- ISIN
- US8085093768
- CUSIP
- 808509376
- Issuer
- Charles Schwab
- Inception Date
- Apr 2, 2007
- Region
- Developed Markets (Developed ex-U.S.)
- Category
- Foreign Large Cap Equities
- Min. Investment
- $0
- Index Tracked
- RAFI Fundamental High Liquidity Developed ex US Large Index (Net)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $5B
Share Price Chart
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Performance
SFNNX Performance Chart
Schwab Fundamental International Equity Index Fund (SFNNX) is up 19.4% since the beginning of the year. SFNNX is currently trading at $17 per share. Investors who bought $1,000 worth of SFNNX shares 5 years ago would now be looking at an investment worth $1,920.
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Returns By Period
Schwab Fundamental International Equity Index Fund (SFNNX) has returned 19.44% so far this year and 43.42% over the past 12 months. Over the last ten years, SFNNX has returned 11.77% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Schwab Fundamental International Equity Index Fund
- 1D
- 0.91%
- 1M
- 1.47%
- YTD
- 19.44%
- 6M
- 20.65%
- 1Y
- 43.42%
- 3Y*
- 22.26%
- 5Y*
- 13.93%
- 10Y*
- 11.77%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
SFNNX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2008, SFNNX's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.
Historically, 55% of months were positive and 45% were negative. The best month was Apr 2009 with a return of +19.0%, while the worst month was Oct 2008 at -21.0%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SFNNX closed higher 51% of trading days. The best single day was Oct 28, 2008 with a return of +11.5%, while the worst single day was Mar 12, 2020 at -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.20% | 8.66% | -7.73% | 6.43% | 4.85% | -0.42% | 19.44% | ||||||
| 2025 | 3.96% | 3.16% | 1.44% | 3.19% | 4.56% | 3.21% | -0.40% | 5.20% | 2.66% | 2.22% | 1.88% | 3.94% | 41.06% |
| 2024 | -1.52% | 2.61% | 4.24% | -2.44% | 4.36% | -2.66% | 3.65% | 2.11% | 1.03% | -5.20% | -0.18% | -3.17% | 2.27% |
| 2023 | 8.73% | -2.44% | 1.35% | 2.77% | -4.10% | 5.63% | 3.75% | -3.33% | -2.17% | -3.52% | 8.03% | 4.72% | 19.88% |
| 2022 | 0.99% | -2.05% | -0.10% | -5.20% | 3.69% | -9.87% | 3.16% | -4.38% | -9.84% | 6.73% | 12.72% | -1.74% | -7.95% |
| 2021 | -0.22% | 5.34% | 3.52% | 2.20% | 4.60% | -2.15% | -0.86% | 0.68% | -1.25% | 2.42% | -5.78% | 5.65% | 14.38% |
Benchmark Metrics
Schwab Fundamental International Equity Index Fund has an annualized alpha of -1.89%, beta of 0.92, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since January 02, 2008.
- This fund participated in 105.98% of S&P 500 Index downside but only 92.01% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.92 and R2 of 0.73, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.89%
- Beta
- 0.92
- R²
- 0.73
- Upside Capture
- 92.01%
- Downside Capture
- 105.98%
Expense Ratio
SFNNX has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
SFNNX ranks 86 for risk / return — in the top 86% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Schwab Fundamental International Equity Index Fund (SFNNX) 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.
| SFNNX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.37 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.02 | 2.78 | +1.23 |
| Martin ratioReturn relative to average drawdown | 14.74 | 12.44 | +2.30 |
Dividends
Dividend History
Schwab Fundamental International Equity Index Fund provided a 4.28% dividend yield over the last twelve months, with an annual payout of $0.71 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 | $0.71 | $0.71 | $0.37 | $0.34 | $0.26 | $0.39 | $0.22 | $0.33 | $0.28 | $0.26 | $0.25 | $0.22 |
Dividend yield | 4.28% | 5.11% | 3.61% | 3.26% | 2.92% | 3.81% | 2.42% | 3.69% | 3.51% | 2.70% | 3.21% | 2.92% |
Monthly Dividends
The table displays the monthly dividend distributions for Schwab Fundamental International Equity 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 | $0.71 | $0.71 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.37 |
| 2023 | $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 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.26 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
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 International Equity 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 Equity Index Fund was 59.60%, occurring on Mar 9, 2009. Recovery took 1141 trading sessions.
The current Schwab Fundamental International Equity Index Fund drawdown is 1.72%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -59.60%Mar 2009 | 1y 2mo | 4y 6mo | 5y 8moJan 2008 - Sep 2013 |
COVID crash2020 | -40.23%Mar 2020 | 2y 1mo | 9mo 18d | 2y 11moJan 2018 - Jan 2021 |
2016 bear market2016 | -27.49%Feb 2016 | 1y 7mo | 1y 3mo | 2y 11moJul 2014 - Jun 2017 |
Bear market2022 | -25.66%Sep 2022 | 8mo 12d | 9mo 19d | 1y 5moJan 2022 - Jul 2023 |
2025 selloff2025 | -13.78%Apr 2025 | 19d | 24d | 1mo 13dMar 2025 - May 2025 |
Drawdown Indicators
| SFNNX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.60% | -56.78% | -2.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.63% | -9.10% | -1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -13.78% | -18.90% | +5.12% |
Max Drawdown (5Y)Largest decline over 5 years | -25.66% | -25.43% | -0.23% |
Max Drawdown (10Y)Largest decline over 10 years | -40.23% | -33.92% | -6.31% |
Current DrawdownCurrent decline from peak | -1.72% | -1.80% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -11.94% | -10.71% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.03% | +0.86% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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