SFREX vs. SWPPX
Compare and contrast key facts about Schwab Fundamental Global Real Estate Index Fund (SFREX) and Schwab S&P 500 Index Fund (SWPPX).
SFREX is managed by Charles Schwab. It was launched on Oct 21, 2014. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
SFREX vs. SWPPX - Performance Comparison
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SFREX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFREX Schwab Fundamental Global Real Estate Index Fund | -2.53% | 11.26% | 3.05% | 4.10% | -21.06% | 18.56% | -11.16% | 22.61% | -8.26% | 20.07% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, SFREX achieves a -2.53% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, SFREX has underperformed SWPPX with an annualized return of 2.93%, while SWPPX has yielded a comparatively higher 13.71% annualized return.
SFREX
- 1D
- 0.21%
- 1M
- -11.77%
- YTD
- -2.53%
- 6M
- -5.00%
- 1Y
- 6.19%
- 3Y*
- 5.99%
- 5Y*
- -0.08%
- 10Y*
- 2.93%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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SFREX vs. SWPPX - Expense Ratio Comparison
SFREX has a 0.39% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
SFREX vs. SWPPX — Risk / Return Rank
SFREX
SWPPX
SFREX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental Global Real Estate Index Fund (SFREX) and Schwab S&P 500 Index Fund (SWPPX). 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.
| SFREX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.84 | -0.39 |
Sortino ratioReturn per unit of downside risk | 0.72 | 1.30 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.20 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.47 | 1.06 | -0.59 |
Martin ratioReturn relative to average drawdown | 1.76 | 5.14 | -3.37 |
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
| SFREX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.84 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.68 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.76 | -0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.48 | -0.33 |
Correlation
The correlation between SFREX and SWPPX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SFREX vs. SWPPX - Dividend Comparison
SFREX's dividend yield for the trailing twelve months is around 3.60%, more than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFREX Schwab Fundamental Global Real Estate Index Fund | 3.60% | 3.51% | 3.75% | 3.53% | 2.89% | 2.92% | 3.46% | 4.10% | 5.45% | 2.78% | 5.00% | 1.29% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
SFREX vs. SWPPX - Drawdown Comparison
The maximum SFREX drawdown since its inception was -41.98%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SFREX and SWPPX.
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Drawdown Indicators
| SFREX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.98% | -55.06% | +13.08% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -12.10% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -34.18% | -24.51% | -9.67% |
Max Drawdown (10Y)Largest decline over 10 years | -41.98% | -33.80% | -8.18% |
Current DrawdownCurrent decline from peak | -11.77% | -8.89% | -2.88% |
Average DrawdownAverage peak-to-trough decline | -10.54% | -10.00% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.49% | +0.70% |
Volatility
SFREX vs. SWPPX - Volatility Comparison
Schwab Fundamental Global Real Estate Index Fund (SFREX) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 4.18% and 4.29%, 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.
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Volatility by Period
| SFREX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 4.29% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 9.11% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.75% | 18.14% | -4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 16.89% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 18.19% | -0.28% |