SFNNX vs. SWTSX

Last updated Jun 5, 2026

SFNNX (Schwab Fundamental International Large Company Index Fund) and SWTSX (Schwab Total Stock Market Index Fund) are both mutual funds - SFNNX is a Foreign Large Cap Equities fund managed by Charles Schwab, while SWTSX is a Large Cap Blend Equities fund tracking the Dow Jones U.S. Total Stock Market Index. Over the past 10 years, SFNNX returned 11.86%/yr vs 14.99%/yr for SWTSX. A 0.79 correlation means they provide meaningful diversification when combined. SFNNX charges 0.25%/yr vs 0.03%/yr for SWTSX.

Performance

SFNNX vs. SWTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental International Large Company Index Fund (SFNNX) and Schwab Total Stock Market Index Fund (SWTSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SFNNX achieves a 21.09% return, which is significantly higher than SWTSX's 11.17% return. Over the past 10 years, SFNNX has underperformed SWTSX with an annualized return of 11.86%, while SWTSX has yielded a comparatively higher 14.99% annualized return.

SFNNX

• 1D: -0.36%
• 1M: 5.59%
• YTD: 21.09%
• 6M: 24.53%
• 1Y: 44.46%
• 3Y*: 24.21%
• 5Y*: 13.24%
• 10Y*: 11.86%

SWTSX

• 1D: -0.76%
• 1M: 4.05%
• YTD: 11.17%
• 6M: 10.89%
• 1Y: 28.05%
• 3Y*: 22.05%
• 5Y*: 12.67%
• 10Y*: 14.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SFNNX vs. SWTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SFNNX Schwab Fundamental International Large Company Index Fund	21.09%	41.06%	2.27%	19.88%	-7.95%	14.38%	4.35%	18.09%	-13.96%	23.95%
SWTSX Schwab Total Stock Market Index Fund	11.17%	17.04%	23.84%	26.05%	-19.54%	25.65%	20.71%	30.90%	-5.35%	21.08%

Correlation

The correlation between SFNNX and SWTSX is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jan 3, 2008	0.79

The correlation between SFNNX and SWTSX shifts across timeframes, from 0.68 (3 years) to 0.79 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SFNNX vs. SWTSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SFNNX

SFNNX Risk / Return Rank: 86
SFNNX Sharpe Ratio Rank: 92
SFNNX Sortino Ratio Rank: 84
SFNNX Omega Ratio Rank: 83
SFNNX Calmar Ratio Rank: 87
SFNNX Martin Ratio Rank: 85

SWTSX

SWTSX Risk / Return Rank: 63
SWTSX Sharpe Ratio Rank: 60
SWTSX Sortino Ratio Rank: 55
SWTSX Omega Ratio Rank: 55
SWTSX Calmar Ratio Rank: 68
SWTSX Martin Ratio Rank: 78

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SFNNX vs. SWTSX - 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 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.

	SFNNX	SWTSX	Difference
Sharpe ratio: Return per unit of total volatility	3.15	2.30	+0.86
Sortino ratio: Return per unit of downside risk	4.05	3.14	+0.91
Omega ratio: Gain probability vs. loss probability	1.57	1.41	+0.16
Calmar ratio: Return relative to maximum drawdown	4.25	3.17	+1.07
Martin ratio: Return relative to average drawdown	15.95	14.55	+1.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SFNNX vs. SWTSX - Sharpe Ratio Comparison

The current SFNNX Sharpe Ratio is 3.15, which is higher than the SWTSX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of SFNNX and SWTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SFNNX	SWTSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.15	2.30	+0.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.86	0.73	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.81	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.44	-0.15

Drawdowns

SFNNX vs. SWTSX - Drawdown Comparison

The maximum SFNNX drawdown since its inception was -59.60%, which is greater than SWTSX's maximum drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SFNNX and SWTSX.

Drawdown Indicators

	SFNNX	SWTSX	Difference
Max Drawdown Largest peak-to-trough decline	-59.60%	-54.60%	-5.00%
Max Drawdown (1Y) Largest decline over 1 year	-10.63%	-8.88%	-1.75%
Max Drawdown (3Y) Largest decline over 3 years	-13.78%	-19.43%	+5.65%
Max Drawdown (5Y) Largest decline over 5 years	-25.66%	-25.40%	-0.26%
Max Drawdown (10Y) Largest decline over 10 years	-40.23%	-35.01%	-5.22%
Current Drawdown Current decline from peak	-0.36%	-0.76%	+0.40%
Average Drawdown Average peak-to-trough decline	-11.97%	-10.57%	-1.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.82%	1.93%	+0.89%

Volatility

SFNNX vs. SWTSX - Volatility Comparison

Schwab Fundamental International Large Company Index Fund (SFNNX) has a higher volatility of 4.62% compared to Schwab Total Stock Market Index Fund (SWTSX) at 3.07%. This indicates that SFNNX's price experiences larger fluctuations and is considered to be riskier than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFNNX	SWTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.62%	3.07%	+1.55%
Volatility (6M) Calculated over the trailing 6-month period	11.58%	9.23%	+2.35%
Volatility (1Y) Calculated over the trailing 1-year period	14.34%	12.29%	+2.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.56%	17.44%	-1.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.29%	18.61%	-1.32%

SFNNX vs. SWTSX - Expense Ratio Comparison

SFNNX 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%.

Dividends

SFNNX vs. SWTSX - Dividend Comparison

SFNNX's dividend yield for the trailing twelve months is around 4.22%, more than SWTSX's 0.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SFNNX Schwab Fundamental International Large Company Index Fund	4.22%	5.11%	3.61%	3.26%	2.92%	3.81%	2.42%	3.69%	3.51%	2.70%	3.21%	2.92%
SWTSX Schwab Total Stock Market Index Fund	0.99%	1.10%	1.24%	1.41%	1.62%	1.46%	1.63%	1.92%	2.58%	1.83%	2.32%	2.79%

Frequently Asked Questions

Can I hold both SFNNX and SWTSX in my portfolio?

SFNNX and SWTSX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFNNX or SWTSX?

SFNNX has higher volatility (4.62%) compared to SWTSX (3.07%). In terms of maximum drawdown, SFNNX dropped -59.60% vs SWTSX's -54.60%.

Which has better risk-adjusted returns?

SFNNX currently has the higher Sharpe Ratio (3.15 vs 2.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.