SFSNX vs. IWO
Compare and contrast key facts about Schwab Fundamental US Small Company Index Fund (SFSNX) and iShares Russell 2000 Growth ETF (IWO).
SFSNX is managed by Charles Schwab. It was launched on Apr 2, 2007. IWO is a passively managed fund by iShares that tracks the performance of the Russell 2000 Growth Index. It was launched on Jul 24, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFSNX or IWO.
Key characteristics
| SFSNX | IWO | |
|---|---|---|
| YTD Return | 16.75% | 22.74% |
| 1Y Return | 37.32% | 45.79% |
| 3Y Return (Ann) | 5.14% | -0.81% |
| 5Y Return (Ann) | 11.97% | 9.48% |
| 10Y Return (Ann) | 9.66% | 9.19% |
| Sharpe Ratio | 2.02 | 2.11 |
| Sortino Ratio | 2.89 | 2.92 |
| Omega Ratio | 1.36 | 1.35 |
| Calmar Ratio | 2.43 | 1.29 |
| Martin Ratio | 11.78 | 11.45 |
| Ulcer Index | 3.30% | 4.02% |
| Daily Std Dev | 19.30% | 21.83% |
| Max Drawdown | -62.68% | -60.10% |
| Current Drawdown | 0.00% | -6.32% |
Correlation
The correlation between SFSNX and IWO is 0.93, 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.
Performance
SFSNX vs. IWO - Performance Comparison
In the year-to-date period, SFSNX achieves a 16.75% return, which is significantly lower than IWO's 22.74% return. Both investments have delivered pretty close results over the past 10 years, with SFSNX having a 9.66% annualized return and IWO not far behind at 9.19%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SFSNX vs. IWO - Expense Ratio Comparison
SFSNX has a 0.25% expense ratio, which is higher than IWO's 0.24% 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%.
Risk-Adjusted Performance
SFSNX vs. IWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Small Company Index Fund (SFSNX) and iShares Russell 2000 Growth ETF (IWO). 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.
Dividends
SFSNX vs. IWO - Dividend Comparison
SFSNX's dividend yield for the trailing twelve months is around 1.18%, more than IWO's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFSNX Schwab Fundamental US Small Company Index Fund | 1.18% | 1.37% | 1.22% | 1.35% | 1.42% | 1.41% | 1.91% | 1.42% | 1.22% | 1.58% | 1.22% | 0.90% |
IWO iShares Russell 2000 Growth ETF | 0.60% | 0.73% | 0.75% | 0.32% | 0.44% | 0.71% | 0.76% | 0.73% | 0.97% | 0.89% | 0.73% | 0.72% |
Drawdowns
SFSNX vs. IWO - Drawdown Comparison
The maximum SFSNX drawdown since its inception was -62.68%, roughly equal to the maximum IWO drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for SFSNX and IWO. For additional features, visit the drawdowns tool.
Volatility
SFSNX vs. IWO - Volatility Comparison
The current volatility for Schwab Fundamental US Small Company Index Fund (SFSNX) is 6.30%, while iShares Russell 2000 Growth ETF (IWO) has a volatility of 7.04%. This indicates that SFSNX experiences smaller price fluctuations and is considered to be less risky than IWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.