FILFX vs. SCHX
Compare and contrast key facts about Strategic Advisers International Fund (FILFX) and Schwab U.S. Large-Cap ETF (SCHX).
FILFX is managed by Fidelity. It was launched on Mar 23, 2006. 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.
Performance
FILFX vs. SCHX - Performance Comparison
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FILFX vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FILFX Strategic Advisers International Fund | 0.64% | 30.56% | 4.79% | 18.21% | -17.44% | 10.82% | 14.90% | 24.04% | -15.25% | 26.24% |
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, FILFX achieves a 0.64% return, which is significantly higher than SCHX's -3.70% return. Over the past 10 years, FILFX has underperformed SCHX with an annualized return of 9.00%, while SCHX has yielded a comparatively higher 14.02% annualized return.
FILFX
- 1D
- 2.99%
- 1M
- -6.79%
- YTD
- 0.64%
- 6M
- 4.66%
- 1Y
- 22.50%
- 3Y*
- 14.46%
- 5Y*
- 7.24%
- 10Y*
- 9.00%
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%
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FILFX vs. SCHX - Expense Ratio Comparison
FILFX has a 0.56% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Return for Risk
FILFX vs. SCHX — Risk / Return Rank
FILFX
SCHX
FILFX vs. SCHX - 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 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.
| FILFX | SCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 0.98 | +0.57 |
Sortino ratioReturn per unit of downside risk | 2.16 | 1.50 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.23 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 1.51 | +0.38 |
Martin ratioReturn relative to average drawdown | 8.26 | 7.02 | +1.24 |
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 | SCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 0.98 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.66 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.78 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.80 | -0.51 |
Correlation
The correlation between FILFX and SCHX is 0.77, 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. SCHX - Dividend Comparison
FILFX's dividend yield for the trailing twelve months is around 7.28%, more than SCHX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FILFX Strategic Advisers International Fund | 7.28% | 7.33% | 3.91% | 2.45% | 4.58% | 8.87% | 1.75% | 3.26% | 6.71% | 3.13% | 2.16% | 3.21% |
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
FILFX vs. SCHX - Drawdown Comparison
The maximum FILFX drawdown since its inception was -60.75%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for FILFX and SCHX.
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Drawdown Indicators
| FILFX | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.75% | -34.33% | -26.42% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -12.19% | +1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -33.88% | -25.41% | -8.47% |
Max Drawdown (10Y)Largest decline over 10 years | -33.88% | -34.33% | +0.45% |
Current DrawdownCurrent decline from peak | -8.54% | -5.67% | -2.87% |
Average DrawdownAverage peak-to-trough decline | -13.45% | -4.00% | -9.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.62% | +0.50% |
Volatility
FILFX vs. SCHX - Volatility Comparison
Strategic Advisers International Fund (FILFX) has a higher volatility of 6.73% compared to Schwab U.S. Large-Cap ETF (SCHX) at 5.36%. This indicates that FILFX'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.
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Volatility by Period
| FILFX | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 5.36% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 9.67% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.75% | 18.33% | -0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.20% | 17.13% | -0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 18.13% | -1.70% |