EFNL vs. SCHX
Compare and contrast key facts about iShares MSCI Finland ETF (EFNL) and Schwab U.S. Large-Cap ETF (SCHX).
EFNL and SCHX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFNL is a passively managed fund by iShares that tracks the performance of the MSCI Finland IMI 25/50 Index. It was launched on Jan 25, 2012. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009. Both EFNL and SCHX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EFNL vs. SCHX - Performance Comparison
Loading graphics...
EFNL vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFNL iShares MSCI Finland ETF | 4.17% | 53.59% | -5.28% | -0.12% | -17.29% | 10.50% | 20.19% | 13.64% | -6.86% | 23.77% |
SCHX Schwab U.S. Large-Cap ETF | -3.70% | 17.46% | 24.88% | 26.84% | -19.41% | 26.81% | 20.81% | 31.22% | -4.66% | 21.95% |
Returns By Period
In the year-to-date period, EFNL achieves a 4.17% return, which is significantly higher than SCHX's -3.70% return. Over the past 10 years, EFNL has underperformed SCHX with an annualized return of 8.79%, while SCHX has yielded a comparatively higher 14.02% annualized return.
EFNL
- 1D
- 1.70%
- 1M
- -1.75%
- YTD
- 4.17%
- 6M
- 16.25%
- 1Y
- 41.22%
- 3Y*
- 13.82%
- 5Y*
- 6.00%
- 10Y*
- 8.79%
SCHX
- 1D
- 0.78%
- 1M
- -4.31%
- YTD
- -3.70%
- 6M
- -1.70%
- 1Y
- 17.91%
- 3Y*
- 18.55%
- 5Y*
- 11.30%
- 10Y*
- 14.02%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EFNL vs. SCHX - Expense Ratio Comparison
EFNL has a 0.53% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Return for Risk
EFNL vs. SCHX — Risk / Return Rank
EFNL
SCHX
EFNL vs. SCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Finland ETF (EFNL) and Schwab U.S. Large-Cap ETF (SCHX). 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.
| EFNL | SCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.32 | 0.98 | +1.34 |
Sortino ratioReturn per unit of downside risk | 3.05 | 1.50 | +1.56 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.23 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 3.75 | 1.51 | +2.24 |
Martin ratioReturn relative to average drawdown | 16.52 | 7.02 | +9.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EFNL | SCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 0.98 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.66 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.78 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.80 | -0.39 |
Correlation
The correlation between EFNL and SCHX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EFNL vs. SCHX - Dividend Comparison
EFNL's dividend yield for the trailing twelve months is around 3.26%, more than SCHX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFNL iShares MSCI Finland ETF | 3.26% | 3.40% | 5.05% | 4.31% | 5.94% | 2.29% | 2.94% | 5.70% | 3.83% | 3.30% | 2.40% | 1.57% |
SCHX Schwab U.S. Large-Cap ETF | 1.16% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
Drawdowns
EFNL vs. SCHX - Drawdown Comparison
The maximum EFNL drawdown since its inception was -38.70%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for EFNL and SCHX.
Loading graphics...
Drawdown Indicators
| EFNL | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.70% | -34.33% | -4.37% |
Max Drawdown (1Y)Largest decline over 1 year | -10.90% | -12.19% | +1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -38.70% | -25.41% | -13.29% |
Max Drawdown (10Y)Largest decline over 10 years | -38.70% | -34.33% | -4.37% |
Current DrawdownCurrent decline from peak | -3.13% | -5.67% | +2.54% |
Average DrawdownAverage peak-to-trough decline | -11.05% | -4.00% | -7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.62% | -0.14% |
Volatility
EFNL vs. SCHX - Volatility Comparison
iShares MSCI Finland ETF (EFNL) has a higher volatility of 6.82% compared to Schwab U.S. Large-Cap ETF (SCHX) at 5.36%. This indicates that EFNL's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EFNL | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.82% | 5.36% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 12.36% | 9.67% | +2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.88% | 18.33% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.41% | 17.13% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.99% | 18.13% | +1.86% |