SWLVX vs. SNXFX
Compare and contrast key facts about Schwab U.S. Large-Cap Value Index Fund (SWLVX) and Schwab 1000 Index Fund (SNXFX).
SWLVX is managed by Charles Schwab. It was launched on Dec 20, 2017. SNXFX is a passively managed fund by Charles Schwab that tracks the performance of the Schwab 1000 Index. It was launched on Apr 2, 1991.
Performance
SWLVX vs. SNXFX - Performance Comparison
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SWLVX vs. SNXFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWLVX Schwab U.S. Large-Cap Value Index Fund | 2.09% | 15.87% | 14.36% | 11.45% | -7.61% | 25.15% | 2.64% | 26.49% | -8.39% | 0.30% |
SNXFX Schwab 1000 Index Fund | -4.19% | 17.23% | 24.46% | 26.53% | -19.46% | 26.10% | 20.71% | 31.43% | -5.04% | -0.16% |
Returns By Period
In the year-to-date period, SWLVX achieves a 2.09% return, which is significantly higher than SNXFX's -4.19% return.
SWLVX
- 1D
- 2.15%
- 1M
- -4.65%
- YTD
- 2.09%
- 6M
- 5.83%
- 1Y
- 15.94%
- 3Y*
- 14.29%
- 5Y*
- 9.20%
- 10Y*
- —
SNXFX
- 1D
- 2.95%
- 1M
- -5.11%
- YTD
- -4.19%
- 6M
- -2.28%
- 1Y
- 17.24%
- 3Y*
- 18.07%
- 5Y*
- 10.92%
- 10Y*
- 13.72%
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SWLVX vs. SNXFX - Expense Ratio Comparison
SWLVX has a 0.04% expense ratio, which is lower than SNXFX's 0.05% 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
SWLVX vs. SNXFX — Risk / Return Rank
SWLVX
SNXFX
SWLVX vs. SNXFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Value Index Fund (SWLVX) 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.
| SWLVX | SNXFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.96 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.47 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.48 | -0.05 |
Martin ratioReturn relative to average drawdown | 6.76 | 7.11 | -0.35 |
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
| SWLVX | SNXFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.96 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.63 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.56 | -0.06 |
Correlation
The correlation between SWLVX and SNXFX is 0.87, 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
SWLVX vs. SNXFX - Dividend Comparison
SWLVX's dividend yield for the trailing twelve months is around 1.98%, more than SNXFX's 1.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWLVX Schwab U.S. Large-Cap Value Index Fund | 1.98% | 2.02% | 2.75% | 2.56% | 2.29% | 4.86% | 2.00% | 4.35% | 1.87% | 0.00% | 0.00% | 0.00% |
SNXFX Schwab 1000 Index Fund | 1.52% | 1.45% | 1.23% | 1.41% | 1.61% | 1.74% | 2.76% | 3.01% | 6.49% | 4.23% | 3.41% | 6.31% |
Drawdowns
SWLVX vs. SNXFX - Drawdown Comparison
The maximum SWLVX drawdown since its inception was -38.34%, smaller than the maximum SNXFX drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for SWLVX and SNXFX.
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Drawdown Indicators
| SWLVX | SNXFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.34% | -55.08% | +16.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.82% | -12.33% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -19.05% | -25.36% | +6.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.58% | — |
Current DrawdownCurrent decline from peak | -4.82% | -6.25% | +1.43% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -8.80% | +3.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.57% | -0.06% |
Volatility
SWLVX vs. SNXFX - Volatility Comparison
The current volatility for Schwab U.S. Large-Cap Value Index Fund (SWLVX) is 4.47%, while Schwab 1000 Index Fund (SNXFX) has a volatility of 5.45%. This indicates that SWLVX experiences smaller price fluctuations and is considered to be less risky 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
| SWLVX | SNXFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 5.45% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 8.30% | 9.77% | -1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.74% | 18.59% | -2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 17.33% | -2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 18.72% | -0.05% |