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Schwab International Opportunities Fund (SWMIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS8085096407
CUSIP808509640
IssuerCharles Schwab
Inception DateApr 1, 2004
CategoryForeign Large Cap Equities
Min. Investment$0
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

SWMIX has a high expense ratio of 0.99%, indicating higher-than-average management fees.


Expense ratio chart for SWMIX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

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: SWMIX vs. NSRIX, SWMIX vs. SWISX, SWMIX vs. VOO, SWMIX vs. VEU, SWMIX vs. SWPPX, SWMIX vs. SPY

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
5.35%
15.83%
SWMIX (Schwab International Opportunities Fund)
Benchmark (^GSPC)

Returns By Period

Schwab International Opportunities Fund had a return of 5.61% year-to-date (YTD) and 22.78% in the last 12 months. Over the past 10 years, Schwab International Opportunities Fund had an annualized return of 5.30%, while the S&P 500 had an annualized return of 11.23%, indicating that Schwab International Opportunities Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.61%22.29%
1 month-3.97%1.65%
6 months5.35%15.83%
1 year22.78%39.98%
5 years (annualized)4.42%13.99%
10 years (annualized)5.30%11.23%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.06%3.07%2.98%-3.57%4.50%-2.06%2.30%2.77%1.49%5.61%
20239.86%-3.63%3.03%0.91%-3.42%4.27%3.25%-4.70%-6.15%-5.36%9.83%5.72%12.52%
2022-8.43%-5.28%-1.15%-7.51%0.86%-9.65%6.14%-6.10%-10.82%5.10%13.44%-2.52%-25.35%
2021-0.79%2.42%-0.07%4.27%1.83%0.20%0.86%2.27%-4.37%2.89%-5.98%2.62%5.78%
2020-3.05%-6.33%-18.34%11.26%8.30%5.14%4.98%6.65%-1.55%-1.73%13.91%6.93%23.94%
20198.21%2.39%0.42%4.59%-6.83%6.62%-1.56%-2.04%1.99%3.95%2.27%4.31%26.07%
20185.67%-4.40%-0.86%0.60%-0.60%-2.00%1.12%-1.60%-0.70%-10.83%-0.04%-5.22%-18.08%
20174.63%1.24%3.37%3.74%3.23%0.37%4.06%1.06%3.00%1.97%0.96%3.10%35.31%
2016-6.48%-2.65%7.96%0.24%-0.00%-2.85%5.33%0.47%2.21%-2.58%-2.27%1.89%0.44%
20150.14%5.36%-0.26%2.92%0.71%-1.57%0.76%-6.47%-3.84%5.33%-0.00%0.52%3.02%
2014-4.21%6.05%-0.53%-0.12%1.57%0.49%-3.24%1.13%-5.01%0.04%0.30%-0.75%-4.64%
20134.14%0.10%1.26%3.68%-1.15%-3.50%5.32%-1.79%7.20%3.23%0.55%3.69%24.57%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SWMIX is 18, indicating that it is in the bottom 18% 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 SWMIX is 1818
Combined Rank
The Sharpe Ratio Rank of SWMIX is 1717Sharpe Ratio Rank
The Sortino Ratio Rank of SWMIX is 1717Sortino Ratio Rank
The Omega Ratio Rank of SWMIX is 1616Omega Ratio Rank
The Calmar Ratio Rank of SWMIX is 1515Calmar Ratio Rank
The Martin Ratio Rank of SWMIX is 2727Martin 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 International Opportunities Fund (SWMIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SWMIX
Sharpe ratio
The chart of Sharpe ratio for SWMIX, currently valued at 1.77, compared to the broader market-2.000.002.004.001.77
Sortino ratio
The chart of Sortino ratio for SWMIX, currently valued at 2.52, compared to the broader market0.005.0010.002.52
Omega ratio
The chart of Omega ratio for SWMIX, currently valued at 1.31, compared to the broader market1.002.003.004.001.31
Calmar ratio
The chart of Calmar ratio for SWMIX, currently valued at 0.74, compared to the broader market0.005.0010.0015.0020.000.74
Martin ratio
The chart of Martin ratio for SWMIX, currently valued at 10.42, compared to the broader market0.0020.0040.0060.0080.00100.0010.42
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market-2.000.002.004.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market0.005.0010.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market1.002.003.004.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.0015.0020.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0020.0040.0060.0080.00100.0022.22

Sharpe Ratio

The current Schwab International Opportunities Fund Sharpe ratio is 1.77. 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 International Opportunities 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 Ratio0.001.002.003.00MayJuneJulyAugustSeptemberOctober
1.77
3.43
SWMIX (Schwab International Opportunities Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab International Opportunities Fund provided a 1.63% dividend yield over the last twelve months, with an annual payout of $0.34 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.34$0.34$0.65$4.38$1.72$0.47$4.05$2.40$0.33$2.98$0.67$0.68

Dividend yield

1.63%1.73%3.59%17.50%6.16%1.94%20.91%9.06%1.58%14.22%3.03%2.84%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab International Opportunities 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
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$0.65$0.65
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.38$4.38
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.72$1.72
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.05$4.05
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.40$2.40
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.98$2.98
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.67$0.67
2013$0.68$0.68

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.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-17.22%
-0.54%
SWMIX (Schwab International Opportunities Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab International Opportunities 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 International Opportunities Fund was 59.84%, occurring on Nov 20, 2008. Recovery took 611 trading sessions.

The current Schwab International Opportunities Fund drawdown is 17.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.84%Nov 1, 2007266Nov 20, 2008611Apr 27, 2011877
-40.51%Sep 8, 2021277Oct 12, 2022
-38.42%Jan 29, 2018541Mar 23, 2020108Aug 25, 2020649
-25.79%May 2, 2011108Oct 3, 2011302Dec 17, 2012410
-20.48%May 18, 2015187Feb 11, 2016274Mar 15, 2017461

Volatility

Volatility Chart

The current Schwab International Opportunities Fund volatility is 2.77%, 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%MayJuneJulyAugustSeptemberOctober
2.77%
2.71%
SWMIX (Schwab International Opportunities Fund)
Benchmark (^GSPC)