SWTSX vs. SFLNX
Compare and contrast key facts about Schwab Total Stock Market Index Fund (SWTSX) and Schwab Fundamental US Large Company Index Fund (SFLNX).
SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999. 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
SWTSX vs. SFLNX - Performance Comparison
Loading graphics...
SWTSX vs. SFLNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWTSX Schwab Total Stock Market Index Fund | -6.77% | 17.04% | 23.84% | 26.05% | -19.54% | 25.65% | 20.71% | 30.90% | -5.35% | 21.08% |
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, SWTSX achieves a -6.77% return, which is significantly lower than SFLNX's 0.72% return. Both investments have delivered pretty close results over the past 10 years, with SWTSX having a 13.21% annualized return and SFLNX not far behind at 13.03%.
SWTSX
- 1D
- -0.46%
- 1M
- -7.67%
- YTD
- -6.77%
- 6M
- -4.59%
- 1Y
- 14.70%
- 3Y*
- 16.68%
- 5Y*
- 10.10%
- 10Y*
- 13.21%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SWTSX vs. SFLNX - Expense Ratio Comparison
SWTSX has a 0.03% 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
SWTSX vs. SFLNX — Risk / Return Rank
SWTSX
SFLNX
SWTSX vs. SFLNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Total Stock Market Index Fund (SWTSX) 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.
| SWTSX | SFLNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.17 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.69 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 1.37 | -0.33 |
Martin ratioReturn relative to average drawdown | 5.04 | 6.61 | -1.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SWTSX | SFLNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.17 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.77 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.71 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.50 | -0.10 |
Correlation
The correlation between SWTSX and SFLNX is 0.95, 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
SWTSX vs. SFLNX - Dividend Comparison
SWTSX's dividend yield for the trailing twelve months is around 1.18%, less than SFLNX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWTSX Schwab Total Stock Market Index Fund | 1.18% | 1.10% | 1.24% | 1.41% | 1.62% | 1.46% | 1.63% | 1.92% | 2.58% | 1.83% | 2.32% | 2.79% |
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
SWTSX vs. SFLNX - Drawdown Comparison
The maximum SWTSX drawdown since its inception was -54.60%, roughly equal to the maximum SFLNX drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for SWTSX and SFLNX.
Loading graphics...
Drawdown Indicators
| SWTSX | SFLNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.60% | -56.18% | +1.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -12.28% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -25.40% | -18.98% | -6.42% |
Max Drawdown (10Y)Largest decline over 10 years | -35.01% | -37.59% | +2.58% |
Current DrawdownCurrent decline from peak | -8.88% | -6.10% | -2.78% |
Average DrawdownAverage peak-to-trough decline | -10.63% | -6.06% | -4.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.55% | +0.01% |
Volatility
SWTSX vs. SFLNX - Volatility Comparison
Schwab Total Stock Market Index Fund (SWTSX) has a higher volatility of 4.45% compared to Schwab Fundamental US Large Company Index Fund (SFLNX) at 3.33%. This indicates that SWTSX'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.
Loading graphics...
Volatility by Period
| SWTSX | SFLNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 3.33% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 7.95% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 16.16% | +2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 15.32% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.57% | 18.40% | +0.17% |