SFSNX vs. SWLSX
Compare and contrast key facts about Schwab Fundamental US Small Company Index Fund (SFSNX) and Schwab Large-Cap Growth Fund™ (SWLSX).
SFSNX is managed by Charles Schwab. It was launched on Apr 2, 2007. SWLSX is managed by Charles Schwab. It was launched on Oct 3, 2005.
Performance
SFSNX vs. SWLSX - Performance Comparison
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SFSNX vs. SWLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWLSX Schwab Large-Cap Growth Fund™ | -9.26% | 19.69% | 29.41% | 38.27% | -27.00% | 29.03% | 29.03% | 31.02% | -7.93% | 29.01% |
Returns By Period
In the year-to-date period, SFSNX achieves a 3.02% return, which is significantly higher than SWLSX's -9.26% return. Over the past 10 years, SFSNX has underperformed SWLSX with an annualized return of 10.00%, while SWLSX has yielded a comparatively higher 14.47% 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%
SWLSX
- 1D
- 3.97%
- 1M
- -5.24%
- YTD
- -9.26%
- 6M
- -8.22%
- 1Y
- 18.95%
- 3Y*
- 19.82%
- 5Y*
- 12.04%
- 10Y*
- 14.47%
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SFSNX vs. SWLSX - Expense Ratio Comparison
SFSNX has a 0.25% expense ratio, which is lower than SWLSX's 0.99% expense ratio.
Return for Risk
SFSNX vs. SWLSX — Risk / Return Rank
SFSNX
SWLSX
SFSNX vs. SWLSX - 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 Large-Cap Growth Fund™ (SWLSX). 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 | SWLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.87 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.41 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.24 | +0.16 |
Martin ratioReturn relative to average drawdown | 5.35 | 4.32 | +1.03 |
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 | SWLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.87 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.58 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.70 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.52 | -0.15 |
Correlation
The correlation between SFSNX and SWLSX is 0.78, 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. SWLSX - Dividend Comparison
SFSNX's dividend yield for the trailing twelve months is around 1.32%, more than SWLSX's 1.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWLSX Schwab Large-Cap Growth Fund™ | 1.29% | 1.17% | 0.11% | 0.04% | 2.07% | 7.77% | 1.07% | 5.32% | 12.35% | 7.92% | 4.46% | 17.08% |
Drawdowns
SFSNX vs. SWLSX - Drawdown Comparison
The maximum SFSNX drawdown since its inception was -58.32%, which is greater than SWLSX's maximum drawdown of -49.89%. Use the drawdown chart below to compare losses from any high point for SFSNX and SWLSX.
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Drawdown Indicators
| SFSNX | SWLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.32% | -49.89% | -8.43% |
Max Drawdown (1Y)Largest decline over 1 year | -14.38% | -16.17% | +1.79% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -31.32% | +5.41% |
Max Drawdown (10Y)Largest decline over 10 years | -44.82% | -31.32% | -13.50% |
Current DrawdownCurrent decline from peak | -6.99% | -12.84% | +5.85% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -7.98% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 4.65% | -0.89% |
Volatility
SFSNX vs. SWLSX - Volatility Comparison
The current volatility for Schwab Fundamental US Small Company Index Fund (SFSNX) is 6.41%, while Schwab Large-Cap Growth Fund™ (SWLSX) has a volatility of 7.17%. This indicates that SFSNX experiences smaller price fluctuations and is considered to be less risky than SWLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFSNX | SWLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 7.17% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 12.75% | 13.03% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.99% | 22.89% | -0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.93% | 21.04% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.26% | 20.79% | +2.47% |