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SNXFX vs. BEGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNXFX vs. BEGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 1000 Index Fund (SNXFX) and Franklin Mutual Beacon Fund (BEGRX). The values are adjusted to include any dividend payments, if applicable.

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SNXFX vs. BEGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNXFX
Schwab 1000 Index Fund
-4.19%17.23%24.46%26.53%-19.46%26.10%20.71%31.43%-5.04%21.71%
BEGRX
Franklin Mutual Beacon Fund
-1.99%25.64%8.64%15.40%-11.70%16.64%4.07%22.57%-8.84%12.30%

Returns By Period

In the year-to-date period, SNXFX achieves a -4.19% return, which is significantly lower than BEGRX's -1.99% return. Over the past 10 years, SNXFX has outperformed BEGRX with an annualized return of 13.72%, while BEGRX has yielded a comparatively lower 8.81% annualized return.


SNXFX

1D
2.95%
1M
-5.11%
YTD
-4.19%
6M
-2.28%
1Y
17.24%
3Y*
18.07%
5Y*
10.92%
10Y*
13.72%

BEGRX

1D
1.73%
1M
-7.37%
YTD
-1.99%
6M
4.07%
1Y
16.10%
3Y*
14.32%
5Y*
7.76%
10Y*
8.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNXFX vs. BEGRX - Expense Ratio Comparison

SNXFX has a 0.05% expense ratio, which is lower than BEGRX's 0.77% expense ratio.


Return for Risk

SNXFX vs. BEGRX — Risk / Return Rank

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

SNXFX
SNXFX Risk / Return Rank: 5858
Overall Rank
SNXFX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SNXFX Sortino Ratio Rank: 5252
Sortino Ratio Rank
SNXFX Omega Ratio Rank: 5454
Omega Ratio Rank
SNXFX Calmar Ratio Rank: 6262
Calmar Ratio Rank
SNXFX Martin Ratio Rank: 7474
Martin Ratio Rank

BEGRX
BEGRX Risk / Return Rank: 5353
Overall Rank
BEGRX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BEGRX Sortino Ratio Rank: 5757
Sortino Ratio Rank
BEGRX Omega Ratio Rank: 5151
Omega Ratio Rank
BEGRX Calmar Ratio Rank: 5050
Calmar Ratio Rank
BEGRX Martin Ratio Rank: 5353
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.

SNXFX vs. BEGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index Fund (SNXFX) and Franklin Mutual Beacon Fund (BEGRX). 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.


SNXFXBEGRXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.06

-0.10

Sortino ratio

Return per unit of downside risk

1.47

1.59

-0.12

Omega ratio

Gain probability vs. loss probability

1.22

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

1.48

1.33

+0.15

Martin ratio

Return relative to average drawdown

7.11

5.49

+1.62

SNXFX vs. BEGRX - Sharpe Ratio Comparison

The current SNXFX Sharpe Ratio is 0.96, which is comparable to the BEGRX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of SNXFX and BEGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SNXFXBEGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.06

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.51

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.53

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.04

+0.52

Correlation

The correlation between SNXFX and BEGRX is 0.81, 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

SNXFX vs. BEGRX - Dividend Comparison

SNXFX's dividend yield for the trailing twelve months is around 1.52%, less than BEGRX's 7.00% yield.


TTM20252024202320222021202020192018201720162015
SNXFX
Schwab 1000 Index Fund
1.52%1.45%1.23%1.41%1.61%1.74%2.76%3.01%6.49%4.23%3.41%6.31%
BEGRX
Franklin Mutual Beacon Fund
7.00%6.86%6.89%6.23%9.91%6.83%3.36%2.62%9.94%3.43%6.10%8.90%

Drawdowns

SNXFX vs. BEGRX - Drawdown Comparison

The maximum SNXFX drawdown since its inception was -55.08%, smaller than the maximum BEGRX drawdown of -73.56%. Use the drawdown chart below to compare losses from any high point for SNXFX and BEGRX.


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Drawdown Indicators


SNXFXBEGRXDifference

Max Drawdown

Largest peak-to-trough decline

-55.08%

-73.56%

+18.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

-12.12%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-26.70%

+1.34%

Max Drawdown (10Y)

Largest decline over 10 years

-34.58%

-37.11%

+2.53%

Current Drawdown

Current decline from peak

-6.25%

-8.16%

+1.91%

Average Drawdown

Average peak-to-trough decline

-8.80%

-36.78%

+27.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.95%

-0.38%

Volatility

SNXFX vs. BEGRX - Volatility Comparison

Schwab 1000 Index Fund (SNXFX) has a higher volatility of 5.45% compared to Franklin Mutual Beacon Fund (BEGRX) at 4.43%. This indicates that SNXFX's price experiences larger fluctuations and is considered to be riskier than BEGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNXFXBEGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

4.43%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

7.84%

+1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

18.59%

15.09%

+3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

15.38%

+1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.72%

16.64%

+2.08%