SFLNX vs. SWOBX
Compare and contrast key facts about Schwab Fundamental US Large Company Index Fund (SFLNX) and Schwab Balanced Fund™ (SWOBX).
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. SWOBX is managed by Charles Schwab. It was launched on Nov 17, 1996.
Performance
SFLNX vs. SWOBX - Performance Comparison
Loading graphics...
SFLNX vs. SWOBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFLNX Schwab Fundamental US Large Company Index Fund | 2.71% | 17.02% | 16.78% | 18.16% | -6.89% | 31.64% | 9.12% | 28.91% | -7.43% | 17.08% |
SWOBX Schwab Balanced Fund™ | -2.85% | 12.76% | 12.51% | 18.25% | -18.86% | 14.76% | 14.73% | 20.13% | -4.35% | 15.52% |
Returns By Period
In the year-to-date period, SFLNX achieves a 2.71% return, which is significantly higher than SWOBX's -2.85% return. Over the past 10 years, SFLNX has outperformed SWOBX with an annualized return of 13.25%, while SWOBX has yielded a comparatively lower 8.12% annualized return.
SFLNX
- 1D
- 1.98%
- 1M
- -3.63%
- YTD
- 2.71%
- 6M
- 6.30%
- 1Y
- 19.89%
- 3Y*
- 17.10%
- 5Y*
- 11.99%
- 10Y*
- 13.25%
SWOBX
- 1D
- 2.00%
- 1M
- -4.03%
- YTD
- -2.85%
- 6M
- -1.27%
- 1Y
- 11.81%
- 3Y*
- 10.99%
- 5Y*
- 5.55%
- 10Y*
- 8.12%
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. SWOBX - Expense Ratio Comparison
SFLNX has a 0.25% expense ratio, which is higher than SWOBX's 0.00% 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%.
Return for Risk
SFLNX vs. SWOBX — Risk / Return Rank
SFLNX
SWOBX
SFLNX vs. SWOBX - 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 Balanced Fund™ (SWOBX). 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.
| SFLNX | SWOBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.07 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.62 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.23 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.67 | +0.04 |
Martin ratioReturn relative to average drawdown | 8.22 | 7.16 | +1.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SFLNX | SWOBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.07 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.40 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.63 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.58 | -0.08 |
Correlation
The correlation between SFLNX and SWOBX is 0.89, 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.
Dividends
SFLNX vs. SWOBX - Dividend Comparison
SFLNX's dividend yield for the trailing twelve months is around 1.63%, less than SWOBX's 5.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFLNX Schwab Fundamental US Large Company Index Fund | 1.63% | 1.68% | 1.78% | 1.86% | 2.09% | 4.78% | 6.17% | 5.33% | 9.69% | 3.28% | 7.23% | 5.68% |
SWOBX Schwab Balanced Fund™ | 5.64% | 5.47% | 4.94% | 5.67% | 10.21% | 6.47% | 2.97% | 5.21% | 7.11% | 3.20% | 7.83% | 7.66% |
Drawdowns
SFLNX vs. SWOBX - Drawdown Comparison
The maximum SFLNX drawdown since its inception was -56.18%, which is greater than SWOBX's maximum drawdown of -35.99%. Use the drawdown chart below to compare losses from any high point for SFLNX and SWOBX.
Loading graphics...
Drawdown Indicators
| SFLNX | SWOBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.18% | -35.99% | -20.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -7.36% | -4.92% |
Max Drawdown (5Y)Largest decline over 5 years | -18.98% | -28.30% | +9.32% |
Max Drawdown (10Y)Largest decline over 10 years | -37.59% | -28.30% | -9.29% |
Current DrawdownCurrent decline from peak | -4.24% | -4.72% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -6.25% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 1.72% | +0.84% |
Volatility
SFLNX vs. SWOBX - Volatility Comparison
Schwab Fundamental US Large Company Index Fund (SFLNX) and Schwab Balanced Fund™ (SWOBX) have volatilities of 4.01% and 4.13%, 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.
Loading graphics...
Volatility by Period
| SFLNX | SWOBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 4.13% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.18% | 6.62% | +1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.24% | 11.38% | +4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.34% | 13.94% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 12.84% | +5.57% |