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SNXFX vs. SFLNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SNXFX vs. SFLNX

Last updated Jun 4, 2026

SNXFX (Schwab 1000 Index Fund) and SFLNX (Schwab Fundamental US Large Company Index Fund) are both mutual funds - SNXFX is a Large Cap Blend Equities fund tracking the Schwab 1000 Index, while SFLNX is a Large Cap Value Equities fund tracking the Russell RAFI US Large Company Index. Both are passively managed. Over the past 10 years, SNXFX returned 15.29%/yr vs 14.26%/yr for SFLNX. Their correlation of 0.94 suggests significant overlap in exposure. SNXFX charges 0.05%/yr vs 0.25%/yr for SFLNX.

Performance

SNXFX vs. SFLNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 1000 Index Fund (SNXFX) and Schwab Fundamental US Large Company Index Fund (SFLNX). 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 lower than SFLNX's 14.66% return. Over the past 10 years, SNXFX has outperformed SFLNX with an annualized return of 15.29%, while SFLNX has yielded a comparatively lower 14.26% 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%

SFLNX

1D
0.46%
1M
4.08%
YTD
14.66%
6M
14.73%
1Y
32.46%
3Y*
20.93%
5Y*
12.96%
10Y*
14.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNXFX vs. SFLNX - 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%
SFLNX
Schwab Fundamental US Large Company Index Fund		14.66%17.02%16.78%18.16%-6.89%31.64%9.12%28.91%-7.43%17.08%

Correlation

The correlation between SNXFX and SFLNX is 0.81, 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

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2008

0.94

The correlation between SNXFX and SFLNX shifts across timeframes, from 0.81 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.

SNXFX vs. SFLNX - Sectors Allocation Comparison

Sectors
SNXFX
SFLNX

Technology

34.6%
19.0%

Financial Services

11.9%
13.9%

Communication Services

10.6%
10.3%

Consumer Cyclical

10.1%
9.2%

Industrials

9.4%
9.4%

Healthcare

8.7%
11.9%

Consumer Defensive

4.7%
7.4%

Energy

3.6%
10.2%

Utilities

2.3%
3.2%

Real Estate

2.2%
1.8%

Basic Materials

2.0%
3.7%

Technology

SNXFX
34.6%
SFLNX
19.0%

Financial Services

SNXFX
11.9%
SFLNX
13.9%

Communication Services

SNXFX
10.6%
SFLNX
10.3%

Consumer Cyclical

SNXFX
10.1%
SFLNX
9.2%

Industrials

SNXFX
9.4%
SFLNX
9.4%

Healthcare

SNXFX
8.7%
SFLNX
11.9%

Consumer Defensive

SNXFX
4.7%
SFLNX
7.4%

Energy

SNXFX
3.6%
SFLNX
10.2%

Utilities

SNXFX
2.3%
SFLNX
3.2%

Real Estate

SNXFX
2.2%
SFLNX
1.8%

Basic Materials

SNXFX
2.0%
SFLNX
3.7%

Compare stocks, funds, or ETFs

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Schwab 1000 Index Fund

Schwab Fundamental US Large Company Index Fund

Often compared with SNXFX:
SNXFX vs. SWPPXSNXFX vs. SWTSXSNXFX vs. VOOSNXFX vs. FSKAXSNXFX vs. SWAGXSNXFX vs. FEMKXSNXFX vs. FLCPX
Often compared with SFLNX:
SFLNX vs. SWLGXSFLNX vs. VFIAXSFLNX vs. VOOSFLNX vs. VDADXSFLNX vs. SEEGXSFLNX vs. SWTSXSFLNX vs. SCHX

Return for Risk

SNXFX vs. SFLNX — 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
SFLNX
SFLNX Risk / Return Rank: 9292
Overall Rank
SFLNX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SFLNX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SFLNX Omega Ratio Rank: 8787
Omega Ratio Rank
SFLNX Calmar Ratio Rank: 9494
Calmar Ratio Rank
SFLNX Martin Ratio Rank: 9494
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. SFLNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index Fund (SNXFX) and Schwab Fundamental US Large Company Index Fund (SFLNX). 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.

SNXFXSFLNXDifference
Sharpe ratioReturn per unit of total volatility
2.44
3.23

-0.78

Sortino ratioReturn per unit of downside risk
3.32
4.50

-1.19

Omega ratioGain probability vs. loss probability

1.44

1.59

-0.15

Calmar ratioReturn relative to maximum drawdown

3.31

5.47

-2.16

Martin ratioReturn relative to average drawdown

15.28

21.47

-6.19

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. SFLNX - Sharpe Ratio Comparison

The current SNXFX Sharpe Ratio is 2.44, which is comparable to the SFLNX Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of SNXFX and SFLNX, 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

SNXFXSFLNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

3.23

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.85

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.78

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.53

+0.05

Drawdowns

SNXFX vs. SFLNX - Drawdown Comparison

The maximum SNXFX drawdown since its inception was -55.08%, roughly equal to the maximum SFLNX drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for SNXFX and SFLNX.

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Drawdown Indicators

SNXFXSFLNXDifference

Max Drawdown

Largest peak-to-trough decline

-55.08%

-56.18%

+1.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-6.10%

-2.84%

Max Drawdown (3Y)

Largest decline over 3 years

-19.21%

-16.27%

-2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-18.98%

-6.38%

Max Drawdown (10Y)

Largest decline over 10 years

-34.58%

-37.59%

+3.01%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.76%

-6.01%

-2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

1.55%

+0.38%

Volatility

SNXFX vs. SFLNX - Volatility Comparison

Schwab 1000 Index Fund (SNXFX) has a higher volatility of 2.87% compared to Schwab Fundamental US Large Company Index Fund (SFLNX) at 2.48%. This indicates that SNXFX's price experiences larger fluctuations and is considered to be riskier than SFLNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SNXFXSFLNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

2.48%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

7.43%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

12.12%

10.35%

+1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.31%

15.26%

+2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.73%

18.40%

+0.33%

SNXFX vs. SFLNX - Expense Ratio Comparison

SNXFX has a 0.05% expense ratio, which is lower than SFLNX's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

SNXFX vs. SFLNX - Dividend Comparison

SNXFX's dividend yield for the trailing twelve months is around 1.30%, less than SFLNX's 1.46% yield.

PositionTTM20252024202320222021202020192018201720162015
SFLNX
Schwab Fundamental US Large Company Index Fund		1.46%1.68%1.78%1.86%2.09%4.78%6.17%5.33%9.69%3.28%7.23%5.68%
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 SFLNX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNXFX has higher volatility (2.87%) compared to SFLNX (2.48%). In terms of maximum drawdown, SNXFX dropped -55.08% vs SFLNX's -56.18%.

SFLNX currently has the higher Sharpe Ratio (3.23 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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