SFSNX vs. VOO
Compare and contrast key facts about Schwab Fundamental US Small Company Index Fund (SFSNX) and Vanguard S&P 500 ETF (VOO).
SFSNX is managed by Charles Schwab. It was launched on Apr 2, 2007. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFSNX or VOO.
Performance
SFSNX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, SFSNX achieves a 12.94% return, which is significantly lower than VOO's 25.52% return. Over the past 10 years, SFSNX has underperformed VOO with an annualized return of 9.23%, while VOO has yielded a comparatively higher 13.15% annualized return.
SFSNX
12.94%
3.72%
10.73%
27.39%
11.36%
9.23%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| SFSNX | VOO | |
|---|---|---|
| Sharpe Ratio | 1.40 | 2.62 |
| Sortino Ratio | 2.06 | 3.50 |
| Omega Ratio | 1.25 | 1.49 |
| Calmar Ratio | 2.16 | 3.78 |
| Martin Ratio | 7.83 | 17.12 |
| Ulcer Index | 3.34% | 1.86% |
| Daily Std Dev | 18.64% | 12.19% |
| Max Drawdown | -62.68% | -33.99% |
| Current Drawdown | -3.26% | -1.36% |
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SFSNX vs. VOO - Expense Ratio Comparison
SFSNX has a 0.25% expense ratio, which is higher than VOO's 0.03% 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%.
Correlation
The correlation between SFSNX and VOO is 0.84, 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.
Risk-Adjusted Performance
SFSNX vs. VOO - 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 S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
SFSNX's dividend yield for the trailing twelve months is around 1.22%, less than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFSNX Schwab Fundamental US Small Company Index Fund | 1.22% | 1.37% | 1.22% | 1.35% | 1.42% | 1.41% | 1.91% | 1.42% | 1.22% | 1.58% | 1.22% | 0.90% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SFSNX vs. VOO - Drawdown Comparison
The maximum SFSNX drawdown since its inception was -62.68%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SFSNX and VOO. For additional features, visit the drawdowns tool.
Volatility
SFSNX vs. VOO - Volatility Comparison
Schwab Fundamental US Small Company Index Fund (SFSNX) has a higher volatility of 6.36% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that SFSNX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.