SWASX vs. SFLNX
Compare and contrast key facts about Schwab Global Real Estate Fund™ (SWASX) and Schwab Fundamental US Large Company Index Fund (SFLNX).
SWASX is managed by Charles Schwab. It was launched on May 30, 2007. 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
SWASX vs. SFLNX - Performance Comparison
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SWASX vs. SFLNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWASX Schwab Global Real Estate Fund™ | -0.59% | 11.33% | 1.42% | 8.49% | -25.10% | 25.32% | -12.10% | 27.81% | -7.66% | 14.38% |
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, SWASX achieves a -0.59% return, which is significantly lower than SFLNX's 0.72% return. Over the past 10 years, SWASX has underperformed SFLNX with an annualized return of 3.10%, while SFLNX has yielded a comparatively higher 13.03% annualized return.
SWASX
- 1D
- 0.15%
- 1M
- -10.76%
- YTD
- -0.59%
- 6M
- -0.14%
- 1Y
- 9.61%
- 3Y*
- 6.09%
- 5Y*
- 1.58%
- 10Y*
- 3.10%
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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SWASX vs. SFLNX - Expense Ratio Comparison
SWASX has a 1.05% expense ratio, which is higher than SFLNX's 0.25% expense ratio.
Return for Risk
SWASX vs. SFLNX — Risk / Return Rank
SWASX
SFLNX
SWASX vs. SFLNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Global Real Estate Fund™ (SWASX) 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.
| SWASX | SFLNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 1.17 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.07 | 1.69 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.26 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.37 | -0.47 |
Martin ratioReturn relative to average drawdown | 3.80 | 6.61 | -2.81 |
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
| SWASX | SFLNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.17 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.77 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.71 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.50 | -0.41 |
Correlation
The correlation between SWASX and SFLNX is 0.77, 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
SWASX vs. SFLNX - Dividend Comparison
SWASX's dividend yield for the trailing twelve months is around 2.23%, more than SFLNX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWASX Schwab Global Real Estate Fund™ | 2.23% | 3.11% | 3.32% | 3.29% | 3.00% | 3.71% | 2.94% | 7.38% | 4.24% | 3.32% | 4.67% | 3.00% |
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
SWASX vs. SFLNX - Drawdown Comparison
The maximum SWASX drawdown since its inception was -69.47%, which is greater than SFLNX's maximum drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for SWASX and SFLNX.
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Drawdown Indicators
| SWASX | SFLNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.47% | -56.18% | -13.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -12.28% | +1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -32.31% | -18.98% | -13.33% |
Max Drawdown (10Y)Largest decline over 10 years | -44.19% | -37.59% | -6.60% |
Current DrawdownCurrent decline from peak | -10.76% | -6.10% | -4.66% |
Average DrawdownAverage peak-to-trough decline | -15.62% | -6.06% | -9.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.55% | +0.03% |
Volatility
SWASX vs. SFLNX - Volatility Comparison
Schwab Global Real Estate Fund™ (SWASX) has a higher volatility of 4.05% compared to Schwab Fundamental US Large Company Index Fund (SFLNX) at 3.33%. This indicates that SWASX'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
| SWASX | 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 | 7.68% | 7.95% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.29% | 16.16% | -2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 15.32% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.04% | 18.40% | -1.36% |