SFSNX vs. SFLNX
Compare and contrast key facts about Schwab Fundamental US Small Company Index Fund (SFSNX) and Schwab Fundamental US Large Company Index Fund (SFLNX).
SFSNX is managed by Charles Schwab. It was launched on Apr 2, 2007. SFLNX is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI US Large Company Index. It was launched on Apr 2, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFSNX or SFLNX.
Key characteristics
| SFSNX | SFLNX | |
|---|---|---|
| YTD Return | 15.18% | 20.97% |
| 1Y Return | 35.95% | 33.27% |
| 3Y Return (Ann) | 4.66% | 10.56% |
| 5Y Return (Ann) | 11.62% | 14.78% |
| 10Y Return (Ann) | 9.50% | 11.85% |
| Sharpe Ratio | 1.84 | 2.93 |
| Sortino Ratio | 2.67 | 4.03 |
| Omega Ratio | 1.33 | 1.55 |
| Calmar Ratio | 2.22 | 5.13 |
| Martin Ratio | 10.74 | 19.47 |
| Ulcer Index | 3.30% | 1.70% |
| Daily Std Dev | 19.32% | 11.26% |
| Max Drawdown | -62.68% | -60.01% |
| Current Drawdown | -1.35% | -0.71% |
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.
Performance
SFSNX vs. SFLNX - Performance Comparison
In the year-to-date period, SFSNX achieves a 15.18% return, which is significantly lower than SFLNX's 20.97% return. Over the past 10 years, SFSNX has underperformed SFLNX with an annualized return of 9.50%, while SFLNX has yielded a comparatively higher 11.85% annualized return. 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. 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%.
Risk-Adjusted Performance
SFSNX vs. SFLNX - Risk-Adjusted Performance 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.
Dividends
SFSNX vs. SFLNX - Dividend Comparison
SFSNX's dividend yield for the trailing twelve months is around 1.19%, less than SFLNX's 1.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFSNX Schwab Fundamental US Small Company Index Fund | 1.19% | 1.37% | 1.22% | 1.35% | 1.42% | 1.41% | 1.91% | 1.42% | 1.22% | 1.58% | 1.22% | 0.90% |
SFLNX Schwab Fundamental US Large Company Index Fund | 1.54% | 1.86% | 2.09% | 1.74% | 2.43% | 2.39% | 2.86% | 2.10% | 2.25% | 2.42% | 1.73% | 1.51% |
Drawdowns
SFSNX vs. SFLNX - Drawdown Comparison
The maximum SFSNX drawdown since its inception was -62.68%, roughly equal to the maximum SFLNX drawdown of -60.01%. Use the drawdown chart below to compare losses from any high point for SFSNX and SFLNX. For additional features, visit the drawdowns tool.
Volatility
SFSNX vs. SFLNX - Volatility Comparison
Schwab Fundamental US Small Company Index Fund (SFSNX) has a higher volatility of 6.51% compared to Schwab Fundamental US Large Company Index Fund (SFLNX) at 3.92%. 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.