SWKRX vs. SFLNX
SWKRX (Schwab Monthly Income Fund - Enhanced Payout) and SFLNX (Schwab Fundamental US Large Company Index Fund) are both mutual funds - SWKRX is a Diversified Portfolio fund managed by Charles Schwab, while SFLNX is a Large Cap Value Equities fund tracking the Russell RAFI US Large Company Index. Over the past 10 years, SWKRX returned 4.65%/yr vs 14.26%/yr for SFLNX. A 0.77 correlation means they provide meaningful diversification when combined. SWKRX charges 0.00%/yr vs 0.25%/yr for SFLNX.
Performance
SWKRX vs. SFLNX - Performance Comparison
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Returns By Period
In the year-to-date period, SWKRX achieves a 6.55% return, which is significantly lower than SFLNX's 14.66% return. Over the past 10 years, SWKRX has underperformed SFLNX with an annualized return of 4.65%, while SFLNX has yielded a comparatively higher 14.26% annualized return.
SWKRX
- 1D
- 0.18%
- 1M
- 0.99%
- YTD
- 6.55%
- 6M
- 6.94%
- 1Y
- 14.25%
- 3Y*
- 9.87%
- 5Y*
- 3.87%
- 10Y*
- 4.65%
SFLNX
- 1D
- 0.46%
- 1M
- 4.08%
- YTD
- 14.66%
- 6M
- 14.73%
- 1Y
- 32.46%
- 3Y*
- 20.93%
- 5Y*
- 12.96%
- 10Y*
- 14.26%
SWKRX vs. SFLNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWKRX Schwab Monthly Income Fund - Enhanced Payout | 6.55% | 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 | 14.66% | 17.02% | 16.78% | 18.16% | -6.89% | 31.64% | 9.12% | 28.91% | -7.43% | 17.08% |
Correlation
The correlation between SWKRX and SFLNX is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2008 | 0.77 |
The correlation between SWKRX and SFLNX has been stable across timeframes, ranging from 0.75 to 0.77 - a consistent structural relationship.
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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 | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.59 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 5.47 | -2.31 |
| Martin ratioReturn relative to average drawdown | 11.61 | 21.47 | -9.86 |
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 | 2.53 | 3.23 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.85 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.78 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.53 | +0.18 |
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 | -4.53% | -6.10% | +1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -8.15% | -16.27% | +8.12% |
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 | -0.84% | 0.00% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -3.08% | -6.01% | +2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 1.55% | -0.32% |
Volatility
SWKRX vs. SFLNX - Volatility Comparison
The current volatility for Schwab Monthly Income Fund - Enhanced Payout (SWKRX) is 1.65%, while Schwab Fundamental US Large Company Index Fund (SFLNX) has a volatility of 2.48%. 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 | 1.65% | 2.48% | -0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 4.32% | 7.43% | -3.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.67% | 10.35% | -4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.11% | 15.26% | -7.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.07% | 18.40% | -11.33% |
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%.
Dividends
SWKRX vs. SFLNX - Dividend Comparison
SWKRX's dividend yield for the trailing twelve months is around 4.26%, more than SFLNX's 1.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFLNX Schwab Fundamental US Large Company Index Fund | 1.46% | 1.68% | 1.78% | 1.86% | 2.09% | 4.78% | 6.17% | 5.33% | 9.69% | 3.28% | 7.23% | 5.68% |
SWKRX Schwab Monthly Income Fund - Enhanced Payout | 4.26% | 4.41% | 4.73% | 4.69% | 7.47% | 3.93% | 3.02% | 4.66% | 3.10% | 2.71% | 4.71% | 2.27% |
Frequently Asked Questions
SWKRX and SFLNX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFLNX has higher volatility (2.48%) compared to SWKRX (1.65%). In terms of maximum drawdown, SWKRX dropped -20.69% vs SFLNX's -56.18%.
SFLNX currently has the higher Sharpe Ratio (3.23 vs 2.53), 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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