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SNXFX vs. SWLSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SNXFX vs. SWLSX

Last updated Jun 4, 2026

SNXFX (Schwab 1000 Index Fund) and SWLSX (Schwab Large-Cap Growth Fund™) are both mutual funds - SNXFX is a Large Cap Blend Equities fund tracking the Schwab 1000 Index, while SWLSX is a Large Cap Growth Equities fund managed by Charles Schwab. Over the past 10 years, SNXFX returned 15.29%/yr vs 16.76%/yr for SWLSX. Their correlation of 0.95 suggests significant overlap in exposure. SNXFX charges 0.05%/yr vs 0.99%/yr for SWLSX.

Performance

SNXFX vs. SWLSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 1000 Index Fund (SNXFX) and Schwab Large-Cap Growth Fund™ (SWLSX). 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 SWLSX's 11.17% return. Over the past 10 years, SNXFX has underperformed SWLSX with an annualized return of 15.29%, while SWLSX has yielded a comparatively higher 16.76% 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%

SWLSX

1D
0.08%
1M
7.06%
YTD
11.17%
6M
10.00%
1Y
29.73%
3Y*
24.86%
5Y*
16.18%
10Y*
16.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNXFX vs. SWLSX - 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%
SWLSX
Schwab Large-Cap Growth Fund™		11.17%19.69%29.41%38.27%-27.00%29.03%29.03%31.02%-7.93%29.01%

Correlation

The correlation between SNXFX and SWLSX 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

0.93

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

0.95

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

0.94

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2006

0.95

The correlation between SNXFX and SWLSX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

SNXFX vs. SWLSX - Sectors Allocation Comparison

Sectors
SNXFX
SWLSX

Technology

34.6%
47.7%

Financial Services

11.9%
6.2%

Communication Services

10.6%
14.3%

Consumer Cyclical

10.1%
13.1%

Industrials

9.4%
7.5%

Healthcare

8.7%
7.6%

Consumer Defensive

4.7%
3.2%

Energy

3.6%
0.4%

Utilities

2.3%

-

Real Estate

2.2%

-

Basic Materials

2.0%

-

Technology

SNXFX
34.6%
SWLSX
47.7%

Financial Services

SNXFX
11.9%
SWLSX
6.2%

Communication Services

SNXFX
10.6%
SWLSX
14.3%

Consumer Cyclical

SNXFX
10.1%
SWLSX
13.1%

Industrials

SNXFX
9.4%
SWLSX
7.5%

Healthcare

SNXFX
8.7%
SWLSX
7.6%

Consumer Defensive

SNXFX
4.7%
SWLSX
3.2%

Energy

SNXFX
3.6%
SWLSX
0.4%

Utilities

SNXFX
2.3%
SWLSX

-

Real Estate

SNXFX
2.2%
SWLSX

-

Basic Materials

SNXFX
2.0%
SWLSX

-

Compare stocks, funds, or ETFs

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Schwab 1000 Index Fund

Schwab Large-Cap Growth Fund™

Often compared with SNXFX:
SNXFX vs. SWPPXSNXFX vs. SWTSXSNXFX vs. VOOSNXFX vs. FSKAXSNXFX vs. SWAGXSNXFX vs. FEMKXSNXFX vs. FLCPX
Often compared with SWLSX:
SWLSX vs. SCHGSWLSX vs. SWLGXSWLSX vs. FBGRXSWLSX vs. SWPPXSWLSX vs. SWYNXSWLSX vs. SWRSXSWLSX vs. SPY

Return for Risk

SNXFX vs. SWLSX — 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
SWLSX
SWLSX Risk / Return Rank: 3535
Overall Rank
SWLSX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SWLSX Sortino Ratio Rank: 3838
Sortino Ratio Rank
SWLSX Omega Ratio Rank: 3939
Omega Ratio Rank
SWLSX Calmar Ratio Rank: 2626
Calmar Ratio Rank
SWLSX Martin Ratio Rank: 2727
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. SWLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index Fund (SNXFX) and Schwab Large-Cap Growth Fund™ (SWLSX). 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.

SNXFXSWLSXDifference
Sharpe ratioReturn per unit of total volatility
2.44
1.92

+0.52

Sortino ratioReturn per unit of downside risk
3.32
2.60

+0.72

Omega ratioGain probability vs. loss probability

1.44

1.33

+0.11

Calmar ratioReturn relative to maximum drawdown

3.31

1.90

+1.41

Martin ratioReturn relative to average drawdown

15.28

6.56

+8.72

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. SWLSX - Sharpe Ratio Comparison

The current SNXFX Sharpe Ratio is 2.44, which is comparable to the SWLSX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of SNXFX and SWLSX, 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

SNXFXSWLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

1.92

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.77

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.81

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.57

+0.01

Drawdowns

SNXFX vs. SWLSX - Drawdown Comparison

The maximum SNXFX drawdown since its inception was -55.08%, which is greater than SWLSX's maximum drawdown of -49.89%. Use the drawdown chart below to compare losses from any high point for SNXFX and SWLSX.

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Drawdown Indicators

SNXFXSWLSXDifference

Max Drawdown

Largest peak-to-trough decline

-55.08%

-49.89%

-5.19%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-16.17%

+7.23%

Max Drawdown (3Y)

Largest decline over 3 years

-19.21%

-22.93%

+3.72%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-31.32%

+5.96%

Max Drawdown (10Y)

Largest decline over 10 years

-34.58%

-31.32%

-3.26%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.76%

-7.94%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

4.67%

-2.74%

Volatility

SNXFX vs. SWLSX - Volatility Comparison

The current volatility for Schwab 1000 Index Fund (SNXFX) is 2.87%, while Schwab Large-Cap Growth Fund™ (SWLSX) has a volatility of 3.46%. This indicates that SNXFX experiences smaller price fluctuations and is considered to be less risky than SWLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SNXFXSWLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

3.46%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

12.26%

-3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

12.12%

16.02%

-3.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.31%

21.04%

-3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.73%

20.84%

-2.11%

SNXFX vs. SWLSX - Expense Ratio Comparison

SNXFX has a 0.05% expense ratio, which is lower than SWLSX's 0.99% expense ratio.

Dividends

SNXFX vs. SWLSX - Dividend Comparison

SNXFX's dividend yield for the trailing twelve months is around 1.30%, more than SWLSX's 1.05% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
SWLSX
Schwab Large-Cap Growth Fund™		1.05%1.17%0.11%0.04%2.07%7.77%1.07%5.32%12.35%7.92%4.46%17.08%

Frequently Asked Questions

With a correlation of 0.93, SNXFX and SWLSX 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.

SWLSX has higher volatility (3.46%) compared to SNXFX (2.87%). In terms of maximum drawdown, SNXFX dropped -55.08% vs SWLSX's -49.89%.

SNXFX currently has the higher Sharpe Ratio (2.44 vs 1.92), 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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