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Schwab Fundamental International Small Company Ind...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US8085093198

CUSIP

808509319

Issuer

Charles Schwab

Inception Date

Jan 30, 2008

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Value

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
SFILX vs. DISVX SFILX vs. SFENX SFILX vs. HFMDX SFILX vs. SWISX SFILX vs. SWSSX SFILX vs. SWPPX SFILX vs. FSPSX SFILX vs. SPY SFILX vs. SCHC SFILX vs. SCHE
Popular comparisons:
SFILX vs. DISVX SFILX vs. SFENX SFILX vs. HFMDX SFILX vs. SWISX SFILX vs. SWSSX SFILX vs. SWPPX SFILX vs. FSPSX SFILX vs. SPY SFILX vs. SCHC SFILX vs. SCHE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab Fundamental International Small Company Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.46%
12.14%
SFILX (Schwab Fundamental International Small Company Index Fund)
Benchmark (^GSPC)

Returns By Period

Schwab Fundamental International Small Company Index Fund had a return of 2.04% year-to-date (YTD) and 9.95% in the last 12 months. Over the past 10 years, Schwab Fundamental International Small Company Index Fund had an annualized return of 5.23%, while the S&P 500 had an annualized return of 11.16%, indicating that Schwab Fundamental International Small Company Index Fund did not perform as well as the benchmark.


SFILX

YTD

2.04%

1M

-3.27%

6M

0.46%

1Y

9.95%

5Y (annualized)

4.20%

10Y (annualized)

5.23%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of SFILX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.82%1.45%2.86%-2.86%3.66%-1.92%5.17%2.38%2.69%-6.30%2.04%
20237.68%-3.00%1.42%1.65%-4.05%3.13%4.83%-3.20%-4.36%-4.22%8.55%6.79%14.80%
2022-4.03%-0.07%-1.40%-5.84%1.43%-9.87%5.48%-4.86%-10.83%3.60%13.13%-0.28%-14.89%
2021-0.66%3.90%3.47%3.56%2.98%-1.09%0.32%1.16%-2.69%1.38%-6.74%4.28%9.69%
2020-4.70%-9.06%-17.97%10.09%6.01%1.39%2.29%6.45%-0.76%-2.80%14.31%6.44%7.50%
20197.44%2.09%-0.65%2.47%-5.94%5.04%-2.44%-2.00%3.06%3.71%2.07%3.92%19.58%
20184.34%-4.29%-0.41%1.04%-1.23%-2.15%0.71%-1.83%0.29%-9.31%0.00%-6.86%-18.67%
20173.94%1.57%2.11%3.10%2.62%1.05%3.27%0.58%2.43%1.89%1.03%2.30%29.12%
2016-5.47%-0.87%7.69%2.71%0.79%-2.53%5.65%-0.42%3.15%-1.49%-1.76%2.03%9.11%
20150.56%6.07%-0.97%4.36%0.25%-1.44%-0.17%-4.75%-3.81%6.03%0.09%-0.60%5.10%
2014-2.45%4.94%-0.43%0.34%1.71%2.28%-2.14%0.17%-5.38%-0.98%-1.25%-1.16%-4.62%
20133.95%0.51%2.55%4.28%-3.91%-1.59%5.25%-1.25%8.45%2.69%0.17%2.10%25.07%

Expense Ratio

SFILX features an expense ratio of 0.39%, falling within the medium range.


Expense ratio chart for SFILX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SFILX is 14, indicating that it is in the bottom 14% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SFILX is 1414
Combined Rank
The Sharpe Ratio Rank of SFILX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of SFILX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of SFILX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of SFILX is 2828
Calmar Ratio Rank
The Martin Ratio Rank of SFILX is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Schwab Fundamental International Small Company Index Fund (SFILX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SFILX, currently valued at 0.78, compared to the broader market-1.000.001.002.003.004.005.000.782.54
The chart of Sortino ratio for SFILX, currently valued at 1.16, compared to the broader market0.005.0010.001.163.40
The chart of Omega ratio for SFILX, currently valued at 1.14, compared to the broader market1.002.003.004.001.141.47
The chart of Calmar ratio for SFILX, currently valued at 0.69, compared to the broader market0.005.0010.0015.0020.000.693.66
The chart of Martin ratio for SFILX, currently valued at 3.39, compared to the broader market0.0020.0040.0060.0080.00100.003.3916.26
SFILX
^GSPC

The current Schwab Fundamental International Small Company Index Fund Sharpe ratio is 0.78. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Schwab Fundamental International Small Company Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.78
2.54
SFILX (Schwab Fundamental International Small Company Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab Fundamental International Small Company Index Fund provided a 3.05% dividend yield over the last twelve months, with an annual payout of $0.40 per share.


2.00%2.50%3.00%$0.00$0.10$0.20$0.30$0.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.40$0.40$0.23$0.41$0.27$0.36$0.30$0.34$0.29$0.23$0.19$0.31

Dividend yield

3.05%3.11%1.99%2.87%1.98%2.78%2.70%2.35%2.45%2.09%1.74%2.75%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab Fundamental International Small Company Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.40
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41$0.41
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2013$0.31$0.31

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.32%
-0.88%
SFILX (Schwab Fundamental International Small Company Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab Fundamental International Small 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 International Small Company Index Fund was 54.02%, occurring on Mar 9, 2009. Recovery took 420 trading sessions.

The current Schwab Fundamental International Small Company Index Fund drawdown is 8.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.02%May 19, 2008202Mar 9, 2009420Nov 4, 2010622
-43.13%Jan 29, 2018541Mar 23, 2020200Jan 6, 2021741
-32.29%Sep 7, 2021278Oct 12, 2022486Sep 19, 2024764
-22.94%May 3, 2011274Jun 1, 2012212Apr 10, 2013486
-17.96%May 18, 2015187Feb 11, 2016126Aug 11, 2016313

Volatility

Volatility Chart

The current Schwab Fundamental International Small Company Index Fund volatility is 3.49%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.49%
3.96%
SFILX (Schwab Fundamental International Small Company Index Fund)
Benchmark (^GSPC)