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SFSNX vs. IWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SFSNX and IWO is 0.86, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

SFSNX vs. IWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental US Small Company Index Fund (SFSNX) and iShares Russell 2000 Growth ETF (IWO). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
97.13%
260.74%
SFSNX
IWO

Key characteristics

Sharpe Ratio

SFSNX:

-0.09

IWO:

0.04

Sortino Ratio

SFSNX:

0.03

IWO:

0.24

Omega Ratio

SFSNX:

1.00

IWO:

1.03

Calmar Ratio

SFSNX:

-0.08

IWO:

0.03

Martin Ratio

SFSNX:

-0.24

IWO:

0.11

Ulcer Index

SFSNX:

8.19%

IWO:

9.17%

Daily Std Dev

SFSNX:

22.35%

IWO:

25.52%

Max Drawdown

SFSNX:

-62.71%

IWO:

-60.10%

Current Drawdown

SFSNX:

-18.34%

IWO:

-22.55%

Returns By Period

The year-to-date returns for both stocks are quite close, with SFSNX having a -11.22% return and IWO slightly lower at -11.78%. Over the past 10 years, SFSNX has underperformed IWO with an annualized return of 2.99%, while IWO has yielded a comparatively higher 6.29% annualized return.


SFSNX

YTD

-11.22%

1M

-4.02%

6M

-11.03%

1Y

-0.53%

5Y*

11.07%

10Y*

2.99%

IWO

YTD

-11.78%

1M

-0.77%

6M

-10.72%

1Y

2.12%

5Y*

8.36%

10Y*

6.29%

*Annualized

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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%.


Expense ratio chart for SFSNX: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SFSNX: 0.25%
Expense ratio chart for IWO: current value is 0.24%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWO: 0.24%

Risk-Adjusted Performance

SFSNX vs. IWO — Risk-Adjusted Performance Rank

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

SFSNX
The Risk-Adjusted Performance Rank of SFSNX is 1616
Overall Rank
The Sharpe Ratio Rank of SFSNX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of SFSNX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of SFSNX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of SFSNX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of SFSNX is 1616
Martin Ratio Rank

IWO
The Risk-Adjusted Performance Rank of IWO is 2222
Overall Rank
The Sharpe Ratio Rank of IWO is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of IWO is 2424
Sortino Ratio Rank
The Omega Ratio Rank of IWO is 2323
Omega Ratio Rank
The Calmar Ratio Rank of IWO is 2222
Calmar Ratio Rank
The Martin Ratio Rank of IWO is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SFSNX, currently valued at -0.09, compared to the broader market-2.00-1.000.001.002.003.00
SFSNX: -0.09
IWO: 0.04
The chart of Sortino ratio for SFSNX, currently valued at 0.03, compared to the broader market-2.000.002.004.006.008.00
SFSNX: 0.03
IWO: 0.24
The chart of Omega ratio for SFSNX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.00
SFSNX: 1.00
IWO: 1.03
The chart of Calmar ratio for SFSNX, currently valued at -0.08, compared to the broader market0.002.004.006.008.0010.00
SFSNX: -0.08
IWO: 0.03
The chart of Martin ratio for SFSNX, currently valued at -0.24, compared to the broader market0.0010.0020.0030.0040.00
SFSNX: -0.24
IWO: 0.11

The current SFSNX Sharpe Ratio is -0.09, which is lower than the IWO Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of SFSNX and IWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.09
0.04
SFSNX
IWO

Dividends

SFSNX vs. IWO - Dividend Comparison

SFSNX's dividend yield for the trailing twelve months is around 1.93%, more than IWO's 0.92% yield.


TTM20242023202220212020201920182017201620152014
SFSNX
Schwab Fundamental US Small Company Index Fund
1.93%1.71%1.37%1.22%1.35%1.42%1.41%1.91%1.42%1.22%1.58%1.22%
IWO
iShares Russell 2000 Growth ETF
0.92%0.80%0.73%0.75%0.32%0.44%0.71%0.76%0.73%0.97%0.89%0.73%

Drawdowns

SFSNX vs. IWO - Drawdown Comparison

The maximum SFSNX drawdown since its inception was -62.71%, 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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.34%
-22.55%
SFSNX
IWO

Volatility

SFSNX vs. IWO - Volatility Comparison

The current volatility for Schwab Fundamental US Small Company Index Fund (SFSNX) is 14.05%, while iShares Russell 2000 Growth ETF (IWO) has a volatility of 14.87%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.05%
14.87%
SFSNX
IWO