OIDYX vs. SFNNX
Compare and contrast key facts about Invesco International Diversified Fund (OIDYX) and Schwab Fundamental International Large Company Index Fund (SFNNX).
OIDYX is managed by Invesco. It was launched on Sep 26, 2005. SFNNX is managed by Charles Schwab. It was launched on Apr 1, 2007.
Performance
OIDYX vs. SFNNX - Performance Comparison
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OIDYX vs. SFNNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OIDYX Invesco International Diversified Fund | -0.66% | 21.74% | -2.37% | 15.74% | -25.05% | 4.30% | 20.82% | 25.06% | -14.44% | 32.75% |
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% | 23.95% |
Returns By Period
In the year-to-date period, OIDYX achieves a -0.66% return, which is significantly lower than SFNNX's 7.49% return. Over the past 10 years, OIDYX has underperformed SFNNX with an annualized return of 6.34%, while SFNNX has yielded a comparatively higher 10.98% annualized return.
OIDYX
- 1D
- 2.89%
- 1M
- -6.68%
- YTD
- -0.66%
- 6M
- 2.66%
- 1Y
- 18.68%
- 3Y*
- 7.60%
- 5Y*
- 1.00%
- 10Y*
- 6.34%
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%
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OIDYX vs. SFNNX - Expense Ratio Comparison
OIDYX has a 0.19% 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
OIDYX vs. SFNNX — Risk / Return Rank
OIDYX
SFNNX
OIDYX vs. SFNNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco International Diversified Fund (OIDYX) 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.
| OIDYX | SFNNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 2.40 | -1.21 |
Sortino ratioReturn per unit of downside risk | 1.69 | 3.03 | -1.34 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.47 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 3.47 | -1.99 |
Martin ratioReturn relative to average drawdown | 5.66 | 13.20 | -7.54 |
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
| OIDYX | SFNNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 2.40 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.80 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.64 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.25 | +0.09 |
Correlation
The correlation between OIDYX and SFNNX is 0.91, 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
OIDYX vs. SFNNX - Dividend Comparison
OIDYX's dividend yield for the trailing twelve months is around 35.17%, more than SFNNX's 4.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OIDYX Invesco International Diversified Fund | 35.17% | 34.94% | 5.44% | 0.37% | 14.77% | 8.15% | 1.17% | 2.13% | 1.18% | 0.65% | 0.71% | 1.21% |
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
OIDYX vs. SFNNX - Drawdown Comparison
The maximum OIDYX drawdown since its inception was -58.32%, roughly equal to the maximum SFNNX drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for OIDYX and SFNNX.
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Drawdown Indicators
| OIDYX | SFNNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.32% | -59.60% | +1.28% |
Max Drawdown (1Y)Largest decline over 1 year | -11.07% | -10.96% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -37.96% | -25.66% | -12.30% |
Max Drawdown (10Y)Largest decline over 10 years | -37.96% | -40.23% | +2.27% |
Current DrawdownCurrent decline from peak | -8.51% | -7.73% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -12.26% | -12.06% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.88% | +0.01% |
Volatility
OIDYX vs. SFNNX - Volatility Comparison
Invesco International Diversified Fund (OIDYX) and Schwab Fundamental International Large Company Index Fund (SFNNX) have volatilities of 7.45% 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
| OIDYX | SFNNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.45% | 7.48% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.92% | 10.99% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 16.49% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.33% | 15.46% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 17.28% | -0.89% |