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SWISX vs. SNXFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SWISX vs. SNXFX

Last updated Jun 4, 2026

SWISX (Schwab International Index Fund) and SNXFX (Schwab 1000 Index Fund) are both mutual funds - SWISX is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index (Net), while SNXFX is a Large Cap Blend Equities fund tracking the Schwab 1000 Index. Both are passively managed. Over the past 10 years, SWISX returned 9.33%/yr vs 15.29%/yr for SNXFX. A 0.70 correlation means they provide meaningful diversification when combined. SWISX charges 0.06%/yr vs 0.05%/yr for SNXFX.

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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Returns By Period

In the year-to-date period, SWISX achieves a 9.54% return, which is significantly lower than SNXFX's 11.89% return. Over the past 10 years, SWISX has underperformed SNXFX with an annualized return of 9.33%, while SNXFX has yielded a comparatively higher 15.29% 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%

SNXFX

1D
0.25%
1M
5.85%
YTD
11.89%
6M
11.81%
1Y
28.65%
3Y*
22.58%
5Y*
13.51%
10Y*
15.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWISX vs. SNXFX - 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%
SNXFX
Schwab 1000 Index Fund		11.89%17.23%24.46%26.53%-19.46%26.10%20.71%31.43%-5.04%21.71%

Correlation

The correlation between SWISX and SNXFX is 0.76, 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

0.76

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

0.72

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 5, 1998

0.70

The correlation between SWISX and SNXFX has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.

SWISX vs. SNXFX - Sectors Allocation Comparison

Sectors
SWISX
SNXFX

Financial Services

24.4%
11.9%

Industrials

20.3%
9.4%

Technology

10.7%
34.6%

Healthcare

9.2%
8.7%

Consumer Cyclical

7.7%
10.1%

Consumer Defensive

7.0%
4.7%

Basic Materials

6.1%
2.0%

Communication Services

4.6%
10.6%

Energy

4.1%
3.6%

Utilities

4.0%
2.3%

Real Estate

2.0%
2.2%

Financial Services

SWISX
24.4%
SNXFX
11.9%

Industrials

SWISX
20.3%
SNXFX
9.4%

Technology

SWISX
10.7%
SNXFX
34.6%

Healthcare

SWISX
9.2%
SNXFX
8.7%

Consumer Cyclical

SWISX
7.7%
SNXFX
10.1%

Consumer Defensive

SWISX
7.0%
SNXFX
4.7%

Basic Materials

SWISX
6.1%
SNXFX
2.0%

Communication Services

SWISX
4.6%
SNXFX
10.6%

Energy

SWISX
4.1%
SNXFX
3.6%

Utilities

SWISX
4.0%
SNXFX
2.3%

Real Estate

SWISX
2.0%
SNXFX
2.2%

Compare stocks, funds, or ETFs

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Schwab International Index Fund

Schwab 1000 Index Fund

Often compared with SWISX:
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Often compared with SNXFX:
SNXFX vs. SWPPXSNXFX vs. SWTSXSNXFX vs. VOOSNXFX vs. FSKAXSNXFX vs. SWAGXSNXFX vs. FEMKXSNXFX vs. FLCPX

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: 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
SNXFX
SNXFX Risk / Return Rank: 7070
Overall Rank
SNXFX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SNXFX Sortino Ratio Rank: 6363
Sortino Ratio Rank
SNXFX Omega Ratio Rank: 6262
Omega Ratio Rank
SNXFX Calmar Ratio Rank: 7373
Calmar Ratio Rank
SNXFX Martin Ratio Rank: 8181
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 ratioReturn per unit of total volatility
1.41
2.44

-1.03

Sortino ratioReturn per unit of downside risk
2.03
3.32

-1.28

Omega ratioGain probability vs. loss probability

1.26

1.44

-0.18

Calmar ratioReturn relative to maximum drawdown

1.88

3.31

-1.43

Martin ratioReturn relative to average drawdown

7.06

15.28

-8.22

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. SNXFX - Sharpe Ratio Comparison

The current SWISX Sharpe Ratio is 1.41, which is lower than the SNXFX Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of SWISX and SNXFX, 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

SWISXSNXFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

2.44

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.78

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.82

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.58

-0.28

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%

-8.94%

-2.45%

Max Drawdown (3Y)

Largest decline over 3 years

-13.68%

-19.21%

+5.53%

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

-0.47%

0.00%

-0.47%

Average Drawdown

Average peak-to-trough decline

-14.81%

-8.76%

-6.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

1.93%

+1.10%

Volatility

SWISX vs. SNXFX - Volatility Comparison

Schwab International Index Fund (SWISX) has a higher volatility of 4.69% compared to Schwab 1000 Index Fund (SNXFX) at 2.87%. 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

4.69%

2.87%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

9.13%

+3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

12.12%

+3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.28%

17.31%

-1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.88%

18.73%

-1.85%

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%.

Dividends

SWISX vs. SNXFX - Dividend Comparison

SWISX's dividend yield for the trailing twelve months is around 3.24%, more than SNXFX's 1.30% yield.

PositionTTM20252024202320222021202020192018201720162015
SNXFX
Schwab 1000 Index Fund		1.30%1.45%1.23%1.41%1.61%1.74%2.76%3.01%6.49%4.23%3.41%6.31%
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 SNXFX have a correlation of 0.76, 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 SNXFX (2.87%). In terms of maximum drawdown, SWISX dropped -60.65% vs SNXFX's -55.08%.

SNXFX currently has the higher Sharpe Ratio (2.44 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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