SFLNX vs. VOO
Compare and contrast key facts about Schwab Fundamental US Large Company Index Fund (SFLNX) and Vanguard S&P 500 ETF (VOO).
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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both SFLNX and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFLNX or VOO.
Key characteristics
| SFLNX | VOO | |
|---|---|---|
| YTD Return | 20.97% | 26.88% |
| 1Y Return | 33.27% | 37.59% |
| 3Y Return (Ann) | 10.56% | 10.23% |
| 5Y Return (Ann) | 14.78% | 15.93% |
| 10Y Return (Ann) | 11.85% | 13.41% |
| Sharpe Ratio | 2.93 | 3.06 |
| Sortino Ratio | 4.03 | 4.08 |
| Omega Ratio | 1.55 | 1.58 |
| Calmar Ratio | 5.13 | 4.43 |
| Martin Ratio | 19.47 | 20.25 |
| Ulcer Index | 1.70% | 1.85% |
| Daily Std Dev | 11.26% | 12.23% |
| Max Drawdown | -60.01% | -33.99% |
| Current Drawdown | -0.71% | -0.30% |
Correlation
The correlation between SFLNX and VOO is 0.94, 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. VOO - Performance Comparison
In the year-to-date period, SFLNX achieves a 20.97% return, which is significantly lower than VOO's 26.88% return. Over the past 10 years, SFLNX has underperformed VOO with an annualized return of 11.85%, while VOO has yielded a comparatively higher 13.41% annualized return. 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. VOO - Expense Ratio Comparison
SFLNX has a 0.25% expense ratio, which is higher than VOO'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%.
Risk-Adjusted Performance
SFLNX vs. VOO - 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 S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
SFLNX's dividend yield for the trailing twelve months is around 1.54%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFLNX Schwab Fundamental US Large Company Index Fund | 1.54% | 1.86% | 2.09% | 1.74% | 2.43% | 2.39% | 2.86% | 2.10% | 2.25% | 2.42% | 1.73% | 1.51% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SFLNX vs. VOO - Drawdown Comparison
The maximum SFLNX drawdown since its inception was -60.01%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SFLNX and VOO. For additional features, visit the drawdowns tool.
Volatility
SFLNX vs. VOO - Volatility Comparison
Schwab Fundamental US Large Company Index Fund (SFLNX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.92% and 3.89%, 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.