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FIWCX vs. SFNNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIWCX vs. SFNNX - Performance Comparison

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

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FIWCX vs. SFNNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIWCX
Fidelity SAI International Value Index Fund
5.56%43.38%4.94%18.99%-5.96%13.88%-3.94%17.30%-16.13%0.77%
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%1.06%

Returns By Period

In the year-to-date period, FIWCX achieves a 5.56% return, which is significantly lower than SFNNX's 7.49% return.


FIWCX

1D
2.70%
1M
-5.00%
YTD
5.56%
6M
13.36%
1Y
35.11%
3Y*
20.49%
5Y*
12.78%
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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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%.


Return for Risk

FIWCX vs. SFNNX — Risk / Return Rank

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

FIWCX
FIWCX Risk / Return Rank: 9191
Overall Rank
FIWCX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FIWCX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FIWCX Omega Ratio Rank: 9090
Omega Ratio Rank
FIWCX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FIWCX Martin Ratio Rank: 9191
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.

FIWCX vs. SFNNX - Risk-Adjusted Trends 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.


FIWCXSFNNXDifference

Sharpe ratio

Return per unit of total volatility

2.15

2.40

-0.25

Sortino ratio

Return per unit of downside risk

2.77

3.03

-0.26

Omega ratio

Gain probability vs. loss probability

1.42

1.47

-0.06

Calmar ratio

Return relative to maximum drawdown

2.67

3.47

-0.80

Martin ratio

Return relative to average drawdown

10.70

13.20

-2.50

FIWCX vs. SFNNX - Sharpe Ratio Comparison

The current FIWCX Sharpe Ratio is 2.15, which is comparable to the SFNNX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of FIWCX 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


FIWCXSFNNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

2.40

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.80

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.25

+0.20

Correlation

The correlation between FIWCX and SFNNX is 0.95, 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

FIWCX vs. SFNNX - Dividend Comparison

FIWCX's dividend yield for the trailing twelve months is around 6.61%, more than SFNNX's 4.76% yield.


TTM20252024202320222021202020192018201720162015
FIWCX
Fidelity SAI International Value Index Fund
6.61%6.97%4.26%5.88%4.66%8.74%1.58%3.40%2.18%0.07%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

FIWCX vs. SFNNX - Drawdown Comparison

The maximum FIWCX drawdown since its inception was -42.73%, smaller than the maximum SFNNX drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for FIWCX and SFNNX.


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Drawdown Indicators


FIWCXSFNNXDifference

Max Drawdown

Largest peak-to-trough decline

-42.73%

-59.60%

+16.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-10.96%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-28.49%

-25.66%

-2.83%

Max Drawdown (10Y)

Largest decline over 10 years

-40.23%

Current Drawdown

Current decline from peak

-6.93%

-7.73%

+0.80%

Average Drawdown

Average peak-to-trough decline

-9.23%

-12.06%

+2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.88%

+0.14%

Volatility

FIWCX vs. SFNNX - Volatility Comparison

Fidelity SAI International Value Index Fund (FIWCX) and Schwab Fundamental International Large Company Index Fund (SFNNX) have volatilities of 7.35% and 7.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIWCXSFNNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.35%

7.48%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.72%

10.99%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

16.63%

16.49%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

15.46%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

17.28%

+0.97%