FIWCX vs. SFNNX
Compare and contrast key facts about Fidelity SAI International Value Index Fund (FIWCX) and Schwab Fundamental International Large Company Index Fund (SFNNX).
FIWCX is managed by Fidelity. It was launched on Dec 19, 2017. SFNNX is managed by Charles Schwab. It was launched on Apr 1, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIWCX or SFNNX.
Performance
FIWCX vs. SFNNX - Performance Comparison
Returns By Period
In the year-to-date period, FIWCX achieves a 5.04% return, which is significantly higher than SFNNX's 4.38% return.
FIWCX
5.04%
-2.49%
-4.20%
10.50%
5.99%
N/A
SFNNX
4.38%
-2.06%
-2.23%
10.37%
7.24%
5.36%
Key characteristics
| FIWCX | SFNNX | |
|---|---|---|
| Sharpe Ratio | 0.69 | 0.82 |
| Sortino Ratio | 1.04 | 1.18 |
| Omega Ratio | 1.14 | 1.15 |
| Calmar Ratio | 1.17 | 1.24 |
| Martin Ratio | 3.08 | 3.71 |
| Ulcer Index | 3.41% | 2.80% |
| Daily Std Dev | 15.24% | 12.58% |
| Max Drawdown | -42.73% | -62.39% |
| Current Drawdown | -7.46% | -7.43% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FIWCX vs. SFNNX - Expense Ratio Comparison
FIWCX has a 0.17% 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%.
Correlation
The correlation between FIWCX and SFNNX is 0.96, 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.
Risk-Adjusted Performance
FIWCX vs. SFNNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Value Index Fund (FIWCX) 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.
Dividends
FIWCX vs. SFNNX - Dividend Comparison
FIWCX's dividend yield for the trailing twelve months is around 5.60%, more than SFNNX's 3.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIWCX Fidelity SAI International Value Index Fund | 5.60% | 5.88% | 4.66% | 4.95% | 1.58% | 3.40% | 2.13% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% |
SFNNX Schwab Fundamental International Large Company Index Fund | 3.13% | 3.27% | 2.92% | 3.81% | 2.43% | 3.68% | 3.51% | 2.70% | 3.20% | 2.91% | 3.60% | 2.72% |
Drawdowns
FIWCX vs. SFNNX - Drawdown Comparison
The maximum FIWCX drawdown since its inception was -42.73%, smaller than the maximum SFNNX drawdown of -62.39%. Use the drawdown chart below to compare losses from any high point for FIWCX and SFNNX. For additional features, visit the drawdowns tool.
Volatility
FIWCX vs. SFNNX - Volatility Comparison
Fidelity SAI International Value Index Fund (FIWCX) has a higher volatility of 4.04% compared to Schwab Fundamental International Large Company Index Fund (SFNNX) at 3.82%. This indicates that FIWCX'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.