CIVVX vs. SFNNX
Compare and contrast key facts about Causeway International Value Fund (CIVVX) and Schwab Fundamental International Large Company Index Fund (SFNNX).
CIVVX is managed by Causeway. It was launched on Oct 25, 2001. SFNNX is managed by Charles Schwab. It was launched on Apr 1, 2007.
Performance
CIVVX vs. SFNNX - Performance Comparison
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CIVVX vs. SFNNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIVVX Causeway International Value Fund | -4.47% | 38.72% | 3.46% | 26.99% | -6.99% | 8.86% | 5.16% | 19.81% | -18.83% | 27.09% |
SFNNX Schwab Fundamental International Large Company Index Fund | 7.49% | 41.06% | 2.27% | 19.88% | -7.95% | 14.38% | 4.35% | 18.09% | -13.96% | 23.95% |
Returns By Period
In the year-to-date period, CIVVX achieves a -4.47% return, which is significantly lower than SFNNX's 7.49% return. Over the past 10 years, CIVVX has underperformed SFNNX with an annualized return of 9.33%, while SFNNX has yielded a comparatively higher 10.98% annualized return.
CIVVX
- 1D
- 2.77%
- 1M
- -10.15%
- YTD
- -4.47%
- 6M
- 1.70%
- 1Y
- 20.18%
- 3Y*
- 15.13%
- 5Y*
- 10.16%
- 10Y*
- 9.33%
SFNNX
- 1D
- 2.54%
- 1M
- -6.45%
- YTD
- 7.49%
- 6M
- 15.84%
- 1Y
- 39.13%
- 3Y*
- 20.02%
- 5Y*
- 12.23%
- 10Y*
- 10.98%
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CIVVX vs. SFNNX - Expense Ratio Comparison
CIVVX has a 1.10% expense ratio, which is higher than SFNNX's 0.25% expense ratio.
Return for Risk
CIVVX vs. SFNNX — Risk / Return Rank
CIVVX
SFNNX
CIVVX vs. SFNNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Causeway International Value Fund (CIVVX) and Schwab Fundamental International Large Company Index Fund (SFNNX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| CIVVX | SFNNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 2.40 | -1.31 |
Sortino ratioReturn per unit of downside risk | 1.55 | 3.03 | -1.49 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.47 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 3.47 | -2.41 |
Martin ratioReturn relative to average drawdown | 4.12 | 13.20 | -9.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CIVVX | SFNNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 2.40 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.80 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.64 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.25 | +0.13 |
Correlation
The correlation between CIVVX and SFNNX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CIVVX vs. SFNNX - Dividend Comparison
CIVVX's dividend yield for the trailing twelve months is around 10.04%, more than SFNNX's 4.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIVVX Causeway International Value Fund | 10.04% | 9.59% | 9.07% | 3.39% | 1.54% | 1.60% | 1.11% | 4.41% | 3.31% | 1.73% | 1.69% | 1.70% |
SFNNX Schwab Fundamental International Large Company Index Fund | 4.76% | 5.11% | 3.61% | 3.26% | 2.92% | 3.81% | 2.42% | 3.69% | 3.51% | 2.70% | 3.21% | 2.92% |
Drawdowns
CIVVX vs. SFNNX - Drawdown Comparison
The maximum CIVVX drawdown since its inception was -61.07%, roughly equal to the maximum SFNNX drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for CIVVX and SFNNX.
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Drawdown Indicators
| CIVVX | SFNNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.07% | -59.60% | -1.47% |
Max Drawdown (1Y)Largest decline over 1 year | -16.20% | -10.96% | -5.24% |
Max Drawdown (5Y)Largest decline over 5 years | -28.60% | -25.66% | -2.94% |
Max Drawdown (10Y)Largest decline over 10 years | -45.13% | -40.23% | -4.90% |
Current DrawdownCurrent decline from peak | -13.03% | -7.73% | -5.30% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -12.06% | +0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.15% | 2.88% | +1.27% |
Volatility
CIVVX vs. SFNNX - Volatility Comparison
Causeway International Value Fund (CIVVX) has a higher volatility of 8.44% compared to Schwab Fundamental International Large Company Index Fund (SFNNX) at 7.48%. This indicates that CIVVX's price experiences larger fluctuations and is considered to be riskier than SFNNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIVVX | SFNNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.44% | 7.48% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 12.39% | 10.99% | +1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 16.49% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.85% | 15.46% | +2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.24% | 17.28% | +1.96% |