SWMCX vs. SFLNX
Compare and contrast key facts about Schwab U.S. Mid-Cap Index Fund (SWMCX) and Schwab Fundamental US Large Company Index Fund (SFLNX).
SWMCX is managed by Charles Schwab. It was launched on Dec 20, 2017. 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
SWMCX vs. SFLNX - Performance Comparison
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SWMCX vs. SFLNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWMCX Schwab U.S. Mid-Cap Index Fund | -1.32% | 10.54% | 15.28% | 17.20% | -17.31% | 22.55% | 17.03% | 30.46% | -9.16% | 0.40% |
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% | 0.29% |
Returns By Period
In the year-to-date period, SWMCX achieves a -1.32% return, which is significantly lower than SFLNX's 0.72% return.
SWMCX
- 1D
- -0.70%
- 1M
- -7.73%
- YTD
- -1.32%
- 6M
- -1.19%
- 1Y
- 12.94%
- 3Y*
- 12.30%
- 5Y*
- 6.67%
- 10Y*
- —
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%
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SWMCX vs. SFLNX - Expense Ratio Comparison
SWMCX has a 0.04% 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
SWMCX vs. SFLNX — Risk / Return Rank
SWMCX
SFLNX
SWMCX vs. SFLNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Mid-Cap Index Fund (SWMCX) 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.
| SWMCX | SFLNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 1.17 | -0.45 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.69 | -0.57 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.26 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.37 | -0.51 |
Martin ratioReturn relative to average drawdown | 4.04 | 6.61 | -2.58 |
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
| SWMCX | SFLNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 1.17 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.77 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.50 | -0.05 |
Correlation
The correlation between SWMCX and SFLNX is 0.93, 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
SWMCX vs. SFLNX - Dividend Comparison
SWMCX's dividend yield for the trailing twelve months is around 2.15%, more than SFLNX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWMCX Schwab U.S. Mid-Cap Index Fund | 2.15% | 2.13% | 2.60% | 1.49% | 1.59% | 2.93% | 1.45% | 2.44% | 1.41% | 0.00% | 0.00% | 0.00% |
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
SWMCX vs. SFLNX - Drawdown Comparison
The maximum SWMCX drawdown since its inception was -40.34%, smaller than the maximum SFLNX drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for SWMCX and SFLNX.
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Drawdown Indicators
| SWMCX | SFLNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.34% | -56.18% | +15.84% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -12.28% | -1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -26.09% | -18.98% | -7.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.59% | — |
Current DrawdownCurrent decline from peak | -8.15% | -6.10% | -2.05% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -6.06% | -0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.55% | +0.32% |
Volatility
SWMCX vs. SFLNX - Volatility Comparison
Schwab U.S. Mid-Cap Index Fund (SWMCX) has a higher volatility of 4.80% compared to Schwab Fundamental US Large Company Index Fund (SFLNX) at 3.33%. This indicates that SWMCX's price experiences larger fluctuations and is considered to be riskier 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
| SWMCX | SFLNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 3.33% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 10.19% | 7.95% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.96% | 16.16% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.23% | 15.32% | +2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.76% | 18.40% | +2.36% |