SNXFX vs. MPGFX

Last updated Jun 5, 2026

SNXFX (Schwab 1000 Index Fund) and MPGFX (Mairs & Power Growth Fund) are both Large Cap Blend Equities funds. Over the past 10 years, SNXFX returned 15.20%/yr vs 12.47%/yr for MPGFX. Their correlation of 0.90 suggests significant overlap in exposure. SNXFX charges 0.05%/yr vs 0.61%/yr for MPGFX.

Performance

SNXFX vs. MPGFX - Performance Comparison

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

Returns By Period

In the year-to-date period, SNXFX achieves a 11.07% return, which is significantly higher than MPGFX's 8.15% return. Over the past 10 years, SNXFX has outperformed MPGFX with an annualized return of 15.20%, while MPGFX has yielded a comparatively lower 12.47% annualized return.

SNXFX

• 1D: -0.74%
• 1M: 4.19%
• YTD: 11.07%
• 6M: 10.76%
• 1Y: 27.67%
• 3Y*: 22.28%
• 5Y*: 13.14%
• 10Y*: 15.20%

MPGFX

• 1D: -1.07%
• 1M: 1.27%
• YTD: 8.15%
• 6M: 8.70%
• 1Y: 22.31%
• 3Y*: 16.86%
• 5Y*: 10.04%
• 10Y*: 12.47%

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

SNXFX vs. MPGFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SNXFX Schwab 1000 Index Fund	11.07%	17.23%	24.46%	26.53%	-19.46%	26.10%	20.71%	31.43%	-5.04%	21.71%
MPGFX Mairs & Power Growth Fund	8.15%	10.55%	19.61%	27.70%	-21.28%	29.42%	16.80%	28.40%	-4.27%	16.54%

Correlation

The correlation between SNXFX and MPGFX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jan 3, 1992	0.90

The correlation between SNXFX and MPGFX has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.

Return for Risk

SNXFX vs. MPGFX — Risk / Return Rank

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

SNXFX

SNXFX Risk / Return Rank: 62
SNXFX Sharpe Ratio Rank: 60
SNXFX Sortino Ratio Rank: 55
SNXFX Omega Ratio Rank: 55
SNXFX Calmar Ratio Rank: 65
SNXFX Martin Ratio Rank: 76

MPGFX

MPGFX Risk / Return Rank: 40
MPGFX Sharpe Ratio Rank: 39
MPGFX Sortino Ratio Rank: 36
MPGFX Omega Ratio Rank: 37
MPGFX Calmar Ratio Rank: 39
MPGFX Martin Ratio Rank: 46

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. MPGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index Fund (SNXFX) and Mairs & Power Growth Fund (MPGFX). 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	MPGFX	Difference
Sharpe ratio: Return per unit of total volatility	2.29	1.82	+0.48
Sortino ratio: Return per unit of downside risk	3.13	2.50	+0.63
Omega ratio: Gain probability vs. loss probability	1.41	1.33	+0.09
Calmar ratio: Return relative to maximum drawdown	3.11	2.37	+0.74
Martin ratio: Return relative to average drawdown	14.36	9.63	+4.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNXFX vs. MPGFX - Sharpe Ratio Comparison

The current SNXFX Sharpe Ratio is 2.29, which is comparable to the MPGFX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of SNXFX and MPGFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SNXFX	MPGFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.29	1.82	+0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.58	+0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.81	0.69	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.32	+0.26

Drawdowns

SNXFX vs. MPGFX - Drawdown Comparison

The maximum SNXFX drawdown since its inception was -55.08%, smaller than the maximum MPGFX drawdown of -61.00%. Use the drawdown chart below to compare losses from any high point for SNXFX and MPGFX.

Drawdown Indicators

	SNXFX	MPGFX	Difference
Max Drawdown Largest peak-to-trough decline	-55.08%	-61.00%	+5.92%
Max Drawdown (1Y) Largest decline over 1 year	-8.94%	-9.54%	+0.60%
Max Drawdown (3Y) Largest decline over 3 years	-19.21%	-19.03%	-0.18%
Max Drawdown (5Y) Largest decline over 5 years	-25.36%	-25.87%	+0.51%
Max Drawdown (10Y) Largest decline over 10 years	-34.58%	-33.08%	-1.50%
Current Drawdown Current decline from peak	-0.74%	-1.47%	+0.73%
Average Drawdown Average peak-to-trough decline	-8.76%	-14.70%	+5.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.93%	2.35%	-0.42%

Volatility

SNXFX vs. MPGFX - Volatility Comparison

Schwab 1000 Index Fund (SNXFX) has a higher volatility of 2.97% compared to Mairs & Power Growth Fund (MPGFX) at 2.79%. This indicates that SNXFX's price experiences larger fluctuations and is considered to be riskier than MPGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNXFX	MPGFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.97%	2.79%	+0.18%
Volatility (6M) Calculated over the trailing 6-month period	9.15%	9.35%	-0.20%
Volatility (1Y) Calculated over the trailing 1-year period	12.14%	12.49%	-0.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.32%	17.28%	+0.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.73%	18.09%	+0.64%

SNXFX vs. MPGFX - Expense Ratio Comparison

SNXFX has a 0.05% expense ratio, which is lower than MPGFX's 0.61% expense ratio.

Dividends

SNXFX vs. MPGFX - Dividend Comparison

SNXFX's dividend yield for the trailing twelve months is around 1.31%, less than MPGFX's 4.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MPGFX Mairs & Power Growth Fund	4.15%	4.48%	3.84%	2.34%	8.80%	8.13%	8.81%	7.39%	8.76%	9.47%	5.84%	7.92%
SNXFX Schwab 1000 Index Fund	1.31%	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

Can I hold both SNXFX and MPGFX in my portfolio?

With a correlation of 0.93, SNXFX and MPGFX 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.

Which is riskier, SNXFX or MPGFX?

SNXFX has higher volatility (2.97%) compared to MPGFX (2.79%). In terms of maximum drawdown, SNXFX dropped -55.08% vs MPGFX's -61.00%.

Which has better risk-adjusted returns?

SNXFX currently has the higher Sharpe Ratio (2.29 vs 1.82), 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.