SNXFX vs. JNJ
SNXFX (Schwab 1000 Index Fund) is Large Cap Blend Equities fund tracking the Schwab 1000 Index, while JNJ (Johnson & Johnson) is a stock. Over the past 10 years, SNXFX returned 15.29%/yr vs 9.85%/yr for JNJ. At a 0.43 correlation, their price movements are largely independent.
Performance
SNXFX vs. JNJ - Performance Comparison
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Returns By Period
In the year-to-date period, SNXFX achieves a 11.89% return, which is significantly higher than JNJ's 9.07% return. Over the past 10 years, SNXFX has outperformed JNJ with an annualized return of 15.29%, while JNJ has yielded a comparatively lower 9.85% annualized return.
SNXFX
- 1D
- 0.25%
- 1M
- 5.85%
- YTD
- 11.89%
- 6M
- 11.81%
- 1Y
- 28.65%
- 3Y*
- 22.58%
- 5Y*
- 13.51%
- 10Y*
- 15.29%
JNJ
- 1D
- 0.16%
- 1M
- 0.14%
- YTD
- 9.07%
- 6M
- 9.93%
- 1Y
- 48.18%
- 3Y*
- 15.79%
- 5Y*
- 9.14%
- 10Y*
- 9.85%
SNXFX vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SNXFX Schwab 1000 Index Fund | 11.89% | 17.23% | 24.46% | 26.53% | -19.46% | 26.10% | 20.71% | 31.43% | -5.04% | 21.71% |
JNJ Johnson & Johnson | 9.07% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
Correlation
The correlation between SNXFX and JNJ is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1992 | 0.43 |
Over the past year, the correlation between SNXFX and JNJ has dropped to 0.00 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
SNXFX vs. JNJ — Risk / Return Rank
SNXFX
JNJ
SNXFX vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index Fund (SNXFX) and Johnson & Johnson (JNJ). 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.
| SNXFX | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.52 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.31 | 4.42 | -1.11 |
| Martin ratioReturn relative to average drawdown | 15.28 | 13.33 | +1.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SNXFX | JNJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 2.91 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.55 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.54 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.53 | +0.05 |
Drawdowns
SNXFX vs. JNJ - Drawdown Comparison
The maximum SNXFX drawdown since its inception was -55.08%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for SNXFX and JNJ.
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Drawdown Indicators
| SNXFX | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.08% | -50.67% | -4.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -10.96% | +2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -19.21% | -15.95% | -3.26% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -18.41% | -6.95% |
Max Drawdown (10Y)Largest decline over 10 years | -34.58% | -27.37% | -7.21% |
Current DrawdownCurrent decline from peak | 0.00% | -9.67% | +9.67% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -11.88% | +3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 3.63% | -1.70% |
Volatility
SNXFX vs. JNJ - Volatility Comparison
The current volatility for Schwab 1000 Index Fund (SNXFX) is 2.87%, while Johnson & Johnson (JNJ) has a volatility of 5.20%. This indicates that SNXFX experiences smaller price fluctuations and is considered to be less risky than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNXFX | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 5.20% | -2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 12.17% | -3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.12% | 16.67% | -4.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.31% | 16.82% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.73% | 18.45% | +0.28% |
Dividends
SNXFX vs. JNJ - Dividend Comparison
SNXFX's dividend yield for the trailing twelve months is around 1.30%, less than JNJ's 2.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 2.35% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
SNXFX Schwab 1000 Index Fund | 1.30% | 1.45% | 1.23% | 1.41% | 1.61% | 1.74% | 2.76% | 3.01% | 6.49% | 4.23% | 3.41% | 6.31% |
Frequently Asked Questions
SNXFX and JNJ have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JNJ has higher volatility (5.20%) compared to SNXFX (2.87%). In terms of maximum drawdown, SNXFX dropped -55.08% vs JNJ's -50.67%.
JNJ currently has the higher Sharpe Ratio (2.91 vs 2.44), 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.
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