SFSNX vs. IWO

The year-to-date returns for both stocks are quite close, with SFSNX having a -4.45% return and IWO slightly lower at -4.67%. Over the past 10 years, SFSNX has underperformed IWO with an annualized return of 3.62%, while IWO has yielded a comparatively higher 6.77% annualized return.

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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%.

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 current SFSNX Sharpe Ratio is 0.05, which is lower than the IWO Sharpe Ratio of 0.16. 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.

SFSNX's dividend yield for the trailing twelve months is around 1.79%, more than IWO's 0.86% yield.

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.

The current volatility for Schwab Fundamental US Small Company Index Fund (SFSNX) is 5.93%, while iShares Russell 2000 Growth ETF (IWO) has a volatility of 6.90%. 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.