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SFSNX vs. VSCPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SFSNX vs. VSCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental US Small Company Index Fund (SFSNX) and Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SFSNX achieves a 15.97% return, which is significantly higher than VSCPX's 14.95% return. Both investments have delivered pretty close results over the past 10 years, with SFSNX having a 10.97% annualized return and VSCPX not far ahead at 11.39%.


SFSNX

1D
1.06%
1M
3.41%
YTD
15.97%
6M
15.35%
1Y
32.31%
3Y*
16.22%
5Y*
7.30%
10Y*
10.97%

VSCPX

1D
0.80%
1M
4.24%
YTD
14.95%
6M
14.90%
1Y
29.69%
3Y*
17.33%
5Y*
7.36%
10Y*
11.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SFSNX vs. VSCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SFSNX
Schwab Fundamental US Small Company Index Fund
15.97%7.66%8.99%20.15%-14.79%30.91%8.49%24.44%-12.26%12.84%
VSCPX
Vanguard Small-Cap Index Fund Institutional Plus Shares
14.95%8.86%12.98%19.52%-17.59%17.75%19.09%27.40%-9.31%16.27%

Correlation

The correlation between SFSNX and VSCPX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2010

0.97

The correlation between SFSNX and VSCPX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

SFSNX vs. VSCPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SFSNX
SFSNX Risk / Return Rank: 5555
Overall Rank
SFSNX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SFSNX Sortino Ratio Rank: 4747
Sortino Ratio Rank
SFSNX Omega Ratio Rank: 4242
Omega Ratio Rank
SFSNX Calmar Ratio Rank: 7979
Calmar Ratio Rank
SFSNX Martin Ratio Rank: 5959
Martin Ratio Rank

VSCPX
VSCPX Risk / Return Rank: 5454
Overall Rank
VSCPX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VSCPX Sortino Ratio Rank: 4343
Sortino Ratio Rank
VSCPX Omega Ratio Rank: 4040
Omega Ratio Rank
VSCPX Calmar Ratio Rank: 7777
Calmar Ratio Rank
VSCPX Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SFSNX vs. VSCPX - 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 Index Fund Institutional Plus Shares (VSCPX). 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.


SFSNXVSCPXDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.35

1.34

+0.01

Calmar ratioReturn relative to maximum drawdown

3.63

3.52

+0.11

Martin ratioReturn relative to average drawdown

11.81

12.99

-1.17

SFSNX vs. VSCPX - Sharpe Ratio Comparison

The current SFSNX Sharpe Ratio is 2.00, which is comparable to the VSCPX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of SFSNX and VSCPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SFSNXVSCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.94

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.36

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.53

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.54

-0.14

Drawdowns

SFSNX vs. VSCPX - Drawdown Comparison

The maximum SFSNX drawdown since its inception was -58.32%, which is greater than VSCPX's maximum drawdown of -41.81%. Use the drawdown chart below to compare losses from any high point for SFSNX and VSCPX.


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Drawdown Indicators


SFSNXVSCPXDifference

Max Drawdown

Largest peak-to-trough decline

-58.32%

-41.81%

-16.51%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-8.97%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-25.91%

-25.25%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

-28.13%

+2.22%

Max Drawdown (10Y)

Largest decline over 10 years

-44.82%

-41.81%

-3.01%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.32%

-6.49%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.42%

+0.47%

Volatility

SFSNX vs. VSCPX - Volatility Comparison

Schwab Fundamental US Small Company Index Fund (SFSNX) and Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX) have volatilities of 4.54% and 4.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFSNXVSCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

4.40%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

11.80%

11.72%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

17.10%

16.27%

+0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.81%

20.72%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.28%

21.57%

+1.71%

SFSNX vs. VSCPX - Expense Ratio Comparison

SFSNX has a 0.25% expense ratio, which is higher than VSCPX'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%.


Dividends

SFSNX vs. VSCPX - Dividend Comparison

SFSNX's dividend yield for the trailing twelve months is around 1.18%, less than VSCPX's 1.20% yield.


PositionTTM20252024202320222021202020192018201720162015
SFSNX
Schwab Fundamental US Small Company Index Fund
1.18%1.36%1.71%1.37%7.05%12.27%1.42%3.66%11.55%6.88%1.86%6.37%
VSCPX
Vanguard Small-Cap Index Fund Institutional Plus Shares
1.20%1.35%1.32%1.56%1.56%1.26%1.16%1.41%1.69%1.37%1.52%1.51%

Frequently Asked Questions


With a correlation of 0.96, SFSNX and VSCPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SFSNX has higher volatility (4.54%) compared to VSCPX (4.40%). In terms of maximum drawdown, SFSNX dropped -58.32% vs VSCPX's -41.81%.

SFSNX currently has the higher Sharpe Ratio (2.00 vs 1.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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