SWJRX vs. SFLNX
Compare and contrast key facts about Schwab Monthly Income Fund - Moderate Payout (SWJRX) and Schwab Fundamental US Large Company Index Fund (SFLNX).
SWJRX is managed by Charles Schwab. It was launched on Mar 27, 2008. 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
SWJRX vs. SFLNX - Performance Comparison
Loading graphics...
SWJRX vs. SFLNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWJRX Schwab Monthly Income Fund - Moderate Payout | 3.09% | 12.17% | 3.83% | 8.79% | -12.81% | 9.23% | 5.32% | 16.40% | -6.31% | 10.80% |
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, SWJRX achieves a 3.09% return, which is significantly higher than SFLNX's 0.72% return. Over the past 10 years, SWJRX has underperformed SFLNX with an annualized return of 5.07%, while SFLNX has yielded a comparatively higher 13.03% annualized return.
SWJRX
- 1D
- 0.37%
- 1M
- -4.10%
- YTD
- 3.09%
- 6M
- 5.56%
- 1Y
- 11.26%
- 3Y*
- 8.50%
- 5Y*
- 4.04%
- 10Y*
- 5.07%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SWJRX vs. SFLNX - Expense Ratio Comparison
SWJRX has a 0.00% 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%.
Return for Risk
SWJRX vs. SFLNX — Risk / Return Rank
SWJRX
SFLNX
SWJRX vs. SFLNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Monthly Income Fund - Moderate Payout (SWJRX) 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.
| SWJRX | SFLNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 1.17 | +0.42 |
Sortino ratioReturn per unit of downside risk | 2.17 | 1.69 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.26 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.37 | +0.47 |
Martin ratioReturn relative to average drawdown | 8.43 | 6.61 | +1.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SWJRX | SFLNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 1.17 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.77 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.71 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.50 | +0.08 |
Correlation
The correlation between SWJRX and SFLNX is 0.86, 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
SWJRX vs. SFLNX - Dividend Comparison
SWJRX's dividend yield for the trailing twelve months is around 4.31%, more than SFLNX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWJRX Schwab Monthly Income Fund - Moderate Payout | 4.31% | 4.78% | 4.94% | 4.80% | 8.67% | 3.62% | 2.49% | 5.36% | 3.47% | 2.93% | 6.05% | 6.80% |
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
SWJRX vs. SFLNX - Drawdown Comparison
The maximum SWJRX drawdown since its inception was -25.61%, smaller than the maximum SFLNX drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for SWJRX and SFLNX.
Loading graphics...
Drawdown Indicators
| SWJRX | SFLNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.61% | -56.18% | +30.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.32% | -12.28% | +5.96% |
Max Drawdown (5Y)Largest decline over 5 years | -20.87% | -18.98% | -1.89% |
Max Drawdown (10Y)Largest decline over 10 years | -20.87% | -37.59% | +16.72% |
Current DrawdownCurrent decline from peak | -4.10% | -6.10% | +2.00% |
Average DrawdownAverage peak-to-trough decline | -3.91% | -6.06% | +2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 2.55% | -1.17% |
Volatility
SWJRX vs. SFLNX - Volatility Comparison
The current volatility for Schwab Monthly Income Fund - Moderate Payout (SWJRX) is 2.33%, while Schwab Fundamental US Large Company Index Fund (SFLNX) has a volatility of 3.33%. This indicates that SWJRX 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.
Loading graphics...
Volatility by Period
| SWJRX | SFLNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.33% | 3.33% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 4.09% | 7.95% | -3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.32% | 16.16% | -8.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.71% | 15.32% | -6.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.57% | 18.40% | -9.83% |