SFSNX vs. VBR
Compare and contrast key facts about Schwab Fundamental US Small Company Index Fund (SFSNX) and Vanguard Small-Cap Value ETF (VBR).
SFSNX is managed by Charles Schwab. It was launched on Apr 2, 2007. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFSNX or VBR.
Key characteristics
| SFSNX | VBR | |
|---|---|---|
| YTD Return | 15.42% | 19.39% |
| 1Y Return | 37.29% | 39.83% |
| 3Y Return (Ann) | 4.65% | 6.85% |
| 5Y Return (Ann) | 11.51% | 11.87% |
| 10Y Return (Ann) | 9.50% | 9.56% |
| Sharpe Ratio | 1.85 | 2.23 |
| Sortino Ratio | 2.68 | 3.17 |
| Omega Ratio | 1.33 | 1.40 |
| Calmar Ratio | 2.14 | 2.95 |
| Martin Ratio | 10.80 | 12.96 |
| Ulcer Index | 3.30% | 2.95% |
| Daily Std Dev | 19.31% | 17.16% |
| Max Drawdown | -62.68% | -62.01% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SFSNX and VBR is 0.98, 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.
Performance
SFSNX vs. VBR - Performance Comparison
In the year-to-date period, SFSNX achieves a 15.42% return, which is significantly lower than VBR's 19.39% return. Both investments have delivered pretty close results over the past 10 years, with SFSNX having a 9.50% annualized return and VBR not far ahead at 9.56%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SFSNX vs. VBR - Expense Ratio Comparison
SFSNX has a 0.25% expense ratio, which is higher than VBR's 0.07% 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%.
Risk-Adjusted Performance
SFSNX vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Small Company Index Fund (SFSNX) and Vanguard Small-Cap Value ETF (VBR). 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.
Dividends
SFSNX vs. VBR - Dividend Comparison
SFSNX's dividend yield for the trailing twelve months is around 1.19%, less than VBR's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFSNX Schwab Fundamental US Small Company Index Fund | 1.19% | 1.37% | 1.22% | 1.35% | 1.42% | 1.41% | 1.91% | 1.42% | 1.22% | 1.58% | 1.22% | 0.90% |
VBR Vanguard Small-Cap Value ETF | 1.88% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
SFSNX vs. VBR - Drawdown Comparison
The maximum SFSNX drawdown since its inception was -62.68%, roughly equal to the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for SFSNX and VBR. For additional features, visit the drawdowns tool.
Volatility
SFSNX vs. VBR - Volatility Comparison
Schwab Fundamental US Small Company Index Fund (SFSNX) has a higher volatility of 6.38% compared to Vanguard Small-Cap Value ETF (VBR) at 5.68%. This indicates that SFSNX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.