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SWTSX vs. SFNNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWTSX vs. SFNNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Total Stock Market Index Fund (SWTSX) and Schwab Fundamental International Large Company Index Fund (SFNNX). The values are adjusted to include any dividend payments, if applicable.

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SWTSX vs. SFNNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SFNNX
Schwab Fundamental International Large Company Index Fund
4.82%41.06%2.27%19.88%-7.95%14.38%4.35%18.09%-13.96%23.95%

Returns By Period

In the year-to-date period, SWTSX achieves a -6.77% return, which is significantly lower than SFNNX's 4.82% return. Over the past 10 years, SWTSX has outperformed SFNNX with an annualized return of 13.21%, while SFNNX has yielded a comparatively lower 10.70% annualized return.


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%

SFNNX

1D
0.34%
1M
-10.01%
YTD
4.82%
6M
13.47%
1Y
35.92%
3Y*
19.02%
5Y*
11.89%
10Y*
10.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWTSX vs. SFNNX - Expense Ratio Comparison

SWTSX has a 0.03% expense ratio, which is lower than SFNNX'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. SFNNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWTSX
SWTSX Risk / Return Rank: 4545
Overall Rank
SWTSX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SWTSX Sortino Ratio Rank: 4444
Sortino Ratio Rank
SWTSX Omega Ratio Rank: 4848
Omega Ratio Rank
SWTSX Calmar Ratio Rank: 4141
Calmar Ratio Rank
SWTSX Martin Ratio Rank: 5252
Martin Ratio Rank

SFNNX
SFNNX Risk / Return Rank: 9393
Overall Rank
SFNNX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SFNNX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SFNNX Omega Ratio Rank: 9191
Omega Ratio Rank
SFNNX Calmar Ratio Rank: 9393
Calmar Ratio Rank
SFNNX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWTSX vs. SFNNX - 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 International Large Company Index Fund (SFNNX). 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.


SWTSXSFNNXDifference

Sharpe ratio

Return per unit of total volatility

0.83

2.13

-1.30

Sortino ratio

Return per unit of downside risk

1.28

2.71

-1.43

Omega ratio

Gain probability vs. loss probability

1.19

1.42

-0.22

Calmar ratio

Return relative to maximum drawdown

1.04

2.88

-1.84

Martin ratio

Return relative to average drawdown

5.04

11.48

-6.44

SWTSX vs. SFNNX - Sharpe Ratio Comparison

The current SWTSX Sharpe Ratio is 0.83, which is lower than the SFNNX Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of SWTSX and SFNNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWTSXSFNNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

2.13

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.78

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.62

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.24

+0.16

Correlation

The correlation between SWTSX and SFNNX is 0.79, 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. SFNNX - Dividend Comparison

SWTSX's dividend yield for the trailing twelve months is around 1.18%, less than SFNNX's 4.88% yield.


TTM20252024202320222021202020192018201720162015
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%
SFNNX
Schwab Fundamental International Large Company Index Fund
4.88%5.11%3.61%3.26%2.92%3.81%2.42%3.69%3.51%2.70%3.21%2.92%

Drawdowns

SWTSX vs. SFNNX - Drawdown Comparison

The maximum SWTSX drawdown since its inception was -54.60%, smaller than the maximum SFNNX drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for SWTSX and SFNNX.


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Drawdown Indicators


SWTSXSFNNXDifference

Max Drawdown

Largest peak-to-trough decline

-54.60%

-59.60%

+5.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-10.96%

-1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-25.40%

-25.66%

+0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-35.01%

-40.23%

+5.22%

Current Drawdown

Current decline from peak

-8.88%

-10.01%

+1.13%

Average Drawdown

Average peak-to-trough decline

-10.63%

-12.06%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.89%

-0.33%

Volatility

SWTSX vs. SFNNX - Volatility Comparison

The current volatility for Schwab Total Stock Market Index Fund (SWTSX) is 4.45%, while Schwab Fundamental International Large Company Index Fund (SFNNX) has a volatility of 6.92%. This indicates that SWTSX experiences smaller price fluctuations and is considered to be less risky than SFNNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWTSXSFNNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

6.92%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

10.72%

-1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

18.52%

16.35%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

15.43%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.57%

17.27%

+1.30%