SWDSX vs. SFLNX
Compare and contrast key facts about Schwab Dividend Equity Fund™ (SWDSX) and Schwab Fundamental US Large Company Index Fund (SFLNX).
SWDSX is managed by Charles Schwab. It was launched on Sep 2, 2003. 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
SWDSX vs. SFLNX - Performance Comparison
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SWDSX vs. SFLNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWDSX Schwab Dividend Equity Fund™ | 0.45% | 12.31% | 17.06% | 6.92% | -5.84% | 28.24% | -4.33% | 24.32% | -12.18% | 15.40% |
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, SWDSX achieves a 0.45% return, which is significantly lower than SFLNX's 0.72% return. Over the past 10 years, SWDSX has underperformed SFLNX with an annualized return of 8.74%, while SFLNX has yielded a comparatively higher 13.03% annualized return.
SWDSX
- 1D
- 0.00%
- 1M
- -5.46%
- YTD
- 0.45%
- 6M
- 0.22%
- 1Y
- 9.25%
- 3Y*
- 12.77%
- 5Y*
- 8.89%
- 10Y*
- 8.74%
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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SWDSX vs. SFLNX - Expense Ratio Comparison
SWDSX has a 0.89% expense ratio, which is higher than SFLNX's 0.25% expense ratio.
Return for Risk
SWDSX vs. SFLNX — Risk / Return Rank
SWDSX
SFLNX
SWDSX vs. SFLNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Dividend Equity Fund™ (SWDSX) 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.
| SWDSX | SFLNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.17 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.69 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.26 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.37 | -0.40 |
Martin ratioReturn relative to average drawdown | 4.38 | 6.61 | -2.23 |
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
| SWDSX | SFLNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.17 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.77 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.71 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.50 | -0.03 |
Correlation
The correlation between SWDSX and SFLNX is 0.96, 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
SWDSX vs. SFLNX - Dividend Comparison
SWDSX's dividend yield for the trailing twelve months is around 0.79%, less than SFLNX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWDSX Schwab Dividend Equity Fund™ | 0.79% | 1.22% | 2.59% | 2.25% | 6.83% | 16.25% | 2.09% | 6.86% | 11.63% | 10.24% | 1.68% | 14.46% |
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
SWDSX vs. SFLNX - Drawdown Comparison
The maximum SWDSX drawdown since its inception was -50.01%, smaller than the maximum SFLNX drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for SWDSX and SFLNX.
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Drawdown Indicators
| SWDSX | SFLNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.01% | -56.18% | +6.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -12.28% | +2.48% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -18.98% | +1.04% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -37.59% | -2.61% |
Current DrawdownCurrent decline from peak | -6.00% | -6.10% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -6.06% | -0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.55% | -0.38% |
Volatility
SWDSX vs. SFLNX - Volatility Comparison
The current volatility for Schwab Dividend Equity Fund™ (SWDSX) is 2.68%, while Schwab Fundamental US Large Company Index Fund (SFLNX) has a volatility of 3.33%. This indicates that SWDSX experiences smaller price fluctuations and is considered to be less risky 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
| SWDSX | SFLNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 3.33% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 7.95% | -0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 16.16% | -2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.26% | 15.32% | -2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 18.40% | -1.48% |