- ISIN
- US8085091606
- CUSIP
- 808509160
- Issuer
- Charles Schwab
- Inception Date
- Oct 21, 2014
- Category
- REIT
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Real Estate
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
SFREX Performance Chart
Schwab Fundamental Global Real Estate Index Fund (SFREX) is up 9.5% since the beginning of the year. SFREX is currently trading at $11 per share. Investors who bought $1,000 worth of SFREX shares 5 years ago would now be looking at an investment worth $1,057.
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Returns By Period
Schwab Fundamental Global Real Estate Index Fund (SFREX) has returned 9.53% so far this year and 13.31% over the past 12 months. Over the last ten years, SFREX has returned 3.16% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Schwab Fundamental Global Real Estate Index Fund
- 1D
- -0.09%
- 1M
- 3.20%
- 6M
- 3.62%
- YTD
- 9.53%
- 1Y
- 13.31%
- 3Y*
- 8.67%
- 5Y*
- 1.12%
- 10Y*
- 3.16%
- ALL TIME*
- 3.67%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
SFREX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2015, SFREX's average daily return is +0.02%, while the average monthly return is +0.43%. At this rate, an investment would double in approximately 13.5 years.
Historically, 56% of months were positive and 44% were negative. The best month was Nov 2020 with a return of +16.7%, while the worst month was Mar 2020 at -24.5%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SFREX closed higher 50% of trading days. The best single day was Nov 10, 2020 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -13.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.70% | 4.52% | -10.29% | 7.62% | -0.96% | -1.00% | 4.72% | 9.53% | |||||
| 2025 | 0.87% | 3.58% | -2.26% | 0.64% | 1.17% | 2.99% | 0.52% | 4.42% | 1.55% | -3.91% | 2.95% | -1.48% | 11.26% |
| 2024 | -5.86% | 0.69% | 2.81% | -4.13% | 2.68% | -1.43% | 6.86% | 4.57% | 8.39% | -4.17% | 0.61% | -6.69% | 3.05% |
| 2023 | 8.39% | -6.03% | -4.08% | 0.78% | -6.55% | 5.20% | 5.23% | -4.54% | -5.44% | -5.18% | 9.91% | 8.64% | 4.10% |
| 2022 | -2.51% | -1.55% | 2.57% | -4.86% | -2.60% | -7.28% | 3.49% | -5.69% | -11.64% | -0.58% | 13.13% | -3.79% | -21.06% |
| 2021 | -0.19% | 6.66% | 2.71% | 4.14% | 2.28% | 0.05% | -0.67% | 1.76% | -3.81% | 3.02% | -3.69% | 5.47% | 18.56% |
Benchmark Metrics
Schwab Fundamental Global Real Estate Index Fund has an annualized alpha of -4.11%, beta of 0.74, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since January 02, 2015.
- This fund participated in 95.67% of S&P 500 Index downside but only 64.00% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -4.11% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -4.11%
- Beta
- 0.74
- R²
- 0.56
- Upside Capture
- 64.00%
- Downside Capture
- 95.67%
Expense Ratio
SFREX has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SFREX ranks 23 for risk / return — above 23% of mutual funds peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Schwab Fundamental Global Real Estate Index Fund (SFREX) 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.
| SFREX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.97 | 2.00 | -1.03 |
| Martin ratioReturn relative to average drawdown | 2.93 | 8.49 | -5.56 |
Dividends
Dividend History
Schwab Fundamental Global Real Estate Index Fund provided a 3.26% dividend yield over the last twelve months, with an annual payout of $0.35 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 | $0.35 | $0.34 | $0.34 | $0.33 | $0.27 | $0.35 | $0.36 | $0.50 | $0.56 | $0.33 | $0.51 | $0.13 |
Dividend yield | 3.26% | 3.51% | 3.75% | 3.53% | 2.89% | 2.92% | 3.46% | 4.10% | 5.45% | 2.78% | 5.00% | 1.29% |
Monthly Dividends
The table displays the monthly dividend distributions for Schwab Fundamental Global Real Estate 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 | $0.03 | $0.00 | $0.00 | $0.09 | $0.00 | $0.12 | |||||
| 2025 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.15 | $0.34 |
| 2024 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.13 | $0.34 |
| 2023 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.18 | $0.33 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 | $0.27 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.17 | $0.35 |
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 Global Real Estate 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 Global Real Estate Index Fund was 41.98%, occurring on Mar 23, 2020. Recovery took 284 trading sessions.
The current Schwab Fundamental Global Real Estate Index Fund drawdown is 0.86%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-41.98%Mar 2020 | 1mo 4d | 1y 1mo | 1y 2moFeb 2020 - May 2021 | COVID crash2020 |
-34.18%Oct 2023 | 2y 4mo | 2y 3mo | 4y 8moJun 2021 - Feb 2026 | — |
-17.44%Feb 2016 | 1y 5d | 4mo 20d | 1y 4moFeb 2015 - Jun 2016 | — |
-14.62%Dec 2018 | 10mo 29d | 2mo 27d | 1y 1moJan 2018 - Mar 2019 | Rate-hike selloffLate 2018 |
-11.96%Mar 2026 | 25d | — | 5mo 4dMar 2026 - now | — |
Drawdown Indicators
| SFREX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.98% | -56.78% | +14.80% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -9.10% | -2.86% |
Max Drawdown (3Y)Largest decline over 3 years | -20.54% | -18.90% | -1.64% |
Max Drawdown (5Y)Largest decline over 5 years | -32.90% | -25.43% | -7.47% |
Max Drawdown (10Y)Largest decline over 10 years | -41.98% | -33.92% | -8.06% |
Current DrawdownCurrent decline from peak | -0.86% | -1.58% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -10.36% | -10.70% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 2.14% | +1.82% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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