SFNNX vs. SWSSX
Compare and contrast key facts about Schwab Fundamental International Large Company Index Fund (SFNNX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
SFNNX is managed by Charles Schwab. It was launched on Apr 1, 2007. SWSSX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 2000 Index. It was launched on May 19, 1997.
Performance
SFNNX vs. SWSSX - Performance Comparison
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SFNNX vs. SWSSX - 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | -2.49% | 12.88% | 11.57% | 17.07% | -20.43% | 14.77% | 20.12% | 25.63% | -11.19% | 14.76% |
Returns By Period
In the year-to-date period, SFNNX achieves a 4.82% return, which is significantly higher than SWSSX's -2.49% return. Over the past 10 years, SFNNX has outperformed SWSSX with an annualized return of 10.70%, while SWSSX has yielded a comparatively lower 9.50% 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%
SWSSX
- 1D
- -1.45%
- 1M
- -8.18%
- YTD
- -2.49%
- 6M
- -0.36%
- 1Y
- 21.55%
- 3Y*
- 11.83%
- 5Y*
- 3.10%
- 10Y*
- 9.50%
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SFNNX vs. SWSSX - Expense Ratio Comparison
SFNNX has a 0.25% expense ratio, which is higher than SWSSX's 0.04% 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
SFNNX vs. SWSSX — Risk / Return Rank
SFNNX
SWSSX
SFNNX vs. SWSSX - 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 Small-Cap Index Fund-Select Shares (SWSSX). 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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 0.91 | +1.22 |
Sortino ratioReturn per unit of downside risk | 2.71 | 1.40 | +1.31 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.18 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 2.88 | 1.33 | +1.56 |
Martin ratioReturn relative to average drawdown | 11.48 | 5.02 | +6.46 |
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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 0.91 | +1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.14 | +0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.40 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.33 | -0.09 |
Correlation
The correlation between SFNNX and SWSSX is 0.73, 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. SWSSX - Dividend Comparison
SFNNX's dividend yield for the trailing twelve months is around 4.88%, more than SWSSX's 1.32% 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.32% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
SFNNX vs. SWSSX - Drawdown Comparison
The maximum SFNNX drawdown since its inception was -59.60%, roughly equal to the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for SFNNX and SWSSX.
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Drawdown Indicators
| SFNNX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.60% | -60.34% | +0.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -13.90% | +2.94% |
Max Drawdown (5Y)Largest decline over 5 years | -25.66% | -31.93% | +6.27% |
Max Drawdown (10Y)Largest decline over 10 years | -40.23% | -41.81% | +1.58% |
Current DrawdownCurrent decline from peak | -10.01% | -11.00% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -12.06% | -10.78% | -1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 3.68% | -0.79% |
Volatility
SFNNX vs. SWSSX - Volatility Comparison
Schwab Fundamental International Large Company Index Fund (SFNNX) has a higher volatility of 6.92% compared to Schwab Small-Cap Index Fund-Select Shares (SWSSX) at 6.59%. This indicates that SFNNX's price experiences larger fluctuations and is considered to be riskier than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFNNX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 6.59% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.72% | 14.12% | -3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 23.11% | -6.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.43% | 22.57% | -7.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 24.03% | -6.76% |