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SFSNX vs. SNXFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SFSNX vs. SNXFX

Last updated Jun 4, 2026

SFSNX (Schwab Fundamental US Small Company Index Fund) and SNXFX (Schwab 1000 Index Fund) are both mutual funds - SFSNX is a Small Cap Blend Equities fund managed by Charles Schwab, while SNXFX is a Large Cap Blend Equities fund tracking the Schwab 1000 Index. Over the past 10 years, SFSNX returned 10.97%/yr vs 15.29%/yr for SNXFX. Their correlation of 0.87 suggests significant overlap in exposure. SFSNX charges 0.25%/yr vs 0.05%/yr for SNXFX.

Performance

SFSNX vs. SNXFX - 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 1000 Index Fund (SNXFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SFSNX achieves a 15.97% return, which is significantly higher than SNXFX's 11.89% return. Over the past 10 years, SFSNX has underperformed SNXFX with an annualized return of 10.97%, while SNXFX has yielded a comparatively higher 15.29% annualized return.

SFSNX

1D
1.06%
1M
3.41%
YTD
15.97%
6M
15.35%
1Y
32.31%
3Y*
16.22%
5Y*
7.30%
10Y*
10.97%

SNXFX

1D
0.25%
1M
5.85%
YTD
11.89%
6M
11.81%
1Y
28.65%
3Y*
22.58%
5Y*
13.51%
10Y*
15.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SFSNX vs. SNXFX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SFSNX
Schwab Fundamental US Small Company Index Fund		15.97%7.66%8.99%20.15%-14.79%30.91%8.49%24.44%-12.26%12.84%
SNXFX
Schwab 1000 Index Fund		11.89%17.23%24.46%26.53%-19.46%26.10%20.71%31.43%-5.04%21.71%

Correlation

The correlation between SFSNX and SNXFX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2008

0.87

The correlation between SFSNX and SNXFX shifts across timeframes, from 0.76 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.

SFSNX vs. SNXFX - Sectors Allocation Comparison

Sectors
SFSNX
SNXFX

Industrials

19.1%
9.4%

Technology

15.1%
34.6%

Financial Services

14.5%
11.9%

Consumer Cyclical

12.2%
10.1%

Real Estate

9.8%
2.2%

Healthcare

6.8%
8.7%

Energy

6.1%
3.6%

Basic Materials

5.2%
2.0%

Consumer Defensive

4.2%
4.7%

Communication Services

4.2%
10.6%

Utilities

2.8%
2.3%

Industrials

SFSNX
19.1%
SNXFX
9.4%

Technology

SFSNX
15.1%
SNXFX
34.6%

Financial Services

SFSNX
14.5%
SNXFX
11.9%

Consumer Cyclical

SFSNX
12.2%
SNXFX
10.1%

Real Estate

SFSNX
9.8%
SNXFX
2.2%

Healthcare

SFSNX
6.8%
SNXFX
8.7%

Energy

SFSNX
6.1%
SNXFX
3.6%

Basic Materials

SFSNX
5.2%
SNXFX
2.0%

Consumer Defensive

SFSNX
4.2%
SNXFX
4.7%

Communication Services

SFSNX
4.2%
SNXFX
10.6%

Utilities

SFSNX
2.8%
SNXFX
2.3%

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Schwab Fundamental US Small Company Index Fund

Schwab 1000 Index Fund

Often compared with SFSNX:
SFSNX vs. SWSSXSFSNX vs. AVUVSFSNX vs. VBRSFSNX vs. NEAGXSFSNX vs. TSCGXSFSNX vs. FSLCXSFSNX vs. SFLNX
Often compared with SNXFX:
SNXFX vs. SWPPXSNXFX vs. SWTSXSNXFX vs. VOOSNXFX vs. FSKAXSNXFX vs. SWAGXSNXFX vs. FEMKXSNXFX vs. FLCPX

Return for Risk

SFSNX vs. SNXFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SFSNX
SFSNX Risk / Return Rank: 5555
Overall Rank
SFSNX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SFSNX Sortino Ratio Rank: 4747
Sortino Ratio Rank
SFSNX Omega Ratio Rank: 4242
Omega Ratio Rank
SFSNX Calmar Ratio Rank: 7979
Calmar Ratio Rank
SFSNX Martin Ratio Rank: 5959
Martin Ratio Rank
SNXFX
SNXFX Risk / Return Rank: 7070
Overall Rank
SNXFX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SNXFX Sortino Ratio Rank: 6363
Sortino Ratio Rank
SNXFX Omega Ratio Rank: 6262
Omega Ratio Rank
SNXFX Calmar Ratio Rank: 7373
Calmar Ratio Rank
SNXFX Martin Ratio Rank: 8181
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. SNXFX - 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 1000 Index Fund (SNXFX). 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.

SFSNXSNXFXDifference
Sharpe ratioReturn per unit of total volatility
2.00
2.44

-0.44

Sortino ratioReturn per unit of downside risk
2.86
3.32

-0.45

Omega ratioGain probability vs. loss probability

1.35

1.44

-0.10

Calmar ratioReturn relative to maximum drawdown

3.63

3.31

+0.32

Martin ratioReturn relative to average drawdown

11.81

15.28

-3.47

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SFSNX vs. SNXFX - Sharpe Ratio Comparison

The current SFSNX Sharpe Ratio is 2.00, which is comparable to the SNXFX Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of SFSNX and SNXFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

SFSNXSNXFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

2.44

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.78

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.82

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.58

-0.19

Drawdowns

SFSNX vs. SNXFX - Drawdown Comparison

The maximum SFSNX drawdown since its inception was -58.32%, which is greater than SNXFX's maximum drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for SFSNX and SNXFX.

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Drawdown Indicators

SFSNXSNXFXDifference

Max Drawdown

Largest peak-to-trough decline

-58.32%

-55.08%

-3.24%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-8.94%

-0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-25.91%

-19.21%

-6.70%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

-25.36%

-0.55%

Max Drawdown (10Y)

Largest decline over 10 years

-44.82%

-34.58%

-10.24%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.32%

-8.76%

+0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

1.93%

+0.96%

Volatility

SFSNX vs. SNXFX - Volatility Comparison

Schwab Fundamental US Small Company Index Fund (SFSNX) has a higher volatility of 4.54% compared to Schwab 1000 Index Fund (SNXFX) at 2.87%. This indicates that SFSNX's price experiences larger fluctuations and is considered to be riskier than SNXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SFSNXSNXFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

2.87%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

11.80%

9.13%

+2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

17.10%

12.12%

+4.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.81%

17.31%

+3.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.28%

18.73%

+4.55%

SFSNX vs. SNXFX - Expense Ratio Comparison

SFSNX has a 0.25% expense ratio, which is higher than SNXFX's 0.05% 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%.

Dividends

SFSNX vs. SNXFX - Dividend Comparison

SFSNX's dividend yield for the trailing twelve months is around 1.18%, less than SNXFX's 1.30% yield.

PositionTTM20252024202320222021202020192018201720162015
SFSNX
Schwab Fundamental US Small Company Index Fund		1.18%1.36%1.71%1.37%7.05%12.27%1.42%3.66%11.55%6.88%1.86%6.37%
SNXFX
Schwab 1000 Index Fund		1.30%1.45%1.23%1.41%1.61%1.74%2.76%3.01%6.49%4.23%3.41%6.31%

Frequently Asked Questions

SFSNX and SNXFX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SFSNX has higher volatility (4.54%) compared to SNXFX (2.87%). In terms of maximum drawdown, SFSNX dropped -58.32% vs SNXFX's -55.08%.

SNXFX currently has the higher Sharpe Ratio (2.44 vs 2.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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