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FIWCX vs. SFNNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIWCX and SFNNX is 0.97, 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.


-0.50.00.51.01.0

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.

20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
27.22%
43.03%
FIWCX
SFNNX

Key characteristics

Sharpe Ratio

FIWCX:

0.88

SFNNX:

0.71

Sortino Ratio

FIWCX:

1.24

SFNNX:

1.02

Omega Ratio

FIWCX:

1.15

SFNNX:

1.13

Calmar Ratio

FIWCX:

1.22

SFNNX:

0.86

Martin Ratio

FIWCX:

2.79

SFNNX:

2.12

Ulcer Index

FIWCX:

4.07%

SFNNX:

4.19%

Daily Std Dev

FIWCX:

12.93%

SFNNX:

12.59%

Max Drawdown

FIWCX:

-42.76%

SFNNX:

-62.47%

Current Drawdown

FIWCX:

-3.80%

SFNNX:

-5.72%

Returns By Period

The year-to-date returns for both stocks are quite close, with FIWCX having a 4.04% return and SFNNX slightly lower at 3.96%.


FIWCX

YTD

4.04%

1M

4.26%

6M

1.26%

1Y

10.61%

5Y*

5.97%

10Y*

N/A

SFNNX

YTD

3.96%

1M

3.66%

6M

-0.33%

1Y

8.07%

5Y*

7.57%

10Y*

6.08%

*Annualized

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%.


SFNNX
Schwab Fundamental International Large Company Index Fund
Expense ratio chart for SFNNX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for FIWCX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%

Risk-Adjusted Performance

FIWCX vs. SFNNX — Risk-Adjusted Performance Rank

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

FIWCX
The Risk-Adjusted Performance Rank of FIWCX is 4444
Overall Rank
The Sharpe Ratio Rank of FIWCX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of FIWCX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of FIWCX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of FIWCX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FIWCX is 3636
Martin Ratio Rank

SFNNX
The Risk-Adjusted Performance Rank of SFNNX is 3333
Overall Rank
The Sharpe Ratio Rank of SFNNX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of SFNNX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of SFNNX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of SFNNX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of SFNNX is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for FIWCX, currently valued at 0.88, compared to the broader market-1.000.001.002.003.004.000.880.71
The chart of Sortino ratio for FIWCX, currently valued at 1.24, compared to the broader market0.005.0010.001.241.02
The chart of Omega ratio for FIWCX, currently valued at 1.15, compared to the broader market1.002.003.004.001.151.13
The chart of Calmar ratio for FIWCX, currently valued at 1.22, compared to the broader market0.005.0010.0015.0020.001.220.86
The chart of Martin ratio for FIWCX, currently valued at 2.79, compared to the broader market0.0020.0040.0060.0080.002.792.12
FIWCX
SFNNX

The current FIWCX Sharpe Ratio is 0.88, which is comparable to the SFNNX Sharpe Ratio of 0.71. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.88
0.71
FIWCX
SFNNX

Dividends

FIWCX vs. SFNNX - Dividend Comparison

FIWCX's dividend yield for the trailing twelve months is around 4.09%, more than SFNNX's 3.47% yield.


TTM20242023202220212020201920182017201620152014
FIWCX
Fidelity SAI International Value Index Fund
4.09%4.26%5.88%4.66%4.95%1.58%3.40%2.13%0.07%0.00%0.00%0.00%
SFNNX
Schwab Fundamental International Large Company Index Fund
3.47%3.61%3.27%2.92%3.81%2.43%3.68%3.51%2.70%3.20%2.91%3.60%

Drawdowns

FIWCX vs. SFNNX - Drawdown Comparison

The maximum FIWCX drawdown since its inception was -42.76%, smaller than the maximum SFNNX drawdown of -62.47%. Use the drawdown chart below to compare losses from any high point for FIWCX and SFNNX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.80%
-5.72%
FIWCX
SFNNX

Volatility

FIWCX vs. SFNNX - Volatility Comparison

Fidelity SAI International Value Index Fund (FIWCX) has a higher volatility of 3.64% compared to Schwab Fundamental International Large Company Index Fund (SFNNX) at 3.11%. 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.64%
3.11%
FIWCX
SFNNX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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