PortfoliosLab logoPortfoliosLab logo
SFSNX vs. FSOPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFSNX vs. FSOPX - Performance Comparison

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

Loading graphics...

SFSNX vs. FSOPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SFSNX
Schwab Fundamental US Small Company Index Fund
3.02%7.66%8.99%20.15%-14.79%30.91%8.49%24.44%-12.26%12.84%
FSOPX
Fidelity Series Small Cap Opportunities Fund
4.69%15.81%15.31%20.38%-17.82%23.39%17.03%29.92%-8.12%11.10%

Returns By Period

In the year-to-date period, SFSNX achieves a 3.02% return, which is significantly lower than FSOPX's 4.69% return. Over the past 10 years, SFSNX has underperformed FSOPX with an annualized return of 10.00%, while FSOPX has yielded a comparatively higher 11.92% annualized return.


SFSNX

1D
2.53%
1M
-6.23%
YTD
3.02%
6M
4.44%
1Y
19.54%
3Y*
11.59%
5Y*
6.22%
10Y*
10.00%

FSOPX

1D
3.79%
1M
-5.19%
YTD
4.69%
6M
10.60%
1Y
32.66%
3Y*
17.07%
5Y*
8.69%
10Y*
11.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SFSNX vs. FSOPX - Expense Ratio Comparison

SFSNX has a 0.25% expense ratio, which is higher than FSOPX's 0.00% 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

SFSNX vs. FSOPX — Risk / Return Rank

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

SFSNX
SFSNX Risk / Return Rank: 4848
Overall Rank
SFSNX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SFSNX Sortino Ratio Rank: 4747
Sortino Ratio Rank
SFSNX Omega Ratio Rank: 3939
Omega Ratio Rank
SFSNX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SFSNX Martin Ratio Rank: 5353
Martin Ratio Rank

FSOPX
FSOPX Risk / Return Rank: 8181
Overall Rank
FSOPX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FSOPX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FSOPX Omega Ratio Rank: 7272
Omega Ratio Rank
FSOPX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FSOPX Martin Ratio Rank: 8888
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. FSOPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Small Company Index Fund (SFSNX) and Fidelity Series Small Cap Opportunities Fund (FSOPX). 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.


SFSNXFSOPXDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.48

-0.57

Sortino ratio

Return per unit of downside risk

1.41

2.13

-0.72

Omega ratio

Gain probability vs. loss probability

1.19

1.28

-0.10

Calmar ratio

Return relative to maximum drawdown

1.40

2.35

-0.95

Martin ratio

Return relative to average drawdown

5.35

10.03

-4.67

SFSNX vs. FSOPX - Sharpe Ratio Comparison

The current SFSNX Sharpe Ratio is 0.91, which is lower than the FSOPX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of SFSNX and FSOPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SFSNXFSOPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.48

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.40

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.55

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.36

0.00

Correlation

The correlation between SFSNX and FSOPX is 0.96, 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. FSOPX - Dividend Comparison

SFSNX's dividend yield for the trailing twelve months is around 1.32%, less than FSOPX's 4.22% yield.


TTM20252024202320222021202020192018201720162015
SFSNX
Schwab Fundamental US Small Company Index Fund
1.32%1.36%1.71%1.37%7.05%12.27%1.42%3.66%11.55%6.88%1.86%6.37%
FSOPX
Fidelity Series Small Cap Opportunities Fund
4.22%4.41%9.41%0.98%5.16%30.85%2.01%6.67%13.99%10.31%0.69%5.93%

Drawdowns

SFSNX vs. FSOPX - Drawdown Comparison

The maximum SFSNX drawdown since its inception was -58.32%, smaller than the maximum FSOPX drawdown of -61.75%. Use the drawdown chart below to compare losses from any high point for SFSNX and FSOPX.


Loading graphics...

Drawdown Indicators


SFSNXFSOPXDifference

Max Drawdown

Largest peak-to-trough decline

-58.32%

-61.75%

+3.43%

Max Drawdown (1Y)

Largest decline over 1 year

-14.38%

-13.87%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

-30.06%

+4.15%

Max Drawdown (10Y)

Largest decline over 10 years

-44.82%

-39.15%

-5.67%

Current Drawdown

Current decline from peak

-6.99%

-6.29%

-0.70%

Average Drawdown

Average peak-to-trough decline

-8.38%

-10.45%

+2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

3.25%

+0.51%

Volatility

SFSNX vs. FSOPX - Volatility Comparison

The current volatility for Schwab Fundamental US Small Company Index Fund (SFSNX) is 6.41%, while Fidelity Series Small Cap Opportunities Fund (FSOPX) has a volatility of 8.00%. This indicates that SFSNX experiences smaller price fluctuations and is considered to be less risky than FSOPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SFSNXFSOPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

8.00%

-1.59%

Volatility (6M)

Calculated over the trailing 6-month period

12.75%

13.55%

-0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

21.99%

22.47%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.93%

21.70%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.26%

21.93%

+1.33%