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 CRSP US Small Cap Value Index. It was launched on Jan 26, 2004.
Performance
SFSNX vs. VBR - Performance Comparison
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SFSNX vs. VBR - 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% |
VBR Vanguard Small-Cap Value ETF | 3.17% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
Returns By Period
In the year-to-date period, SFSNX achieves a 0.48% return, which is significantly lower than VBR's 3.17% return. Both investments have delivered pretty close results over the past 10 years, with SFSNX having a 9.73% annualized return and VBR not far ahead at 10.10%.
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%
VBR
- 1D
- 2.34%
- 1M
- -4.96%
- YTD
- 3.17%
- 6M
- 5.21%
- 1Y
- 18.95%
- 3Y*
- 13.42%
- 5Y*
- 7.55%
- 10Y*
- 10.10%
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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%.
Return for Risk
SFSNX vs. VBR — Risk / Return Rank
SFSNX
VBR
SFSNX vs. VBR - Risk-Adjusted Trends 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.
| SFSNX | VBR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.92 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.42 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.37 | -0.34 |
Martin ratioReturn relative to average drawdown | 3.98 | 5.64 | -1.67 |
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 | VBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.92 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.38 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.47 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.40 | -0.04 |
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.
Dividends
SFSNX vs. VBR - Dividend Comparison
SFSNX's dividend yield for the trailing twelve months is around 1.36%, less than VBR's 1.90% 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% |
VBR Vanguard Small-Cap Value ETF | 1.90% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
SFSNX vs. VBR - Drawdown Comparison
The maximum SFSNX drawdown since its inception was -58.32%, smaller than the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for SFSNX and VBR.
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Drawdown Indicators
| SFSNX | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.32% | -61.98% | +3.66% |
Max Drawdown (1Y)Largest decline over 1 year | -14.38% | -14.18% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -24.19% | -1.72% |
Max Drawdown (10Y)Largest decline over 10 years | -44.82% | -45.28% | +0.46% |
Current DrawdownCurrent decline from peak | -9.29% | -6.13% | -3.16% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -8.32% | -0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 3.44% | +0.29% |
Volatility
SFSNX vs. VBR - Volatility Comparison
Schwab Fundamental US Small Company Index Fund (SFSNX) has a higher volatility of 5.81% compared to Vanguard Small-Cap Value ETF (VBR) at 5.50%. 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.
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Volatility by Period
| SFSNX | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 5.50% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 11.28% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.89% | 20.64% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 19.85% | +1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.25% | 21.73% | +1.52% |