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SNXFX vs. SWTSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SNXFX vs. SWTSX

Last updated Jun 23, 2026

SNXFX (Schwab 1000 Index Fund) and SWTSX (Schwab Total Stock Market Index Fund) are both Large Cap Blend Equities funds from Charles Schwab - SNXFX tracks the Schwab 1000 Index while SWTSX tracks the Dow Jones U.S. Total Stock Market Index. Both are passively managed. Over the past 10 years, SNXFX returned 15.23%/yr vs 15.02%/yr for SWTSX. With a 1.00 correlation, they move nearly in lockstep. SNXFX charges 0.05%/yr vs 0.03%/yr for SWTSX.

Performance

SNXFX vs. SWTSX - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with SNXFX having a 10.52% return and SWTSX slightly higher at 10.74%. Both investments have delivered pretty close results over the past 10 years, with SNXFX having a 15.23% annualized return and SWTSX not far behind at 15.02%.

SNXFX

1D
1.13%
1M
0.82%
YTD
10.52%
6M
9.76%
1Y
27.01%
3Y*
20.85%
5Y*
13.28%
10Y*
15.23%

SWTSX

1D
1.11%
1M
0.89%
YTD
10.74%
6M
10.00%
1Y
27.49%
3Y*
20.67%
5Y*
12.87%
10Y*
15.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNXFX vs. SWTSX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SNXFX
Schwab 1000 Index Fund		10.52%17.23%24.46%26.53%-19.46%26.10%20.71%31.43%-5.04%21.71%
SWTSX
Schwab Total Stock Market Index Fund		10.74%17.04%23.84%26.05%-19.54%25.65%20.71%30.90%-5.35%21.08%

Correlation

The correlation between SNXFX and SWTSX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

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

1.00

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

1.00

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

1.00

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2000

1.00

The correlation between SNXFX and SWTSX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

SNXFX vs. SWTSX - Sectors Allocation Comparison

Sectors
SNXFX
SWTSX

Technology

38.1%
37.2%

Financial Services

11.2%
11.4%

Communication Services

10.1%
9.8%

Consumer Cyclical

9.8%
9.8%

Industrials

8.9%
9.1%

Healthcare

8.4%
8.8%

Consumer Defensive

4.3%
4.3%

Energy

3.2%
3.3%

Utilities

2.1%
2.1%

Real Estate

2.0%
2.3%

Basic Materials

1.9%
2.0%

Technology

SNXFX
38.1%
SWTSX
37.2%

Financial Services

SNXFX
11.2%
SWTSX
11.4%

Communication Services

SNXFX
10.1%
SWTSX
9.8%

Consumer Cyclical

SNXFX
9.8%
SWTSX
9.8%

Industrials

SNXFX
8.9%
SWTSX
9.1%

Healthcare

SNXFX
8.4%
SWTSX
8.8%

Consumer Defensive

SNXFX
4.3%
SWTSX
4.3%

Energy

SNXFX
3.2%
SWTSX
3.3%

Utilities

SNXFX
2.1%
SWTSX
2.1%

Real Estate

SNXFX
2.0%
SWTSX
2.3%

Basic Materials

SNXFX
1.9%
SWTSX
2.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Schwab 1000 Index Fund

Schwab Total Stock Market Index Fund

Often compared with SNXFX:
SNXFX vs. SWPPXSNXFX vs. VOOSNXFX vs. FSKAXSNXFX vs. SWAGXSNXFX vs. FEMKXSNXFX vs. FLCPXSNXFX vs. FNDX
Often compared with SWTSX:
SWTSX vs. SWPPXSWTSX vs. VTSAXSWTSX vs. SCHBSWTSX vs. VTISWTSX vs. SWISXSWTSX vs. SWLGXSWTSX vs. SCHD

Return for Risk

SNXFX vs. SWTSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SNXFX
SNXFX Risk / Return Rank: 6363
Overall Rank
SNXFX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SNXFX Sortino Ratio Rank: 5555
Sortino Ratio Rank
SNXFX Omega Ratio Rank: 5757
Omega Ratio Rank
SNXFX Calmar Ratio Rank: 6767
Calmar Ratio Rank
SNXFX Martin Ratio Rank: 7777
Martin Ratio Rank
SWTSX
SWTSX Risk / Return Rank: 6565
Overall Rank
SWTSX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SWTSX Sortino Ratio Rank: 5656
Sortino Ratio Rank
SWTSX Omega Ratio Rank: 5757
Omega Ratio Rank
SWTSX Calmar Ratio Rank: 7070
Calmar Ratio Rank
SWTSX Martin Ratio Rank: 7979
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. SWTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index Fund (SNXFX) and Schwab Total Stock Market Index Fund (SWTSX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

SNXFXSWTSXDifference
Sharpe ratioReturn per unit of total volatility
2.11
2.13

-0.02

Sortino ratioReturn per unit of downside risk
2.84
2.88

-0.03

Omega ratioGain probability vs. loss probability

1.38

1.38

0.00

Calmar ratioReturn relative to maximum drawdown

3.00

3.08

-0.07

Martin ratioReturn relative to average drawdown

13.44

13.71

-0.27

SNXFX vs. SWTSX - Sharpe Ratio Comparison

The current SNXFX Sharpe Ratio is 2.11, which is comparable to the SWTSX Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of SNXFX and SWTSX, 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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Drawdowns

SNXFX vs. SWTSX - Drawdown Comparison

The maximum SNXFX drawdown since its inception was -55.08%, roughly equal to the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SNXFX and SWTSX.

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Drawdown Indicators

SNXFXSWTSXDifference

Max Drawdown

Largest peak-to-trough decline

-55.08%

-54.60%

-0.48%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-8.88%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-19.21%

-19.43%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-25.40%

+0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-34.58%

-35.01%

+0.43%

Current Drawdown

Current decline from peak

-1.23%

-1.14%

-0.09%

Average Drawdown

Average peak-to-trough decline

-8.75%

-10.55%

+1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.99%

0.00%

Volatility

SNXFX vs. SWTSX - Volatility Comparison

Schwab 1000 Index Fund (SNXFX) and Schwab Total Stock Market Index Fund (SWTSX) have volatilities of 4.92% and 4.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SNXFXSWTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

4.87%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.09%

10.12%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

12.86%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

17.53%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

18.65%

+0.13%

SNXFX vs. SWTSX - Expense Ratio Comparison

SNXFX has a 0.05% expense ratio, which is higher than SWTSX's 0.03% expense ratio. However, 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. SWTSX - Dividend Comparison

SNXFX's dividend yield for the trailing twelve months is around 1.32%, more than SWTSX's 0.99% yield.

PositionTTM20252024202320222021202020192018201720162015
SNXFX
Schwab 1000 Index Fund		1.32%1.45%1.23%1.41%1.61%1.74%2.76%3.01%6.49%4.23%3.41%6.31%
SWTSX
Schwab Total Stock Market Index Fund		0.99%1.10%1.24%1.41%1.62%1.46%1.63%1.92%2.58%1.83%2.32%2.79%

Frequently Asked Questions

With a correlation of 1.00, SNXFX and SWTSX 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.

SNXFX has higher volatility (4.92%) compared to SWTSX (4.87%). In terms of maximum drawdown, SNXFX dropped -55.08% vs SWTSX's -54.60%.

SWTSX currently has the higher Sharpe Ratio (2.13 vs 2.11), 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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