SWKRX vs. SFLNX
Compare and contrast key facts about Schwab Monthly Income Fund - Enhanced Payout (SWKRX) and Schwab Fundamental US Large Company Index Fund (SFLNX).
SWKRX 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
SWKRX vs. SFLNX - Performance Comparison
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SWKRX vs. SFLNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWKRX Schwab Monthly Income Fund - Enhanced Payout | 3.53% | 12.14% | 3.85% | 8.71% | -12.47% | 5.73% | 6.11% | 13.79% | -4.20% | 8.19% |
SFLNX Schwab Fundamental US Large Company Index Fund | 2.71% | 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, SWKRX achieves a 3.53% return, which is significantly higher than SFLNX's 2.71% return. Over the past 10 years, SWKRX has underperformed SFLNX with an annualized return of 4.49%, while SFLNX has yielded a comparatively higher 13.25% annualized return.
SWKRX
- 1D
- 0.45%
- 1M
- -3.23%
- YTD
- 3.53%
- 6M
- 5.56%
- 1Y
- 11.54%
- 3Y*
- 8.63%
- 5Y*
- 3.71%
- 10Y*
- 4.49%
SFLNX
- 1D
- 1.98%
- 1M
- -3.63%
- YTD
- 2.71%
- 6M
- 6.30%
- 1Y
- 19.89%
- 3Y*
- 17.10%
- 5Y*
- 11.99%
- 10Y*
- 13.25%
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SWKRX vs. SFLNX - Expense Ratio Comparison
SWKRX 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
SWKRX vs. SFLNX — Risk / Return Rank
SWKRX
SFLNX
SWKRX vs. SFLNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Monthly Income Fund - Enhanced Payout (SWKRX) 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.
| SWKRX | SFLNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 1.24 | +0.35 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.79 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.28 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.72 | +0.19 |
Martin ratioReturn relative to average drawdown | 8.65 | 8.22 | +0.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWKRX | SFLNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 1.24 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.79 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.72 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.51 | +0.19 |
Correlation
The correlation between SWKRX and SFLNX is 0.77, 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
SWKRX vs. SFLNX - Dividend Comparison
SWKRX's dividend yield for the trailing twelve months is around 3.95%, more than SFLNX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWKRX Schwab Monthly Income Fund - Enhanced Payout | 3.95% | 4.41% | 4.73% | 4.69% | 7.47% | 3.93% | 3.02% | 4.66% | 3.10% | 2.71% | 4.71% | 2.27% |
SFLNX Schwab Fundamental US Large Company Index Fund | 1.63% | 1.68% | 1.78% | 1.86% | 2.09% | 4.78% | 6.17% | 5.33% | 9.69% | 3.28% | 7.23% | 5.68% |
Drawdowns
SWKRX vs. SFLNX - Drawdown Comparison
The maximum SWKRX drawdown since its inception was -20.69%, smaller than the maximum SFLNX drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for SWKRX and SFLNX.
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Drawdown Indicators
| SWKRX | SFLNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.69% | -56.18% | +35.49% |
Max Drawdown (1Y)Largest decline over 1 year | -6.29% | -12.28% | +5.99% |
Max Drawdown (5Y)Largest decline over 5 years | -20.69% | -18.98% | -1.71% |
Max Drawdown (10Y)Largest decline over 10 years | -20.69% | -37.59% | +16.90% |
Current DrawdownCurrent decline from peak | -3.66% | -4.24% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -6.06% | +2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 2.56% | -1.18% |
Volatility
SWKRX vs. SFLNX - Volatility Comparison
The current volatility for Schwab Monthly Income Fund - Enhanced Payout (SWKRX) is 2.44%, while Schwab Fundamental US Large Company Index Fund (SFLNX) has a volatility of 4.01%. This indicates that SWKRX 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.
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Volatility by Period
| SWKRX | SFLNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.44% | 4.01% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 4.10% | 8.18% | -4.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.36% | 16.24% | -8.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.07% | 15.34% | -7.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.03% | 18.41% | -11.38% |