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SNXFX vs. JNJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNXFX vs. JNJ - Performance Comparison

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

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNXFX vs. JNJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

SNXFX
SNXFX Risk / Return Rank: 7070
Overall Rank
SNXFX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SNXFX Sortino Ratio Rank: 6363
Sortino Ratio Rank
SNXFX Omega Ratio Rank: 6262
Omega Ratio Rank
SNXFX Calmar Ratio Rank: 7373
Calmar Ratio Rank
SNXFX Martin Ratio Rank: 8181
Martin Ratio Rank

JNJ
JNJ Risk / Return Rank: 9292
Overall Rank
JNJ Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
JNJ Sortino Ratio Rank: 9595
Sortino Ratio Rank
JNJ Omega Ratio Rank: 9393
Omega Ratio Rank
JNJ Calmar Ratio Rank: 8989
Calmar Ratio Rank
JNJ Martin Ratio Rank: 9191
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. 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.


SNXFXJNJDifference
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

SNXFX vs. JNJ - Sharpe Ratio Comparison

The current SNXFX Sharpe Ratio is 2.44, which is comparable to the JNJ Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of SNXFX and JNJ, 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


SNXFXJNJDifference

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


SNXFXJNJDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-9.67%

+9.67%

Average Drawdown

Average peak-to-trough decline

-8.76%

-11.88%

+3.12%

Ulcer Index

Depth 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


SNXFXJNJDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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