SNXFX vs. SFNNX
SNXFX (Schwab 1000 Index Fund) and SFNNX (Schwab Fundamental International Large Company Index Fund) are both mutual funds - SNXFX is a Large Cap Blend Equities fund tracking the Schwab 1000 Index, while SFNNX is a Foreign Large Cap Equities fund managed by Charles Schwab. Over the past 10 years, SNXFX returned 15.29%/yr vs 11.90%/yr for SFNNX. A 0.79 correlation means they provide meaningful diversification when combined. SNXFX charges 0.05%/yr vs 0.25%/yr for SFNNX.
Performance
SNXFX vs. SFNNX - Performance Comparison
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Returns By Period
In the year-to-date period, SNXFX achieves a 11.89% return, which is significantly lower than SFNNX's 21.53% return. Over the past 10 years, SNXFX has outperformed SFNNX with an annualized return of 15.29%, while SFNNX has yielded a comparatively lower 11.90% 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%
SFNNX
- 1D
- 0.36%
- 1M
- 7.17%
- YTD
- 21.53%
- 6M
- 25.42%
- 1Y
- 45.45%
- 3Y*
- 24.36%
- 5Y*
- 13.49%
- 10Y*
- 11.90%
SNXFX vs. SFNNX - 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% |
SFNNX Schwab Fundamental International Large Company Index Fund | 21.53% | 41.06% | 2.27% | 19.88% | -7.95% | 14.38% | 4.35% | 18.09% | -13.96% | 23.95% |
Correlation
The correlation between SNXFX and SFNNX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2008 | 0.79 |
The correlation between SNXFX and SFNNX shifts across timeframes, from 0.67 (3 years) to 0.79 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SNXFX vs. SFNNX — Risk / Return Rank
SNXFX
SFNNX
SNXFX vs. SFNNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index Fund (SNXFX) and Schwab Fundamental International Large Company Index Fund (SFNNX). 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 | SFNNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.56 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.31 | 4.21 | -0.90 |
| Martin ratioReturn relative to average drawdown | 15.28 | 15.80 | -0.52 |
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 | SFNNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 3.12 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.87 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.69 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.28 | +0.30 |
Drawdowns
SNXFX vs. SFNNX - Drawdown Comparison
The maximum SNXFX drawdown since its inception was -55.08%, smaller than the maximum SFNNX drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for SNXFX and SFNNX.
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Drawdown Indicators
| SNXFX | SFNNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.08% | -59.60% | +4.52% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -10.63% | +1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -19.21% | -13.78% | -5.43% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -25.66% | +0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -34.58% | -40.23% | +5.65% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -11.97% | +3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 2.82% | -0.89% |
Volatility
SNXFX vs. SFNNX - Volatility Comparison
The current volatility for Schwab 1000 Index Fund (SNXFX) is 2.87%, while Schwab Fundamental International Large Company Index Fund (SFNNX) has a volatility of 4.63%. This indicates that SNXFX experiences smaller price fluctuations and is considered to be less risky than SFNNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNXFX | SFNNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 4.63% | -1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 11.58% | -2.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.12% | 14.36% | -2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.31% | 15.56% | +1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.73% | 17.29% | +1.44% |
SNXFX vs. SFNNX - Expense Ratio Comparison
SNXFX has a 0.05% expense ratio, which is lower than SFNNX'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. SFNNX - Dividend Comparison
SNXFX's dividend yield for the trailing twelve months is around 1.30%, less than SFNNX's 4.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFNNX Schwab Fundamental International Large Company Index Fund | 4.21% | 5.11% | 3.61% | 3.26% | 2.92% | 3.81% | 2.42% | 3.69% | 3.51% | 2.70% | 3.21% | 2.92% |
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 SFNNX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFNNX has higher volatility (4.63%) compared to SNXFX (2.87%). In terms of maximum drawdown, SNXFX dropped -55.08% vs SFNNX's -59.60%.
SFNNX currently has the higher Sharpe Ratio (3.12 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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