SFNNX vs. SWLSX
Compare and contrast key facts about Schwab Fundamental International Large Company Index Fund (SFNNX) and Schwab Large-Cap Growth Fund™ (SWLSX).
SFNNX is managed by Charles Schwab. It was launched on Apr 1, 2007. SWLSX is managed by Charles Schwab. It was launched on Oct 3, 2005.
Performance
SFNNX vs. SWLSX - Performance Comparison
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SFNNX vs. SWLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFNNX Schwab Fundamental International Large Company Index Fund | 4.82% | 41.06% | 2.27% | 19.88% | -7.95% | 14.38% | 4.35% | 18.09% | -13.96% | 23.95% |
SWLSX Schwab Large-Cap Growth Fund™ | -12.73% | 19.69% | 29.41% | 38.27% | -27.00% | 29.03% | 29.03% | 31.02% | -7.93% | 29.01% |
Returns By Period
In the year-to-date period, SFNNX achieves a 4.82% return, which is significantly higher than SWLSX's -12.73% return. Over the past 10 years, SFNNX has underperformed SWLSX with an annualized return of 10.70%, while SWLSX has yielded a comparatively higher 14.02% annualized return.
SFNNX
- 1D
- 0.34%
- 1M
- -10.01%
- YTD
- 4.82%
- 6M
- 13.47%
- 1Y
- 35.92%
- 3Y*
- 19.02%
- 5Y*
- 11.89%
- 10Y*
- 10.70%
SWLSX
- 1D
- -0.72%
- 1M
- -8.75%
- YTD
- -12.73%
- 6M
- -11.11%
- 1Y
- 15.36%
- 3Y*
- 18.28%
- 5Y*
- 11.53%
- 10Y*
- 14.02%
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SFNNX vs. SWLSX - Expense Ratio Comparison
SFNNX has a 0.25% expense ratio, which is lower than SWLSX's 0.99% expense ratio.
Return for Risk
SFNNX vs. SWLSX — Risk / Return Rank
SFNNX
SWLSX
SFNNX vs. SWLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Large Company Index Fund (SFNNX) and Schwab Large-Cap Growth Fund™ (SWLSX). 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.
| SFNNX | SWLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 0.69 | +1.44 |
Sortino ratioReturn per unit of downside risk | 2.71 | 1.14 | +1.57 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.16 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.88 | 0.78 | +2.11 |
Martin ratioReturn relative to average drawdown | 11.48 | 2.74 | +8.74 |
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
| SFNNX | SWLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 0.69 | +1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.55 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.68 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.51 | -0.27 |
Correlation
The correlation between SFNNX and SWLSX is 0.71, 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
SFNNX vs. SWLSX - Dividend Comparison
SFNNX's dividend yield for the trailing twelve months is around 4.88%, more than SWLSX's 1.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFNNX Schwab Fundamental International Large Company Index Fund | 4.88% | 5.11% | 3.61% | 3.26% | 2.92% | 3.81% | 2.42% | 3.69% | 3.51% | 2.70% | 3.21% | 2.92% |
SWLSX Schwab Large-Cap Growth Fund™ | 1.34% | 1.17% | 0.11% | 0.04% | 2.07% | 7.77% | 1.07% | 5.32% | 12.35% | 7.92% | 4.46% | 17.08% |
Drawdowns
SFNNX vs. SWLSX - Drawdown Comparison
The maximum SFNNX drawdown since its inception was -59.60%, which is greater than SWLSX's maximum drawdown of -49.89%. Use the drawdown chart below to compare losses from any high point for SFNNX and SWLSX.
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Drawdown Indicators
| SFNNX | SWLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.60% | -49.89% | -9.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -16.17% | +5.21% |
Max Drawdown (5Y)Largest decline over 5 years | -25.66% | -31.32% | +5.66% |
Max Drawdown (10Y)Largest decline over 10 years | -40.23% | -31.32% | -8.91% |
Current DrawdownCurrent decline from peak | -10.01% | -16.17% | +6.16% |
Average DrawdownAverage peak-to-trough decline | -12.06% | -7.98% | -4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 4.57% | -1.68% |
Volatility
SFNNX vs. SWLSX - Volatility Comparison
Schwab Fundamental International Large Company Index Fund (SFNNX) has a higher volatility of 6.92% compared to Schwab Large-Cap Growth Fund™ (SWLSX) at 5.73%. This indicates that SFNNX's price experiences larger fluctuations and is considered to be riskier than SWLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFNNX | SWLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 5.73% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.72% | 12.41% | -1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 22.60% | -6.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.43% | 20.97% | -5.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 20.76% | -3.49% |