SFSNX vs. SWLGX
Compare and contrast key facts about Schwab Fundamental US Small Company Index Fund (SFSNX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
SFSNX is managed by Charles Schwab. It was launched on Apr 2, 2007. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
SFSNX vs. SWLGX - Performance Comparison
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SFSNX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFSNX Schwab Fundamental US Small Company Index Fund | 0.48% | 7.66% | 8.99% | 20.15% | -14.79% | 30.91% | 8.49% | 24.44% | -12.26% | 0.40% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
In the year-to-date period, SFSNX achieves a 0.48% return, which is significantly higher than SWLGX's -13.06% return.
SFSNX
- 1D
- -0.73%
- 1M
- -7.88%
- YTD
- 0.48%
- 6M
- 2.13%
- 1Y
- 16.94%
- 3Y*
- 10.67%
- 5Y*
- 6.04%
- 10Y*
- 9.73%
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
- —
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SFSNX vs. SWLGX - Expense Ratio Comparison
SFSNX has a 0.25% expense ratio, which is higher than SWLGX's 0.04% 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%.
Return for Risk
SFSNX vs. SWLGX — Risk / Return Rank
SFSNX
SWLGX
SFSNX vs. SWLGX - 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 U.S. Large-Cap Growth Index Fund (SWLGX). 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.
| SFSNX | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.66 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.10 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.15 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 0.72 | +0.31 |
Martin ratioReturn relative to average drawdown | 3.98 | 2.51 | +1.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SFSNX | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.66 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.56 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.68 | -0.32 |
Correlation
The correlation between SFSNX and SWLGX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SFSNX vs. SWLGX - Dividend Comparison
SFSNX's dividend yield for the trailing twelve months is around 1.36%, more than SWLGX's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFSNX Schwab Fundamental US Small Company Index Fund | 1.36% | 1.36% | 1.71% | 1.37% | 7.05% | 12.27% | 1.42% | 3.66% | 11.55% | 6.88% | 1.86% | 6.37% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
SFSNX vs. SWLGX - Drawdown Comparison
The maximum SFSNX drawdown since its inception was -58.32%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SFSNX and SWLGX.
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Drawdown Indicators
| SFSNX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.32% | -32.69% | -25.63% |
Max Drawdown (1Y)Largest decline over 1 year | -14.38% | -16.16% | +1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -32.69% | +6.78% |
Max Drawdown (10Y)Largest decline over 10 years | -44.82% | — | — |
Current DrawdownCurrent decline from peak | -9.29% | -16.16% | +6.87% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -7.13% | -1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 4.62% | -0.89% |
Volatility
SFSNX vs. SWLGX - Volatility Comparison
Schwab Fundamental US Small Company Index Fund (SFSNX) has a higher volatility of 5.81% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 5.38%. This indicates that SFSNX's price experiences larger fluctuations and is considered to be riskier than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFSNX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 5.38% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 11.82% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.89% | 22.31% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 21.47% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.25% | 22.78% | +0.47% |