- ISIN
- US8085093438
- CUSIP
- 808509343
- Issuer
- Charles Schwab
- Inception Date
- Jan 30, 2008
- Category
- Emerging Markets Diversified
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
SFENX Performance Chart
Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) is up 13.1% since the beginning of the year. SFENX is currently trading at $13 per share. Investors who bought $1,000 worth of SFENX shares 5 years ago would now be looking at an investment worth $1,598.
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Returns By Period
Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) has returned 13.05% so far this year and 30.98% over the past 12 months. Over the last ten years, SFENX has returned 11.07% per year, falling short of the S&P 500 Index benchmark, which averaged 13.67% annually.
Schwab Fundamental Emerging Markets Large Company Index Fund
- 1D
- -0.39%
- 1M
- 1.91%
- YTD
- 13.05%
- 6M
- 15.35%
- 1Y
- 30.98%
- 3Y*
- 19.19%
- 5Y*
- 9.83%
- 10Y*
- 11.07%
Benchmark (S&P 500 Index)
- 1D
- 1.08%
- 1M
- 2.00%
- YTD
- 9.57%
- 6M
- 10.71%
- 1Y
- 25.41%
- 3Y*
- 19.37%
- 5Y*
- 12.48%
- 10Y*
- 13.67%
SFENX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2009, SFENX's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.
Historically, 54% of months were positive and 46% were negative. The best month was Apr 2009 with a return of +18.8%, while the worst month was Mar 2020 at -20.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SFENX closed higher 50% of trading days. The best single day was Mar 23, 2009 with a return of +7.9%, while the worst single day was Mar 16, 2020 at -8.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.50% | 3.69% | -5.78% | 6.80% | 1.49% | -0.70% | 13.05% | ||||||
| 2025 | 1.97% | 1.72% | 1.69% | -1.66% | 3.91% | 5.39% | 1.74% | 2.56% | 4.99% | 2.11% | 0.17% | 1.50% | 29.19% |
| 2024 | -2.35% | 2.77% | 2.22% | 1.72% | 3.49% | 1.52% | 0.21% | 1.71% | 7.15% | -3.34% | -2.64% | -0.34% | 12.31% |
| 2023 | 7.83% | -5.48% | 2.90% | 1.35% | -2.54% | 5.08% | 5.90% | -6.35% | -1.07% | -3.61% | 6.73% | 4.56% | 14.90% |
| 2022 | 3.80% | -8.61% | -1.52% | -4.95% | 2.08% | -6.69% | -0.73% | 0.49% | -8.77% | -1.87% | 14.01% | -1.89% | -15.50% |
| 2021 | 0.34% | 4.35% | 3.31% | 2.07% | 3.55% | 0.20% | -3.52% | 4.35% | -0.58% | -0.10% | -4.49% | 4.13% | 13.91% |
Benchmark Metrics
Schwab Fundamental Emerging Markets Large Company Index Fund has an annualized alpha of -1.13%, beta of 0.79, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since January 02, 2009.
- This fund participated in 98.29% of S&P 500 Index downside but only 80.48% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.13%
- Beta
- 0.79
- R²
- 0.56
- Upside Capture
- 80.48%
- Downside Capture
- 98.29%
Expense Ratio
SFENX has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SFENX ranks 71 for risk / return — better than 71% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SFENX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 2.81 | +0.46 |
| Martin ratioReturn relative to average drawdown | 11.44 | 12.55 | -1.11 |
Dividends
Dividend History
Schwab Fundamental Emerging Markets Large Company Index Fund provided a 3.48% dividend yield over the last twelve months, with an annual payout of $0.45 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.45 | $0.45 | $0.43 | $0.43 | $0.43 | $0.45 | $0.26 | $0.36 | $0.24 | $0.22 | $0.17 | $0.19 |
Dividend yield | 3.48% | 3.93% | 4.67% | 5.00% | 5.46% | 4.61% | 2.95% | 3.82% | 2.90% | 2.37% | 2.16% | 3.23% |
Monthly Dividends
The table displays the monthly dividend distributions for Schwab Fundamental Emerging Markets Large Company Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.45 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.43 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.43 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.43 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.45 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Schwab Fundamental Emerging Markets Large Company Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Schwab Fundamental Emerging Markets Large Company Index Fund was 47.19%, occurring on Jan 20, 2016. Recovery took 466 trading sessions.
The current Schwab Fundamental Emerging Markets Large Company Index Fund drawdown is 3.61%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2016 bear market2016 | -47.19%Jan 2016 | 4y 9mo | 1y 10mo | 6y 7moApr 2011 - Nov 2017 |
COVID crash2020 | -39.59%Mar 2020 | 2y 1mo | 10mo 3d | 2y 11moJan 2018 - Jan 2021 |
Bear market2022 | -29.26%Oct 2022 | 8mo 16d | 1y 6mo | 2y 2moFeb 2022 - May 2024 |
Financial crisis2007–2009 | -25.50%Mar 2009 | 1mo 24d | 1mo 1d | 2mo 25dJan 2009 - Apr 2009 |
2010 correction2010 | -16.83%May 2010 | 1mo 5d | 4mo 7d | 5mo 12dApr 2010 - Sep 2010 |
Drawdown Indicators
| SFENX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.19% | -56.78% | +9.59% |
Max Drawdown (1Y)Largest decline over 1 year | -9.45% | -9.10% | -0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -18.90% | +2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | -25.43% | -3.83% |
Max Drawdown (10Y)Largest decline over 10 years | -39.59% | -33.92% | -5.67% |
Current DrawdownCurrent decline from peak | -3.61% | -1.43% | -2.18% |
Average DrawdownAverage peak-to-trough decline | -12.86% | -10.71% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.03% | +0.66% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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