SFSNX vs. VSCPX
SFSNX (Schwab Fundamental US Small Company Index Fund) and VSCPX (Vanguard Small-Cap Index Fund Institutional Plus Shares) are both Small Cap Blend Equities funds. Over the past 10 years, SFSNX returned 10.97%/yr vs 11.39%/yr for VSCPX. With a 0.97 correlation, they move nearly in lockstep. SFSNX charges 0.25%/yr vs 0.03%/yr for VSCPX.
Performance
SFSNX vs. VSCPX - Performance Comparison
Loading charts...
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%
SFSNX vs. VSCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SFSNX vs. VSCPX — Risk / Return Rank
SFSNX
VSCPX
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.
| SFSNX | VSCPX | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SFSNX | VSCPX | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| SFSNX | VSCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -6.49% | -1.83% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| SFSNX | VSCPX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for SFSNX and VSCPX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer