SFLNX vs. SWTSX
Compare and contrast key facts about Schwab Fundamental US Large Company Index Fund (SFLNX) and Schwab Total Stock Market Index Fund (SWTSX).
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. SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999.
Performance
SFLNX vs. SWTSX - Performance Comparison
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SFLNX vs. SWTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFLNX Schwab Fundamental US Large Company Index Fund | 0.72% | 17.02% | 16.78% | 18.16% | -6.89% | 31.64% | 9.12% | 28.91% | -7.43% | 17.08% |
SWTSX Schwab Total Stock Market Index Fund | -6.77% | 17.04% | 23.84% | 26.05% | -19.54% | 25.65% | 20.71% | 30.90% | -5.35% | 21.08% |
Returns By Period
In the year-to-date period, SFLNX achieves a 0.72% return, which is significantly higher than SWTSX's -6.77% return. Both investments have delivered pretty close results over the past 10 years, with SFLNX having a 13.03% annualized return and SWTSX not far ahead at 13.21%.
SFLNX
- 1D
- -0.25%
- 1M
- -5.58%
- YTD
- 0.72%
- 6M
- 4.57%
- 1Y
- 17.69%
- 3Y*
- 16.33%
- 5Y*
- 11.76%
- 10Y*
- 13.03%
SWTSX
- 1D
- -0.46%
- 1M
- -7.67%
- YTD
- -6.77%
- 6M
- -4.59%
- 1Y
- 14.70%
- 3Y*
- 16.68%
- 5Y*
- 10.10%
- 10Y*
- 13.21%
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SFLNX vs. SWTSX - Expense Ratio Comparison
SFLNX has a 0.25% expense ratio, which is higher than SWTSX'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%.
Return for Risk
SFLNX vs. SWTSX — Risk / Return Rank
SFLNX
SWTSX
SFLNX vs. SWTSX - 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 Total Stock Market Index Fund (SWTSX). 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 | SWTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 0.83 | +0.34 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.28 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.19 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.04 | +0.33 |
Martin ratioReturn relative to average drawdown | 6.61 | 5.04 | +1.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SFLNX | SWTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 0.83 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.58 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.71 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.40 | +0.10 |
Correlation
The correlation between SFLNX and SWTSX is 0.95, 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. SWTSX - Dividend Comparison
SFLNX's dividend yield for the trailing twelve months is around 1.66%, more than SWTSX's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFLNX Schwab Fundamental US Large Company Index Fund | 1.66% | 1.68% | 1.78% | 1.86% | 2.09% | 4.78% | 6.17% | 5.33% | 9.69% | 3.28% | 7.23% | 5.68% |
SWTSX Schwab Total Stock Market Index Fund | 1.18% | 1.10% | 1.24% | 1.41% | 1.62% | 1.46% | 1.63% | 1.92% | 2.58% | 1.83% | 2.32% | 2.79% |
Drawdowns
SFLNX vs. SWTSX - Drawdown Comparison
The maximum SFLNX drawdown since its inception was -56.18%, roughly equal to the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SFLNX and SWTSX.
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Drawdown Indicators
| SFLNX | SWTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.18% | -54.60% | -1.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -12.42% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -18.98% | -25.40% | +6.42% |
Max Drawdown (10Y)Largest decline over 10 years | -37.59% | -35.01% | -2.58% |
Current DrawdownCurrent decline from peak | -6.10% | -8.88% | +2.78% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -10.63% | +4.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.56% | -0.01% |
Volatility
SFLNX vs. SWTSX - Volatility Comparison
The current volatility for Schwab Fundamental US Large Company Index Fund (SFLNX) is 3.33%, while Schwab Total Stock Market Index Fund (SWTSX) has a volatility of 4.45%. This indicates that SFLNX experiences smaller price fluctuations and is considered to be less risky than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFLNX | SWTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 4.45% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 7.95% | 9.42% | -1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.16% | 18.52% | -2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.32% | 17.41% | -2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 18.57% | -0.17% |