SFSNX vs. SWPPX
Compare and contrast key facts about Schwab Fundamental US Small Company Index Fund (SFSNX) and Schwab S&P 500 Index Fund (SWPPX).
SFSNX is managed by Charles Schwab. It was launched on Apr 2, 2007. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
SFSNX vs. SWPPX - Performance Comparison
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SFSNX vs. SWPPX - 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% | 12.84% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, SFSNX achieves a 0.48% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, SFSNX has underperformed SWPPX with an annualized return of 9.73%, while SWPPX has yielded a comparatively higher 13.71% annualized 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%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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SFSNX vs. SWPPX - Expense Ratio Comparison
SFSNX has a 0.25% expense ratio, which is higher than SWPPX's 0.02% 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. SWPPX — Risk / Return Rank
SFSNX
SWPPX
SFSNX vs. SWPPX - 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 S&P 500 Index Fund (SWPPX). 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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.84 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.30 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.06 | -0.03 |
Martin ratioReturn relative to average drawdown | 3.98 | 5.14 | -1.16 |
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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.84 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.68 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.76 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.48 | -0.12 |
Correlation
The correlation between SFSNX and SWPPX is 0.85, 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. SWPPX - Dividend Comparison
SFSNX's dividend yield for the trailing twelve months is around 1.36%, more than SWPPX's 1.19% 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% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
SFSNX vs. SWPPX - Drawdown Comparison
The maximum SFSNX drawdown since its inception was -58.32%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SFSNX and SWPPX.
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Drawdown Indicators
| SFSNX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.32% | -55.06% | -3.26% |
Max Drawdown (1Y)Largest decline over 1 year | -14.38% | -12.10% | -2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -24.51% | -1.40% |
Max Drawdown (10Y)Largest decline over 10 years | -44.82% | -33.80% | -11.02% |
Current DrawdownCurrent decline from peak | -9.29% | -8.89% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -10.00% | +1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 2.49% | +1.24% |
Volatility
SFSNX vs. SWPPX - Volatility Comparison
Schwab Fundamental US Small Company Index Fund (SFSNX) has a higher volatility of 5.81% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that SFSNX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFSNX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 4.29% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 9.11% | +3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.89% | 18.14% | +3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 16.89% | +4.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.25% | 18.19% | +5.06% |