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SFSNX vs. SFLNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFSNX vs. SFLNX - 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 Large Company Index Fund (SFLNX). The values are adjusted to include any dividend payments, if applicable.

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SFSNX vs. SFLNX - 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%
SFLNX
Schwab Fundamental US Large Company Index Fund
2.71%17.02%16.78%18.16%-6.89%31.64%9.12%28.91%-7.43%17.08%

Returns By Period

In the year-to-date period, SFSNX achieves a 3.02% return, which is significantly higher than SFLNX's 2.71% return. Over the past 10 years, SFSNX has underperformed SFLNX with an annualized return of 10.00%, while SFLNX has yielded a comparatively higher 13.25% 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%

SFLNX

1D
1.98%
1M
-3.63%
YTD
2.71%
6M
6.30%
1Y
19.89%
3Y*
17.10%
5Y*
11.99%
10Y*
13.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SFSNX vs. SFLNX - Expense Ratio Comparison

Both SFSNX and SFLNX 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. SFLNX — 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

SFLNX
SFLNX Risk / Return Rank: 7373
Overall Rank
SFLNX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SFLNX Sortino Ratio Rank: 7070
Sortino Ratio Rank
SFLNX Omega Ratio Rank: 7272
Omega Ratio Rank
SFLNX Calmar Ratio Rank: 7272
Calmar Ratio Rank
SFLNX Martin Ratio Rank: 8282
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. SFLNX - 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 Large Company Index Fund (SFLNX). 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.


SFSNXSFLNXDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.24

-0.33

Sortino ratio

Return per unit of downside risk

1.41

1.79

-0.38

Omega ratio

Gain probability vs. loss probability

1.19

1.28

-0.09

Calmar ratio

Return relative to maximum drawdown

1.40

1.72

-0.32

Martin ratio

Return relative to average drawdown

5.35

8.22

-2.87

SFSNX vs. SFLNX - Sharpe Ratio Comparison

The current SFSNX Sharpe Ratio is 0.91, which is comparable to the SFLNX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of SFSNX and SFLNX, 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


SFSNXSFLNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.24

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.79

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.72

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.51

-0.14

Correlation

The correlation between SFSNX and SFLNX is 0.91, 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. SFLNX - Dividend Comparison

SFSNX's dividend yield for the trailing twelve months is around 1.32%, less than SFLNX's 1.63% 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%
SFLNX
Schwab Fundamental US Large Company Index Fund
1.63%1.68%1.78%1.86%2.09%4.78%6.17%5.33%9.69%3.28%7.23%5.68%

Drawdowns

SFSNX vs. SFLNX - Drawdown Comparison

The maximum SFSNX drawdown since its inception was -58.32%, roughly equal to the maximum SFLNX drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for SFSNX and SFLNX.


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Drawdown Indicators


SFSNXSFLNXDifference

Max Drawdown

Largest peak-to-trough decline

-58.32%

-56.18%

-2.14%

Max Drawdown (1Y)

Largest decline over 1 year

-14.38%

-12.28%

-2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

-18.98%

-6.93%

Max Drawdown (10Y)

Largest decline over 10 years

-44.82%

-37.59%

-7.23%

Current Drawdown

Current decline from peak

-6.99%

-4.24%

-2.75%

Average Drawdown

Average peak-to-trough decline

-8.38%

-6.06%

-2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

2.56%

+1.20%

Volatility

SFSNX vs. SFLNX - Volatility Comparison

Schwab Fundamental US Small Company Index Fund (SFSNX) has a higher volatility of 6.41% compared to Schwab Fundamental US Large Company Index Fund (SFLNX) at 4.01%. This indicates that SFSNX's price experiences larger fluctuations and is considered to be riskier than SFLNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFSNXSFLNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

4.01%

+2.40%

Volatility (6M)

Calculated over the trailing 6-month period

12.75%

8.18%

+4.57%

Volatility (1Y)

Calculated over the trailing 1-year period

21.99%

16.24%

+5.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.93%

15.34%

+5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.26%

18.41%

+4.85%