundamental US Large Company Index Fund

Schwab 1000 Index Fund

Often compared with SFLNX:
SFLNX vs. SWLGXSFLNX vs. VFIAXSFLNX vs. VOOSFLNX vs. VDADXSFLNX vs. SEEGXSFLNX vs. SWTSXSFLNX vs. SCHX
Often compared with SNXFX:
SNXFX vs. SWPPXSNXFX vs. SWTSXSNXFX vs. VOOSNXFX vs. FSKAXSNXFX vs. SWAGXSNXFX vs. FEMKXSNXFX vs. FLCPX

Return for Risk

SFLNX vs. SNXFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SFLNX
SFLNX Risk / Return Rank: 9090
Overall Rank
SFLNX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SFLNX Sortino Ratio Rank: 8989
Sortino Ratio Rank
SFLNX Omega Ratio Rank: 8484
Omega Ratio Rank
SFLNX Calmar Ratio Rank: 9393
Calmar Ratio Rank
SFLNX Martin Ratio Rank: 9494
Martin Ratio Rank
SNXFX
SNXFX Risk / Return Rank: 6262
Overall Rank
SNXFX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SNXFX Sortino Ratio Rank: 5555
Sortino Ratio Rank
SNXFX Omega Ratio Rank: 5555
Omega Ratio Rank
SNXFX Calmar Ratio Rank: 6565
Calmar Ratio Rank
SNXFX Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SFLNX vs. SNXFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Large Company Index Fund (SFLNX) and Schwab 1000 Index Fund (SNXFX). 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.

SFLNXSNXFXDifference
Sharpe ratioReturn per unit of total volatility
3.13
2.29

+0.83

Sortino ratioReturn per unit of downside risk
4.38
3.13

+1.25

Omega ratioGain probability vs. loss probability

1.57

1.41

+0.16

Calmar ratioReturn relative to maximum drawdown

5.30

3.11

+2.19

Martin ratioReturn relative to average drawdown

20.80

14.36

+6.44

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SFLNX vs. SNXFX - Sharpe Ratio Comparison

The current SFLNX Sharpe Ratio is 3.13, which is higher than the SNXFX Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of SFLNX and SNXFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

SFLNXSNXFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.13

2.29

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.76

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.81

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.58

-0.05

Drawdowns

SFLNX vs. SNXFX - Drawdown Comparison

The maximum SFLNX drawdown since its inception was -56.18%, roughly equal to the maximum SNXFX drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for SFLNX and SNXFX.

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Drawdown Indicators

SFLNXSNXFXDifference

Max Drawdown

Largest peak-to-trough decline

-56.18%

-55.08%

-1.10%

Max Drawdown (1Y)

Largest decline over 1 year

-6.10%

-8.94%

+2.84%

Max Drawdown (3Y)

Largest decline over 3 years

-16.27%

-19.21%

+2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-18.98%

-25.36%

+6.38%

Max Drawdown (10Y)

Largest decline over 10 years

-37.59%

-34.58%

-3.01%

Current Drawdown

Current decline from peak

-0.19%

-0.74%

+0.55%

Average Drawdown

Average peak-to-trough decline

-6.01%

-8.76%

+2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

1.93%

-0.38%

Volatility

SFLNX vs. SNXFX - Volatility Comparison

The current volatility for Schwab Fundamental US Large Company Index Fund (SFLNX) is 2.36%, while Schwab 1000 Index Fund (SNXFX) has a volatility of 2.97%. This indicates that SFLNX experiences smaller price fluctuations and is considered to be less risky than SNXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SFLNXSNXFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

2.97%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

7.41%

9.15%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

10.36%

12.14%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.26%

17.32%

-2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.40%

18.73%

-0.33%

SFLNX vs. SNXFX - Expense Ratio Comparison

SFLNX has a 0.25% expense ratio, which is higher than SNXFX's 0.05% 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. SNXFX - Dividend Comparison

SFLNX's dividend yield for the trailing twelve months is around 1.46%, more than SNXFX's 1.31% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
SNXFX
Schwab 1000 Index Fund		1.31%1.45%1.23%1.41%1.61%1.74%2.76%3.01%6.49%4.23%3.41%6.31%

Frequently Asked Questions

SFLNX and SNXFX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNXFX has higher volatility (2.97%) compared to SFLNX (2.36%). In terms of maximum drawdown, SFLNX dropped -56.18% vs SNXFX's -55.08%.

SFLNX currently has the higher Sharpe Ratio (3.13 vs 2.29), 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.

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