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SWISX vs. SNXFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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 11.84% return, which is significantly higher than SNXFX's 10.31% return. Over the past 10 years, SWISX has underperformed SNXFX with an annualized return of 9.55%, while SNXFX has yielded a comparatively higher 14.79% annualized return.


SWISX

1D
-0.74%
1M
1.29%
6M
5.73%
YTD
11.84%
1Y
25.23%
3Y*
16.47%
5Y*
9.33%
10Y*
9.55%
ALL TIME*
5.87%

SNXFX

1D
0.63%
1M
-0.06%
6M
8.15%
YTD
10.31%
1Y
21.18%
3Y*
19.16%
5Y*
12.04%
10Y*
14.79%
ALL TIME*
10.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

SWISX vs. SNXFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWISX
Schwab International Index Fund
11.84%31.59%3.54%18.13%-14.30%11.25%8.14%21.87%-13.38%25.32%
SNXFX
Schwab 1000 Index Fund
10.31%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 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.78

Correlation (3Y)
Balances recent behavior with more history.

0.72

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.76

Correlation (10Y)
Provides a long-term view across more market conditions.

0.77

Correlation (All Time)
Calculated using the full available price history since Jan 2, 1998

0.70

The correlation between SWISX and SNXFX has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.

SWISX vs. SNXFX - Sectors Allocation Comparison


Sectors
SWISX
SNXFX

Financial Services

24.5%
11.7%

Industrials

19.3%
9.6%

Technology

13.3%
37.3%

Healthcare

9.1%
9.0%

Consumer Cyclical

7.6%
9.5%

Consumer Defensive

6.9%
4.4%

Basic Materials

5.9%
1.9%

Communication Services

4.5%
9.4%

Utilities

3.8%
2.1%

Energy

3.4%
3.0%

Real Estate

1.7%
2.1%

Financial Services

SWISX
24.5%
SNXFX
11.7%

Industrials

SWISX
19.3%
SNXFX
9.6%

Technology

SWISX
13.3%
SNXFX
37.3%

Healthcare

SWISX
9.1%
SNXFX
9.0%

Consumer Cyclical

SWISX
7.6%
SNXFX
9.5%

Consumer Defensive

SWISX
6.9%
SNXFX
4.4%

Basic Materials

SWISX
5.9%
SNXFX
1.9%

Communication Services

SWISX
4.5%
SNXFX
9.4%

Utilities

SWISX
3.8%
SNXFX
2.1%

Energy

SWISX
3.4%
SNXFX
3.0%

Real Estate

SWISX
1.7%
SNXFX
2.1%

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Return for Risk

SWISX vs. SNXFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SWISX
SWISX Risk / Return Rank: 6262
Overall Rank
SWISX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SWISX Sortino Ratio Rank: 6262
Sortino Ratio Rank
SWISX Omega Ratio Rank: 5959
Omega Ratio Rank
SWISX Calmar Ratio Rank: 6262
Calmar Ratio Rank
SWISX Martin Ratio Rank: 6262
Martin Ratio Rank

SNXFX
SNXFX Risk / Return Rank: 5656
Overall Rank
SNXFX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SNXFX Sortino Ratio Rank: 4848
Sortino Ratio Rank
SNXFX Omega Ratio Rank: 4949
Omega Ratio Rank
SNXFX Calmar Ratio Rank: 5858
Calmar Ratio Rank
SNXFX Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SWISXSNXFXDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.29

1.26

+0.03

Calmar ratioReturn relative to maximum drawdown

2.23

2.16

+0.07

Martin ratioReturn relative to average drawdown

8.45

9.24

-0.79

SWISX vs. SNXFX - Sharpe Ratio Comparison

The current SWISX Sharpe Ratio is 1.60, which is comparable to the SNXFX Sharpe Ratio of 1.47. 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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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

-0.74%

-1.41%

+0.67%

Average Drawdown

Average peak-to-trough decline

-14.73%

-8.72%

-6.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.09%

+0.91%

Volatility

SWISX vs. SNXFX - Volatility Comparison

Schwab International Index Fund (SWISX) has a higher volatility of 4.64% compared to Schwab 1000 Index Fund (SNXFX) at 3.47%. 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

4.64%

3.47%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.55%

10.27%

+3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

15.88%

13.12%

+2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

17.42%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.63%

18.74%

-2.11%

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 3.17%, more than SNXFX's 1.32% yield.


PositionTTM20252024202320222021202020192018201720162015
SNXFX
Schwab 1000 Index Fund
1.32%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
3.17%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 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SWISX has higher volatility (4.64%) compared to SNXFX (3.47%). In terms of maximum drawdown, SWISX dropped -60.65% vs SNXFX's -55.08%.

SWISX currently has the higher Sharpe Ratio (1.60 vs 1.47), 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.

Portfolio Optimizer

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