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FITFX vs. SFNNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FITFX vs. SFNNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex International Index Fund (FITFX) and Schwab Fundamental International Large Company Index Fund (SFNNX). The values are adjusted to include any dividend payments, if applicable.

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FITFX vs. SFNNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FITFX
Fidelity Flex International Index Fund
2.15%33.21%5.37%15.45%-15.72%7.76%10.77%21.44%-13.97%21.09%
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%19.27%

Returns By Period

In the year-to-date period, FITFX achieves a 2.15% return, which is significantly lower than SFNNX's 7.49% return.


FITFX

1D
3.01%
1M
-6.91%
YTD
2.15%
6M
6.52%
1Y
27.50%
3Y*
15.68%
5Y*
7.46%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FITFX vs. SFNNX - Expense Ratio Comparison

FITFX has a 0.00% expense ratio, which is lower than SFNNX's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FITFX vs. SFNNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FITFX
FITFX Risk / Return Rank: 8585
Overall Rank
FITFX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FITFX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FITFX Omega Ratio Rank: 8484
Omega Ratio Rank
FITFX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FITFX Martin Ratio Rank: 8484
Martin Ratio Rank

SFNNX
SFNNX Risk / Return Rank: 9595
Overall Rank
SFNNX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SFNNX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SFNNX Omega Ratio Rank: 9393
Omega Ratio Rank
SFNNX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SFNNX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FITFX vs. SFNNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex International Index Fund (FITFX) 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.


FITFXSFNNXDifference

Sharpe ratio

Return per unit of total volatility

1.73

2.40

-0.67

Sortino ratio

Return per unit of downside risk

2.31

3.03

-0.72

Omega ratio

Gain probability vs. loss probability

1.35

1.47

-0.12

Calmar ratio

Return relative to maximum drawdown

2.28

3.47

-1.19

Martin ratio

Return relative to average drawdown

8.81

13.20

-4.39

FITFX vs. SFNNX - Sharpe Ratio Comparison

The current FITFX Sharpe Ratio is 1.73, which is comparable to the SFNNX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of FITFX and SFNNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FITFXSFNNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

2.40

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.80

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.25

+0.28

Correlation

The correlation between FITFX and SFNNX is 0.93, 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

FITFX vs. SFNNX - Dividend Comparison

FITFX's dividend yield for the trailing twelve months is around 2.82%, less than SFNNX's 4.76% yield.


TTM20252024202320222021202020192018201720162015
FITFX
Fidelity Flex International Index Fund
2.82%2.88%2.77%2.67%2.60%2.25%1.50%2.54%1.92%1.70%0.00%0.00%
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

FITFX vs. SFNNX - Drawdown Comparison

The maximum FITFX drawdown since its inception was -34.84%, smaller than the maximum SFNNX drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for FITFX and SFNNX.


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Drawdown Indicators


FITFXSFNNXDifference

Max Drawdown

Largest peak-to-trough decline

-34.84%

-59.60%

+24.76%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-10.96%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-29.74%

-25.66%

-4.08%

Max Drawdown (10Y)

Largest decline over 10 years

-40.23%

Current Drawdown

Current decline from peak

-8.55%

-7.73%

-0.82%

Average Drawdown

Average peak-to-trough decline

-7.54%

-12.06%

+4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.88%

+0.03%

Volatility

FITFX vs. SFNNX - Volatility Comparison

Fidelity Flex International Index Fund (FITFX) has a higher volatility of 7.98% compared to Schwab Fundamental International Large Company Index Fund (SFNNX) at 7.48%. This indicates that FITFX'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


FITFXSFNNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.98%

7.48%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

10.99%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

16.42%

16.49%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.19%

15.46%

-0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

17.28%

-0.97%