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SWISX vs. SFLNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SWISX vs. SFLNX

Last updated Jun 4, 2026

SWISX (Schwab International Index Fund) and SFLNX (Schwab Fundamental US Large Company Index Fund) are both mutual funds - SWISX is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index (Net), while SFLNX is a Large Cap Value Equities fund tracking the Russell RAFI US Large Company Index. Both are passively managed. Over the past 10 years, SWISX returned 9.33%/yr vs 14.26%/yr for SFLNX. Their correlation of 0.80 suggests significant overlap in exposure. SWISX charges 0.06%/yr vs 0.25%/yr for SFLNX.

Performance

SWISX vs. SFLNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Index Fund (SWISX) and Schwab Fundamental US Large Company Index Fund (SFLNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SWISX achieves a 9.54% return, which is significantly lower than SFLNX's 14.66% return. Over the past 10 years, SWISX has underperformed SFLNX with an annualized return of 9.33%, while SFLNX has yielded a comparatively higher 14.26% annualized return.

SWISX

1D
0.35%
1M
4.10%
YTD
9.54%
6M
11.96%
1Y
22.29%
3Y*
17.02%
5Y*
8.74%
10Y*
9.33%

SFLNX

1D
0.46%
1M
4.08%
YTD
14.66%
6M
14.73%
1Y
32.46%
3Y*
20.93%
5Y*
12.96%
10Y*
14.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWISX vs. SFLNX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SWISX
Schwab International Index Fund		9.54%31.59%3.54%18.13%-14.30%11.25%8.14%21.87%-13.38%25.32%
SFLNX
Schwab Fundamental US Large Company Index Fund		14.66%17.02%16.78%18.16%-6.89%31.64%9.12%28.91%-7.43%17.08%

Correlation

The correlation between SWISX and SFLNX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.72

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

0.71

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

0.76

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

0.77

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2008

0.80

The correlation between SWISX and SFLNX has been stable across timeframes, ranging from 0.71 to 0.80 - a consistent structural relationship.

SWISX vs. SFLNX - Sectors Allocation Comparison

Sectors
SWISX
SFLNX

Financial Services

24.4%
13.9%

Industrials

20.3%
9.4%

Technology

10.7%
19.0%

Healthcare

9.2%
11.9%

Consumer Cyclical

7.7%
9.2%

Consumer Defensive

7.0%
7.4%

Basic Materials

6.1%
3.7%

Communication Services

4.6%
10.3%

Energy

4.1%
10.2%

Utilities

4.0%
3.2%

Real Estate

2.0%
1.8%

Financial Services

SWISX
24.4%
SFLNX
13.9%

Industrials

SWISX
20.3%
SFLNX
9.4%

Technology

SWISX
10.7%
SFLNX
19.0%

Healthcare

SWISX
9.2%
SFLNX
11.9%

Consumer Cyclical

SWISX
7.7%
SFLNX
9.2%

Consumer Defensive

SWISX
7.0%
SFLNX
7.4%

Basic Materials

SWISX
6.1%
SFLNX
3.7%

Communication Services

SWISX
4.6%
SFLNX
10.3%

Energy

SWISX
4.1%
SFLNX
10.2%

Utilities

SWISX
4.0%
SFLNX
3.2%

Real Estate

SWISX
2.0%
SFLNX
1.8%

Compare stocks, funds, or ETFs

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Schwab International Index Fund

Schwab Fundamental US Large Company Index Fund

Often compared with SWISX:
SWISX vs. SCHFSWISX vs. VXUSSWISX vs. SWTSXSWISX vs. VTIAXSWISX vs. SFNNXSWISX vs. FTIHXSWISX vs. SWPPX
Often compared with SFLNX:
SFLNX vs. SWLGXSFLNX vs. VFIAXSFLNX vs. VOOSFLNX vs. VDADXSFLNX vs. SEEGXSFLNX vs. SWTSXSFLNX vs. SCHX

Return for Risk

SWISX vs. SFLNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SWISX
SWISX Risk / Return Rank: 2626
Overall Rank
SWISX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SWISX Sortino Ratio Rank: 2424
Sortino Ratio Rank
SWISX Omega Ratio Rank: 2424
Omega Ratio Rank
SWISX Calmar Ratio Rank: 2525
Calmar Ratio Rank
SWISX Martin Ratio Rank: 3030
Martin Ratio Rank
SFLNX
SFLNX Risk / Return Rank: 9292
Overall Rank
SFLNX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SFLNX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SFLNX Omega Ratio Rank: 8787
Omega Ratio Rank
SFLNX Calmar Ratio Rank: 9494
Calmar Ratio Rank
SFLNX Martin Ratio Rank: 9494
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.

SWISX vs. SFLNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Index Fund (SWISX) 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.

SWISXSFLNXDifference
Sharpe ratioReturn per unit of total volatility
1.41
3.23

-1.81

Sortino ratioReturn per unit of downside risk
2.03
4.50

-2.47

Omega ratioGain probability vs. loss probability

1.26

1.59

-0.34

Calmar ratioReturn relative to maximum drawdown

1.88

5.47

-3.59

Martin ratioReturn relative to average drawdown

7.06

21.47

-14.41

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SWISX vs. SFLNX - Sharpe Ratio Comparison

The current SWISX Sharpe Ratio is 1.41, which is lower than the SFLNX Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of SWISX and SFLNX, 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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Sharpe Ratios by Period

SWISXSFLNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

3.23

-1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.85

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.78

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.53

-0.23

Drawdowns

SWISX vs. SFLNX - Drawdown Comparison

The maximum SWISX drawdown since its inception was -60.65%, which is greater than SFLNX's maximum drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for SWISX and SFLNX.

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Drawdown Indicators

SWISXSFLNXDifference

Max Drawdown

Largest peak-to-trough decline

-60.65%

-56.18%

-4.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-6.10%

-5.29%

Max Drawdown (3Y)

Largest decline over 3 years

-13.68%

-16.27%

+2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-29.42%

-18.98%

-10.44%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

-37.59%

+3.76%

Current Drawdown

Current decline from peak

-0.47%

0.00%

-0.47%

Average Drawdown

Average peak-to-trough decline

-14.81%

-6.01%

-8.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

1.55%

+1.48%

Volatility

SWISX vs. SFLNX - Volatility Comparison

Schwab International Index Fund (SWISX) has a higher volatility of 4.69% compared to Schwab Fundamental US Large Company Index Fund (SFLNX) at 2.48%. This indicates that SWISX'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

SWISXSFLNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

2.48%

+2.21%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

7.43%

+4.92%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

10.35%

+4.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.28%

15.26%

+1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.88%

18.40%

-1.52%

SWISX vs. SFLNX - Expense Ratio Comparison

SWISX has a 0.06% 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%.

Dividends

SWISX vs. SFLNX - Dividend Comparison

SWISX's dividend yield for the trailing twelve months is around 3.24%, more than SFLNX's 1.46% yield.

PositionTTM20252024202320222021202020192018201720162015
SFLNX
Schwab Fundamental US Large Company Index Fund		1.46%1.68%1.78%1.86%2.09%4.78%6.17%5.33%9.69%3.28%7.23%5.68%
SWISX
Schwab International Index Fund		3.24%3.55%3.29%3.31%2.73%3.34%1.88%3.09%3.15%2.71%3.19%2.71%

Frequently Asked Questions

SWISX and SFLNX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SWISX has higher volatility (4.69%) compared to SFLNX (2.48%). In terms of maximum drawdown, SWISX dropped -60.65% vs SFLNX's -56.18%.

SFLNX currently has the higher Sharpe Ratio (3.23 vs 1.41), 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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