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SWISX vs. SNXFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWISX vs. SNXFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Index Fund (SWISX) and Schwab 1000 Index Fund (SNXFX). The values are adjusted to include any dividend payments, if applicable.

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SWISX vs. SNXFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWISX
Schwab International Index Fund
1.04%31.59%3.54%18.13%-14.30%11.25%8.14%21.87%-13.38%25.32%
SNXFX
Schwab 1000 Index Fund
-4.19%17.23%24.46%26.53%-19.46%26.10%20.71%31.43%-5.04%21.71%

Returns By Period

In the year-to-date period, SWISX achieves a 1.04% return, which is significantly higher than SNXFX's -4.19% return. Over the past 10 years, SWISX has underperformed SNXFX with an annualized return of 8.84%, while SNXFX has yielded a comparatively higher 13.72% annualized return.


SWISX

1D
3.05%
1M
-6.36%
YTD
1.04%
6M
4.82%
1Y
22.91%
3Y*
14.40%
5Y*
8.19%
10Y*
8.84%

SNXFX

1D
2.95%
1M
-5.11%
YTD
-4.19%
6M
-2.28%
1Y
17.24%
3Y*
18.07%
5Y*
10.92%
10Y*
13.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWISX vs. SNXFX - Expense Ratio Comparison

SWISX has a 0.06% expense ratio, which is higher than SNXFX's 0.05% expense ratio. However, 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

SWISX vs. SNXFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWISX
SWISX Risk / Return Rank: 7575
Overall Rank
SWISX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SWISX Sortino Ratio Rank: 7474
Sortino Ratio Rank
SWISX Omega Ratio Rank: 7070
Omega Ratio Rank
SWISX Calmar Ratio Rank: 7979
Calmar Ratio Rank
SWISX Martin Ratio Rank: 7777
Martin Ratio Rank

SNXFX
SNXFX Risk / Return Rank: 5858
Overall Rank
SNXFX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SNXFX Sortino Ratio Rank: 5252
Sortino Ratio Rank
SNXFX Omega Ratio Rank: 5454
Omega Ratio Rank
SNXFX Calmar Ratio Rank: 6262
Calmar Ratio Rank
SNXFX Martin Ratio Rank: 7474
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. SNXFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Index Fund (SWISX) and Schwab 1000 Index Fund (SNXFX). 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.


SWISXSNXFXDifference

Sharpe ratio

Return per unit of total volatility

1.35

0.96

+0.39

Sortino ratio

Return per unit of downside risk

1.86

1.47

+0.40

Omega ratio

Gain probability vs. loss probability

1.27

1.22

+0.05

Calmar ratio

Return relative to maximum drawdown

1.92

1.48

+0.44

Martin ratio

Return relative to average drawdown

7.37

7.11

+0.26

SWISX vs. SNXFX - Sharpe Ratio Comparison

The current SWISX Sharpe Ratio is 1.35, which is higher than the SNXFX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of SWISX and SNXFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWISXSNXFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.96

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.63

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.74

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.56

-0.27

Correlation

The correlation between SWISX and SNXFX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SWISX vs. SNXFX - Dividend Comparison

SWISX's dividend yield for the trailing twelve months is around 3.51%, more than SNXFX's 1.52% yield.


TTM20252024202320222021202020192018201720162015
SWISX
Schwab International Index Fund
3.51%3.55%3.29%3.31%2.73%3.34%1.88%3.09%3.15%2.71%3.19%2.71%
SNXFX
Schwab 1000 Index Fund
1.52%1.45%1.23%1.41%1.61%1.74%2.76%3.01%6.49%4.23%3.41%6.31%

Drawdowns

SWISX vs. SNXFX - Drawdown Comparison

The maximum SWISX drawdown since its inception was -60.65%, which is greater than SNXFX's maximum drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for SWISX and SNXFX.


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Drawdown Indicators


SWISXSNXFXDifference

Max Drawdown

Largest peak-to-trough decline

-60.65%

-55.08%

-5.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-12.33%

+0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-29.42%

-25.36%

-4.06%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

-34.58%

+0.75%

Current Drawdown

Current decline from peak

-8.19%

-6.25%

-1.94%

Average Drawdown

Average peak-to-trough decline

-14.88%

-8.80%

-6.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.57%

+0.40%

Volatility

SWISX vs. SNXFX - Volatility Comparison

Schwab International Index Fund (SWISX) has a higher volatility of 7.82% compared to Schwab 1000 Index Fund (SNXFX) at 5.45%. This indicates that SWISX's price experiences larger fluctuations and is considered to be riskier than SNXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWISXSNXFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.82%

5.45%

+2.37%

Volatility (6M)

Calculated over the trailing 6-month period

11.27%

9.77%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

17.24%

18.59%

-1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

17.33%

-1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

18.72%

-1.91%