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SFSNX vs. FNDA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFSNX vs. FNDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental US Small Company Index Fund (SFSNX) and Schwab Fundamental US Small Co. Index ETF (FNDA). The values are adjusted to include any dividend payments, if applicable.

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SFSNX vs. FNDA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SFSNX
Schwab Fundamental US Small Company Index Fund
0.48%7.66%8.99%20.15%-14.79%30.91%8.49%24.44%-12.26%12.84%
FNDA
Schwab Fundamental US Small Co. Index ETF
3.11%7.44%9.00%20.29%-14.83%31.12%8.44%24.34%-12.12%12.68%

Returns By Period

In the year-to-date period, SFSNX achieves a 0.48% return, which is significantly lower than FNDA's 3.11% return. Both investments have delivered pretty close results over the past 10 years, with SFSNX having a 9.73% annualized return and FNDA not far ahead at 10.01%.


SFSNX

1D
-0.73%
1M
-7.88%
YTD
0.48%
6M
2.13%
1Y
16.94%
3Y*
10.67%
5Y*
6.04%
10Y*
9.73%

FNDA

1D
2.59%
1M
-5.58%
YTD
3.11%
6M
4.77%
1Y
19.91%
3Y*
11.61%
5Y*
6.25%
10Y*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SFSNX vs. FNDA - Expense Ratio Comparison

Both SFSNX and FNDA have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

SFSNX vs. FNDA — Risk / Return Rank

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

SFSNX
SFSNX Risk / Return Rank: 3838
Overall Rank
SFSNX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SFSNX Sortino Ratio Rank: 4141
Sortino Ratio Rank
SFSNX Omega Ratio Rank: 3535
Omega Ratio Rank
SFSNX Calmar Ratio Rank: 4040
Calmar Ratio Rank
SFSNX Martin Ratio Rank: 3838
Martin Ratio Rank

FNDA
FNDA Risk / Return Rank: 5656
Overall Rank
FNDA Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FNDA Sortino Ratio Rank: 5757
Sortino Ratio Rank
FNDA Omega Ratio Rank: 5151
Omega Ratio Rank
FNDA Calmar Ratio Rank: 5959
Calmar Ratio Rank
FNDA Martin Ratio Rank: 5757
Martin Ratio Rank
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.

SFSNX vs. FNDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Small Company Index Fund (SFSNX) and Schwab Fundamental US Small Co. Index ETF (FNDA). 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.


SFSNXFNDADifference

Sharpe ratio

Return per unit of total volatility

0.79

0.91

-0.12

Sortino ratio

Return per unit of downside risk

1.25

1.41

-0.16

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

1.03

1.40

-0.36

Martin ratio

Return relative to average drawdown

3.98

5.33

-1.36

SFSNX vs. FNDA - Sharpe Ratio Comparison

The current SFSNX Sharpe Ratio is 0.79, which is comparable to the FNDA Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of SFSNX and FNDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SFSNXFNDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.91

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.30

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.45

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.45

-0.09

Correlation

The correlation between SFSNX and FNDA is 0.99, 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

SFSNX vs. FNDA - Dividend Comparison

SFSNX's dividend yield for the trailing twelve months is around 1.36%, more than FNDA's 1.21% yield.


TTM20252024202320222021202020192018201720162015
SFSNX
Schwab Fundamental US Small Company Index Fund
1.36%1.36%1.71%1.37%7.05%12.27%1.42%3.66%11.55%6.88%1.86%6.37%
FNDA
Schwab Fundamental US Small Co. Index ETF
1.21%1.22%1.53%1.37%1.38%1.15%1.31%1.38%1.64%1.30%1.18%1.33%

Drawdowns

SFSNX vs. FNDA - Drawdown Comparison

The maximum SFSNX drawdown since its inception was -58.32%, which is greater than FNDA's maximum drawdown of -44.64%. Use the drawdown chart below to compare losses from any high point for SFSNX and FNDA.


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Drawdown Indicators


SFSNXFNDADifference

Max Drawdown

Largest peak-to-trough decline

-58.32%

-44.64%

-13.68%

Max Drawdown (1Y)

Largest decline over 1 year

-14.38%

-14.42%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

-25.92%

+0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-44.82%

-44.64%

-0.18%

Current Drawdown

Current decline from peak

-9.29%

-6.96%

-2.33%

Average Drawdown

Average peak-to-trough decline

-8.38%

-6.76%

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

3.77%

-0.04%

Volatility

SFSNX vs. FNDA - Volatility Comparison

The current volatility for Schwab Fundamental US Small Company Index Fund (SFSNX) is 5.81%, while Schwab Fundamental US Small Co. Index ETF (FNDA) has a volatility of 6.37%. This indicates that SFSNX experiences smaller price fluctuations and is considered to be less risky than FNDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFSNXFNDADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

6.37%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

12.50%

12.74%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

21.89%

22.04%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.90%

21.01%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.25%

22.36%

+0.89%