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SNXFX vs. FLCPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SNXFX and FLCPX is 0.99, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

SNXFX vs. FLCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 1000 Index Fund (SNXFX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%220.00%240.00%NovemberDecember2025FebruaryMarchApril
203.69%
156.64%
SNXFX
FLCPX

Key characteristics

Sharpe Ratio

SNXFX:

0.54

FLCPX:

0.30

Sortino Ratio

SNXFX:

0.88

FLCPX:

0.55

Omega Ratio

SNXFX:

1.13

FLCPX:

1.08

Calmar Ratio

SNXFX:

0.55

FLCPX:

0.28

Martin Ratio

SNXFX:

2.26

FLCPX:

1.00

Ulcer Index

SNXFX:

4.67%

FLCPX:

5.88%

Daily Std Dev

SNXFX:

19.69%

FLCPX:

19.64%

Max Drawdown

SNXFX:

-55.11%

FLCPX:

-33.87%

Current Drawdown

SNXFX:

-10.82%

FLCPX:

-13.30%

Returns By Period

The year-to-date returns for both investments are quite close, with SNXFX having a -6.58% return and FLCPX slightly higher at -6.41%.


SNXFX

YTD

-6.58%

1M

-5.05%

6M

-4.98%

1Y

9.17%

5Y*

15.19%

10Y*

9.86%

FLCPX

YTD

-6.41%

1M

-4.98%

6M

-8.94%

1Y

4.56%

5Y*

9.11%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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SNXFX vs. FLCPX - Expense Ratio Comparison

SNXFX has a 0.05% expense ratio, which is higher than FLCPX's 0.02% 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%.


Expense ratio chart for SNXFX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SNXFX: 0.05%
Expense ratio chart for FLCPX: current value is 0.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLCPX: 0.02%

Risk-Adjusted Performance

SNXFX vs. FLCPX — Risk-Adjusted Performance Rank

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

SNXFX
The Risk-Adjusted Performance Rank of SNXFX is 6363
Overall Rank
The Sharpe Ratio Rank of SNXFX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SNXFX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SNXFX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SNXFX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SNXFX is 6363
Martin Ratio Rank

FLCPX
The Risk-Adjusted Performance Rank of FLCPX is 4545
Overall Rank
The Sharpe Ratio Rank of FLCPX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCPX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of FLCPX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FLCPX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of FLCPX is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SNXFX vs. FLCPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index Fund (SNXFX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX). 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.


The chart of Sharpe ratio for SNXFX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.00
SNXFX: 0.54
FLCPX: 0.30
The chart of Sortino ratio for SNXFX, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.00
SNXFX: 0.88
FLCPX: 0.55
The chart of Omega ratio for SNXFX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
SNXFX: 1.13
FLCPX: 1.08
The chart of Calmar ratio for SNXFX, currently valued at 0.55, compared to the broader market0.002.004.006.008.0010.00
SNXFX: 0.55
FLCPX: 0.28
The chart of Martin ratio for SNXFX, currently valued at 2.26, compared to the broader market0.0010.0020.0030.0040.0050.00
SNXFX: 2.26
FLCPX: 1.00

The current SNXFX Sharpe Ratio is 0.54, which is higher than the FLCPX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of SNXFX and FLCPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.54
0.30
SNXFX
FLCPX

Dividends

SNXFX vs. FLCPX - Dividend Comparison

SNXFX's dividend yield for the trailing twelve months is around 1.32%, less than FLCPX's 1.39% yield.


TTM20242023202220212020201920182017201620152014
SNXFX
Schwab 1000 Index Fund
1.32%1.23%1.41%1.61%1.19%1.71%1.81%2.29%1.75%1.81%1.93%1.64%
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
1.39%1.30%1.62%1.94%1.50%1.79%1.74%2.10%1.34%0.76%0.00%0.00%

Drawdowns

SNXFX vs. FLCPX - Drawdown Comparison

The maximum SNXFX drawdown since its inception was -55.11%, which is greater than FLCPX's maximum drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for SNXFX and FLCPX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.82%
-13.30%
SNXFX
FLCPX

Volatility

SNXFX vs. FLCPX - Volatility Comparison

Schwab 1000 Index Fund (SNXFX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX) have volatilities of 14.33% and 14.20%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.33%
14.20%
SNXFX
FLCPX