SPDG vs. SFLNX
Compare and contrast key facts about SPDR Portfolio S&P Sector Neutral Dividend ETF (SPDG) and Schwab Fundamental US Large Company Index Fund (SFLNX).
SPDG is a passively managed fund by State Street that tracks the performance of the S&P Sector-Neutral High Yield Dividend Aristocrats Index. It was launched on Sep 11, 2023. SFLNX is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI US Large Company Index. It was launched on Apr 2, 2007. Both SPDG and SFLNX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPDG vs. SFLNX - Performance Comparison
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SPDG vs. SFLNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPDG SPDR Portfolio S&P Sector Neutral Dividend ETF | 2.94% | 11.66% | 20.22% | 8.14% |
SFLNX Schwab Fundamental US Large Company Index Fund | 2.71% | 17.02% | 16.78% | 7.72% |
Returns By Period
In the year-to-date period, SPDG achieves a 2.94% return, which is significantly higher than SFLNX's 2.71% return.
SPDG
- 1D
- -0.04%
- 1M
- -5.10%
- YTD
- 2.94%
- 6M
- 5.27%
- 1Y
- 13.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SFLNX
- 1D
- 1.98%
- 1M
- -3.63%
- YTD
- 2.71%
- 6M
- 6.30%
- 1Y
- 19.89%
- 3Y*
- 17.10%
- 5Y*
- 11.99%
- 10Y*
- 13.25%
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SPDG vs. SFLNX - Expense Ratio Comparison
SPDG 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%.
Return for Risk
SPDG vs. SFLNX — Risk / Return Rank
SPDG
SFLNX
SPDG vs. SFLNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P Sector Neutral Dividend ETF (SPDG) 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.
| SPDG | SFLNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 1.24 | -0.37 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.79 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.28 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.72 | -0.57 |
Martin ratioReturn relative to average drawdown | 4.40 | 8.22 | -3.82 |
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
| SPDG | SFLNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.24 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.79 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.21 | 0.51 | +0.70 |
Correlation
The correlation between SPDG and SFLNX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SPDG vs. SFLNX - Dividend Comparison
SPDG's dividend yield for the trailing twelve months is around 2.94%, more than SFLNX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPDG SPDR Portfolio S&P Sector Neutral Dividend ETF | 2.94% | 2.87% | 2.61% | 0.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SFLNX Schwab Fundamental US Large Company Index Fund | 1.63% | 1.68% | 1.78% | 1.86% | 2.09% | 4.78% | 6.17% | 5.33% | 9.69% | 3.28% | 7.23% | 5.68% |
Drawdowns
SPDG vs. SFLNX - Drawdown Comparison
The maximum SPDG drawdown since its inception was -15.67%, smaller than the maximum SFLNX drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for SPDG and SFLNX.
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Drawdown Indicators
| SPDG | SFLNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.67% | -56.18% | +40.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -12.28% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.98% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.59% | — |
Current DrawdownCurrent decline from peak | -6.83% | -4.24% | -2.59% |
Average DrawdownAverage peak-to-trough decline | -2.22% | -6.06% | +3.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 2.56% | +0.52% |
Volatility
SPDG vs. SFLNX - Volatility Comparison
SPDR Portfolio S&P Sector Neutral Dividend ETF (SPDG) and Schwab Fundamental US Large Company Index Fund (SFLNX) have volatilities of 3.91% and 4.01%, 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
| SPDG | SFLNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 4.01% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 8.18% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.10% | 16.24% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.20% | 15.34% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.20% | 18.41% | -4.21% |