SWANX vs. SFLNX
Compare and contrast key facts about Schwab Core Equity Fund™ (SWANX) and Schwab Fundamental US Large Company Index Fund (SFLNX).
SWANX is managed by Charles Schwab. It was launched on Jul 1, 1996. 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.
Performance
SWANX vs. SFLNX - Performance Comparison
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SWANX vs. SFLNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWANX Schwab Core Equity Fund™ | -9.30% | 6.61% | 25.42% | 22.83% | -18.00% | 27.27% | 11.95% | 29.50% | -9.53% | 24.26% |
SFLNX Schwab Fundamental US Large Company Index Fund | 0.72% | 17.02% | 16.78% | 18.16% | -6.89% | 31.64% | 9.12% | 28.91% | -7.43% | 17.08% |
Returns By Period
In the year-to-date period, SWANX achieves a -9.30% return, which is significantly lower than SFLNX's 0.72% return. Over the past 10 years, SWANX has underperformed SFLNX with an annualized return of 10.70%, while SFLNX has yielded a comparatively higher 13.03% annualized return.
SWANX
- 1D
- -0.09%
- 1M
- -7.74%
- YTD
- -9.30%
- 6M
- -12.09%
- 1Y
- 2.59%
- 3Y*
- 11.86%
- 5Y*
- 7.97%
- 10Y*
- 10.70%
SFLNX
- 1D
- -0.25%
- 1M
- -5.58%
- YTD
- 0.72%
- 6M
- 4.57%
- 1Y
- 17.69%
- 3Y*
- 16.33%
- 5Y*
- 11.76%
- 10Y*
- 13.03%
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SWANX vs. SFLNX - Expense Ratio Comparison
SWANX has a 0.73% expense ratio, which is higher than SFLNX's 0.25% expense ratio.
Return for Risk
SWANX vs. SFLNX — Risk / Return Rank
SWANX
SFLNX
SWANX vs. SFLNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Core Equity Fund™ (SWANX) 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.
| SWANX | SFLNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | 1.17 | -1.00 |
Sortino ratioReturn per unit of downside risk | 0.35 | 1.69 | -1.34 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.26 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.03 | 1.37 | -1.34 |
Martin ratioReturn relative to average drawdown | 0.10 | 6.61 | -6.52 |
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
| SWANX | SFLNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 1.17 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.77 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.71 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.50 | -0.05 |
Correlation
The correlation between SWANX and SFLNX is 0.92, 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
SWANX vs. SFLNX - Dividend Comparison
SWANX has not paid dividends to shareholders, while SFLNX's dividend yield for the trailing twelve months is around 1.66%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWANX Schwab Core Equity Fund™ | 0.00% | 0.00% | 8.37% | 2.89% | 16.55% | 28.81% | 4.67% | 2.88% | 15.23% | 11.59% | 1.66% | 17.05% |
SFLNX Schwab Fundamental US Large Company Index Fund | 1.66% | 1.68% | 1.78% | 1.86% | 2.09% | 4.78% | 6.17% | 5.33% | 9.69% | 3.28% | 7.23% | 5.68% |
Drawdowns
SWANX vs. SFLNX - Drawdown Comparison
The maximum SWANX drawdown since its inception was -51.33%, smaller than the maximum SFLNX drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for SWANX and SFLNX.
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Drawdown Indicators
| SWANX | SFLNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.33% | -56.18% | +4.85% |
Max Drawdown (1Y)Largest decline over 1 year | -15.58% | -12.28% | -3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -23.72% | -18.98% | -4.74% |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | -37.59% | +2.93% |
Current DrawdownCurrent decline from peak | -15.58% | -6.10% | -9.48% |
Average DrawdownAverage peak-to-trough decline | -11.32% | -6.06% | -5.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.00% | 2.55% | +2.45% |
Volatility
SWANX vs. SFLNX - Volatility Comparison
Schwab Core Equity Fund™ (SWANX) has a higher volatility of 4.05% compared to Schwab Fundamental US Large Company Index Fund (SFLNX) at 3.33%. This indicates that SWANX'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
| SWANX | SFLNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 3.33% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 7.95% | +3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.14% | 16.16% | +2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 15.32% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 18.40% | -0.31% |