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

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.


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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.

100.00%150.00%200.00%250.00%300.00%SeptemberOctoberNovemberDecember2025February
119.16%
310.89%
SFSNX
SFLNX

Key characteristics

Sharpe Ratio

SFSNX:

0.55

SFLNX:

1.62

Sortino Ratio

SFSNX:

0.89

SFLNX:

2.26

Omega Ratio

SFSNX:

1.11

SFLNX:

1.30

Calmar Ratio

SFSNX:

0.50

SFLNX:

2.80

Martin Ratio

SFSNX:

2.34

SFLNX:

8.12

Ulcer Index

SFSNX:

4.09%

SFLNX:

2.22%

Daily Std Dev

SFSNX:

17.55%

SFLNX:

11.13%

Max Drawdown

SFSNX:

-62.71%

SFLNX:

-60.04%

Current Drawdown

SFSNX:

-9.22%

SFLNX:

-1.83%

Returns By Period

In the year-to-date period, SFSNX achieves a -1.30% return, which is significantly lower than SFLNX's 3.73% return. Over the past 10 years, SFSNX has underperformed SFLNX with an annualized return of 4.11%, while SFLNX has yielded a comparatively higher 8.66% annualized return.


SFSNX

YTD

-1.30%

1M

-4.79%

6M

0.24%

1Y

8.83%

5Y*

6.75%

10Y*

4.11%

SFLNX

YTD

3.73%

1M

-0.55%

6M

5.83%

1Y

16.20%

5Y*

13.04%

10Y*

8.66%

*Annualized

Compare stocks, funds, or ETFs

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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%.


Expense ratio chart for SFSNX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for SFLNX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

SFSNX vs. SFLNX — 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 3232
Overall Rank
The Sharpe Ratio Rank of SFSNX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of SFSNX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of SFSNX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of SFSNX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of SFSNX is 3737
Martin Ratio Rank

SFLNX
The Risk-Adjusted Performance Rank of SFLNX is 8383
Overall Rank
The Sharpe Ratio Rank of SFLNX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SFLNX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of SFLNX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SFLNX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of SFLNX is 8383
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. 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.


The chart of Sharpe ratio for SFSNX, currently valued at 0.55, compared to the broader market-1.000.001.002.003.004.000.551.62
The chart of Sortino ratio for SFSNX, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.0012.000.892.26
The chart of Omega ratio for SFSNX, currently valued at 1.11, compared to the broader market1.002.003.004.001.111.30
The chart of Calmar ratio for SFSNX, currently valued at 0.50, compared to the broader market0.005.0010.0015.0020.000.502.80
The chart of Martin ratio for SFSNX, currently valued at 2.34, compared to the broader market0.0020.0040.0060.0080.002.348.12
SFSNX
SFLNX

The current SFSNX Sharpe Ratio is 0.55, which is lower than the SFLNX Sharpe Ratio of 1.62. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.55
1.62
SFSNX
SFLNX

Dividends

SFSNX vs. SFLNX - Dividend Comparison

SFSNX's dividend yield for the trailing twelve months is around 1.74%, more than SFLNX's 1.72% yield.


TTM20242023202220212020201920182017201620152014
SFSNX
Schwab Fundamental US Small Company Index Fund
1.74%1.71%1.37%1.22%1.35%1.42%1.41%1.91%1.42%1.22%1.58%1.22%
SFLNX
Schwab Fundamental US Large Company Index Fund
1.72%1.78%1.86%2.09%1.74%2.43%2.39%2.86%2.10%2.25%2.42%1.73%

Drawdowns

SFSNX vs. SFLNX - Drawdown Comparison

The maximum SFSNX drawdown since its inception was -62.71%, roughly equal to the maximum SFLNX drawdown of -60.04%. Use the drawdown chart below to compare losses from any high point for SFSNX and SFLNX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.22%
-1.83%
SFSNX
SFLNX

Volatility

SFSNX vs. SFLNX - Volatility Comparison

Schwab Fundamental US Small Company Index Fund (SFSNX) has a higher volatility of 4.07% compared to Schwab Fundamental US Large Company Index Fund (SFLNX) at 2.65%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
4.07%
2.65%
SFSNX
SFLNX