SWSCX vs. SFLNX
Compare and contrast key facts about Schwab Small-Cap Equity Fund™ (SWSCX) and Schwab Fundamental US Large Company Index Fund (SFLNX).
SWSCX is managed by Charles Schwab. It was launched on Jul 1, 2003. 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
SWSCX vs. SFLNX - Performance Comparison
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SWSCX vs. SFLNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWSCX Schwab Small-Cap Equity Fund™ | -2.00% | 5.66% | 9.89% | 19.90% | -14.12% | 29.29% | 7.63% | 17.89% | -12.47% | 10.04% |
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, SWSCX achieves a -2.00% return, which is significantly lower than SFLNX's 0.72% return. Over the past 10 years, SWSCX has underperformed SFLNX with an annualized return of 8.64%, while SFLNX has yielded a comparatively higher 13.03% annualized return.
SWSCX
- 1D
- -1.37%
- 1M
- -7.92%
- YTD
- -2.00%
- 6M
- -6.07%
- 1Y
- 14.06%
- 3Y*
- 9.87%
- 5Y*
- 5.45%
- 10Y*
- 8.64%
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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SWSCX vs. SFLNX - Expense Ratio Comparison
SWSCX has a 1.08% expense ratio, which is higher than SFLNX's 0.25% expense ratio.
Return for Risk
SWSCX vs. SFLNX — Risk / Return Rank
SWSCX
SFLNX
SWSCX vs. SFLNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Small-Cap Equity Fund™ (SWSCX) 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.
| SWSCX | SFLNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.17 | -0.59 |
Sortino ratioReturn per unit of downside risk | 0.91 | 1.69 | -0.78 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.26 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.37 | -0.60 |
Martin ratioReturn relative to average drawdown | 2.20 | 6.61 | -4.42 |
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
| SWSCX | SFLNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.17 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.77 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.71 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.50 | -0.11 |
Correlation
The correlation between SWSCX and SFLNX is 0.88, 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
SWSCX vs. SFLNX - Dividend Comparison
SWSCX has not paid dividends to shareholders, while SFLNX's dividend yield for the trailing twelve months is around 1.66%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWSCX Schwab Small-Cap Equity Fund™ | 0.00% | 0.00% | 14.10% | 0.36% | 10.14% | 12.07% | 0.19% | 0.11% | 26.16% | 14.46% | 0.41% | 14.47% |
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
SWSCX vs. SFLNX - Drawdown Comparison
The maximum SWSCX drawdown since its inception was -63.30%, which is greater than SFLNX's maximum drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for SWSCX and SFLNX.
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Drawdown Indicators
| SWSCX | SFLNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.30% | -56.18% | -7.12% |
Max Drawdown (1Y)Largest decline over 1 year | -13.76% | -12.28% | -1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -27.35% | -18.98% | -8.37% |
Max Drawdown (10Y)Largest decline over 10 years | -49.32% | -37.59% | -11.73% |
Current DrawdownCurrent decline from peak | -12.75% | -6.10% | -6.65% |
Average DrawdownAverage peak-to-trough decline | -10.66% | -6.06% | -4.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.96% | 2.55% | +2.41% |
Volatility
SWSCX vs. SFLNX - Volatility Comparison
Schwab Small-Cap Equity Fund™ (SWSCX) has a higher volatility of 6.53% compared to Schwab Fundamental US Large Company Index Fund (SFLNX) at 3.33%. This indicates that SWSCX'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
| SWSCX | SFLNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 3.33% | +3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 16.80% | 7.95% | +8.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.61% | 16.16% | +8.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.42% | 15.32% | +7.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.53% | 18.40% | +5.13% |