FILFX vs. SCHG
Compare and contrast key facts about Strategic Advisers International Fund (FILFX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
FILFX is managed by Fidelity. It was launched on Mar 23, 2006. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
FILFX vs. SCHG - Performance Comparison
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FILFX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FILFX Strategic Advisers International Fund | -2.28% | 30.56% | 4.79% | 18.21% | -17.44% | 10.82% | 14.90% | 24.04% | -15.25% | 26.24% |
SCHG Schwab U.S. Large-Cap Growth ETF | -10.59% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, FILFX achieves a -2.28% return, which is significantly higher than SCHG's -10.59% return. Over the past 10 years, FILFX has underperformed SCHG with an annualized return of 8.68%, while SCHG has yielded a comparatively higher 16.83% annualized return.
FILFX
- 1D
- -0.72%
- 1M
- -11.08%
- YTD
- -2.28%
- 6M
- 2.12%
- 1Y
- 19.33%
- 3Y*
- 13.34%
- 5Y*
- 6.89%
- 10Y*
- 8.68%
SCHG
- 1D
- 3.67%
- 1M
- -5.12%
- YTD
- -10.59%
- 6M
- -8.51%
- 1Y
- 16.81%
- 3Y*
- 21.91%
- 5Y*
- 12.55%
- 10Y*
- 16.83%
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FILFX vs. SCHG - Expense Ratio Comparison
FILFX has a 0.56% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
FILFX vs. SCHG — Risk / Return Rank
FILFX
SCHG
FILFX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers International Fund (FILFX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
| FILFX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.75 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.23 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.17 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.03 | +0.69 |
Martin ratioReturn relative to average drawdown | 7.63 | 3.54 | +4.09 |
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
| FILFX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.75 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.57 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.79 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.79 | -0.50 |
Correlation
The correlation between FILFX and SCHG is 0.71, 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
FILFX vs. SCHG - Dividend Comparison
FILFX's dividend yield for the trailing twelve months is around 7.50%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FILFX Strategic Advisers International Fund | 7.50% | 7.33% | 3.91% | 2.45% | 4.58% | 8.87% | 1.75% | 3.26% | 6.71% | 3.13% | 2.16% | 3.21% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
FILFX vs. SCHG - Drawdown Comparison
The maximum FILFX drawdown since its inception was -60.75%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FILFX and SCHG.
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Drawdown Indicators
| FILFX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.75% | -34.59% | -26.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -16.41% | +5.22% |
Max Drawdown (5Y)Largest decline over 5 years | -33.88% | -34.59% | +0.71% |
Max Drawdown (10Y)Largest decline over 10 years | -33.88% | -34.59% | +0.71% |
Current DrawdownCurrent decline from peak | -11.19% | -13.34% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -13.45% | -5.22% | -8.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 4.78% | -1.71% |
Volatility
FILFX vs. SCHG - Volatility Comparison
The current volatility for Strategic Advisers International Fund (FILFX) is 5.88%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.67%. This indicates that FILFX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FILFX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 6.67% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.25% | 12.51% | -2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 22.43% | -4.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 22.32% | -6.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 21.51% | -5.10% |