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SCHC vs. SFILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHC vs. SFILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Small-Cap Equity ETF (SCHC) and Schwab Fundamental International Small Company Index Fund (SFILX). The values are adjusted to include any dividend payments, if applicable.

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SCHC vs. SFILX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHC
Schwab International Small-Cap Equity ETF
2.66%37.59%1.97%14.36%-21.74%12.02%10.48%23.10%-18.60%29.42%
SFILX
Schwab Fundamental International Small Company Index Fund
0.52%36.17%1.29%14.80%-14.89%9.69%7.50%19.58%-18.67%26.08%

Returns By Period

In the year-to-date period, SCHC achieves a 2.66% return, which is significantly higher than SFILX's 0.52% return. Both investments have delivered pretty close results over the past 10 years, with SCHC having a 7.87% annualized return and SFILX not far ahead at 7.92%.


SCHC

1D
3.43%
1M
-9.31%
YTD
2.66%
6M
6.31%
1Y
35.15%
3Y*
15.42%
5Y*
6.24%
10Y*
7.87%

SFILX

1D
-0.51%
1M
-11.35%
YTD
0.52%
6M
3.98%
1Y
29.02%
3Y*
14.53%
5Y*
6.83%
10Y*
7.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCHC vs. SFILX - Expense Ratio Comparison

SCHC has a 0.11% expense ratio, which is lower than SFILX's 0.39% expense ratio.


Return for Risk

SCHC vs. SFILX — Risk / Return Rank

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

SCHC
SCHC Risk / Return Rank: 9191
Overall Rank
SCHC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SCHC Sortino Ratio Rank: 9393
Sortino Ratio Rank
SCHC Omega Ratio Rank: 9393
Omega Ratio Rank
SCHC Calmar Ratio Rank: 8888
Calmar Ratio Rank
SCHC Martin Ratio Rank: 9090
Martin Ratio Rank

SFILX
SFILX Risk / Return Rank: 8888
Overall Rank
SFILX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SFILX Sortino Ratio Rank: 8989
Sortino Ratio Rank
SFILX Omega Ratio Rank: 8787
Omega Ratio Rank
SFILX Calmar Ratio Rank: 8888
Calmar Ratio Rank
SFILX Martin Ratio Rank: 8686
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.

SCHC vs. SFILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Small-Cap Equity ETF (SCHC) and Schwab Fundamental International Small Company Index Fund (SFILX). 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.


SCHCSFILXDifference

Sharpe ratio

Return per unit of total volatility

2.04

1.94

+0.10

Sortino ratio

Return per unit of downside risk

2.70

2.49

+0.21

Omega ratio

Gain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratio

Return relative to maximum drawdown

2.73

2.32

+0.41

Martin ratio

Return relative to average drawdown

11.06

9.04

+2.02

SCHC vs. SFILX - Sharpe Ratio Comparison

The current SCHC Sharpe Ratio is 2.04, which is comparable to the SFILX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of SCHC and SFILX, 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


SCHCSFILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

1.94

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.45

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.49

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.57

-0.19

Correlation

The correlation between SCHC and SFILX 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

SCHC vs. SFILX - Dividend Comparison

SCHC's dividend yield for the trailing twelve months is around 3.57%, less than SFILX's 8.37% yield.


TTM20252024202320222021202020192018201720162015
SCHC
Schwab International Small-Cap Equity ETF
3.57%3.66%3.72%2.94%1.78%3.02%1.62%3.23%2.51%2.73%2.01%2.34%
SFILX
Schwab Fundamental International Small Company Index Fund
8.37%8.41%4.71%3.11%4.88%6.00%1.98%2.78%5.77%1.41%2.45%2.09%

Drawdowns

SCHC vs. SFILX - Drawdown Comparison

The maximum SCHC drawdown since its inception was -43.94%, roughly equal to the maximum SFILX drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for SCHC and SFILX.


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Drawdown Indicators


SCHCSFILXDifference

Max Drawdown

Largest peak-to-trough decline

-43.94%

-43.13%

-0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-12.48%

-11.35%

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-36.48%

-32.29%

-4.19%

Max Drawdown (10Y)

Largest decline over 10 years

-43.94%

-43.13%

-0.81%

Current Drawdown

Current decline from peak

-9.31%

-11.35%

+2.04%

Average Drawdown

Average peak-to-trough decline

-10.13%

-8.25%

-1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

2.91%

+0.17%

Volatility

SCHC vs. SFILX - Volatility Comparison

Schwab International Small-Cap Equity ETF (SCHC) has a higher volatility of 8.03% compared to Schwab Fundamental International Small Company Index Fund (SFILX) at 5.67%. This indicates that SCHC's price experiences larger fluctuations and is considered to be riskier than SFILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHCSFILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.03%

5.67%

+2.36%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

9.58%

+2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

17.37%

14.27%

+3.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

15.12%

+2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.88%

16.07%

+1.81%