SFLNX vs. VDADX
Compare and contrast key facts about Schwab Fundamental US Large Company Index Fund (SFLNX) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX).
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. VDADX is managed by Vanguard. It was launched on Dec 19, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFLNX or VDADX.
Key characteristics
| SFLNX | VDADX | |
|---|---|---|
| YTD Return | 21.30% | 20.75% |
| 1Y Return | 35.19% | 31.80% |
| 3Y Return (Ann) | 10.64% | 8.76% |
| 5Y Return (Ann) | 14.73% | 13.09% |
| 10Y Return (Ann) | 11.88% | 11.97% |
| Sharpe Ratio | 3.02 | 3.14 |
| Sortino Ratio | 4.15 | 4.49 |
| Omega Ratio | 1.56 | 1.59 |
| Calmar Ratio | 5.31 | 5.45 |
| Martin Ratio | 20.14 | 20.42 |
| Ulcer Index | 1.70% | 1.51% |
| Daily Std Dev | 11.32% | 9.84% |
| Max Drawdown | -60.01% | -31.70% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SFLNX and VDADX is 0.91, 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. VDADX - Performance Comparison
The year-to-date returns for both stocks are quite close, with SFLNX having a 21.30% return and VDADX slightly lower at 20.75%. Both investments have delivered pretty close results over the past 10 years, with SFLNX having a 11.88% annualized return and VDADX not far ahead at 11.97%. 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. VDADX - Expense Ratio Comparison
SFLNX has a 0.25% expense ratio, which is higher than VDADX's 0.08% 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. VDADX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Large Company Index Fund (SFLNX) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). 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. VDADX - Dividend Comparison
SFLNX's dividend yield for the trailing twelve months is around 1.53%, less than VDADX's 1.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFLNX Schwab Fundamental US Large Company Index Fund | 1.53% | 1.86% | 2.09% | 1.74% | 2.43% | 2.39% | 2.86% | 2.10% | 2.25% | 2.42% | 1.73% | 1.51% |
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares | 1.66% | 1.86% | 1.94% | 1.53% | 1.61% | 1.69% | 2.07% | 1.88% | 2.14% | 2.34% | 1.95% | 0.00% |
Drawdowns
SFLNX vs. VDADX - Drawdown Comparison
The maximum SFLNX drawdown since its inception was -60.01%, which is greater than VDADX's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for SFLNX and VDADX. For additional features, visit the drawdowns tool.
Volatility
SFLNX vs. VDADX - Volatility Comparison
Schwab Fundamental US Large Company Index Fund (SFLNX) has a higher volatility of 3.94% compared to Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) at 3.54%. This indicates that SFLNX's price experiences larger fluctuations and is considered to be riskier than VDADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.