SCHE vs. SFENX
Compare and contrast key facts about Schwab Emerging Markets Equity ETF (SCHE) and Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX).
SCHE is a passively managed fund by Charles Schwab that tracks the performance of the FTSE All-World Emerging. It was launched on Jan 14, 2010. SFENX is managed by Charles Schwab. It was launched on Jan 30, 2008.
Performance
SCHE vs. SFENX - Performance Comparison
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SCHE vs. SFENX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHE Schwab Emerging Markets Equity ETF | 0.89% | 26.54% | 10.60% | 8.93% | -17.84% | -0.65% | 14.49% | 20.31% | -13.57% | 32.70% |
SFENX Schwab Fundamental Emerging Markets Large Company Index Fund | 5.03% | 29.19% | 12.31% | 14.90% | -15.50% | 13.91% | -3.01% | 19.46% | -9.96% | 26.44% |
Returns By Period
In the year-to-date period, SCHE achieves a 0.89% return, which is significantly lower than SFENX's 5.03% return. Over the past 10 years, SCHE has underperformed SFENX with an annualized return of 7.71%, while SFENX has yielded a comparatively higher 10.08% annualized return.
SCHE
- 1D
- 0.27%
- 1M
- -5.17%
- YTD
- 0.89%
- 6M
- 1.12%
- 1Y
- 22.64%
- 3Y*
- 14.08%
- 5Y*
- 3.73%
- 10Y*
- 7.71%
SFENX
- 1D
- 1.97%
- 1M
- -4.95%
- YTD
- 5.03%
- 6M
- 8.38%
- 1Y
- 27.97%
- 3Y*
- 18.63%
- 5Y*
- 9.23%
- 10Y*
- 10.08%
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SCHE vs. SFENX - Expense Ratio Comparison
SCHE has a 0.11% expense ratio, which is lower than SFENX's 0.39% expense ratio.
Return for Risk
SCHE vs. SFENX — Risk / Return Rank
SCHE
SFENX
SCHE vs. SFENX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Emerging Markets Equity ETF (SCHE) and Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX). 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.
| SCHE | SFENX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 1.86 | -0.61 |
Sortino ratioReturn per unit of downside risk | 1.78 | 2.45 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.36 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 2.27 | -0.35 |
Martin ratioReturn relative to average drawdown | 7.21 | 9.76 | -2.55 |
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
| SCHE | SFENX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.86 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.60 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.60 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.41 | -0.19 |
Correlation
The correlation between SCHE and SFENX is 0.90, 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
SCHE vs. SFENX - Dividend Comparison
SCHE's dividend yield for the trailing twelve months is around 2.85%, less than SFENX's 3.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHE Schwab Emerging Markets Equity ETF | 2.85% | 2.88% | 3.03% | 3.83% | 2.88% | 2.86% | 2.09% | 3.27% | 2.64% | 2.31% | 2.27% | 2.50% |
SFENX Schwab Fundamental Emerging Markets Large Company Index Fund | 3.74% | 3.93% | 4.67% | 5.00% | 5.46% | 4.61% | 2.95% | 3.82% | 2.90% | 2.37% | 2.16% | 3.23% |
Drawdowns
SCHE vs. SFENX - Drawdown Comparison
The maximum SCHE drawdown since its inception was -36.20%, smaller than the maximum SFENX drawdown of -47.19%. Use the drawdown chart below to compare losses from any high point for SCHE and SFENX.
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Drawdown Indicators
| SCHE | SFENX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.20% | -47.19% | +10.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -12.41% | +0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -33.77% | -29.26% | -4.51% |
Max Drawdown (10Y)Largest decline over 10 years | -36.20% | -39.59% | +3.39% |
Current DrawdownCurrent decline from peak | -8.15% | -7.03% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -12.71% | -13.00% | +0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.91% | +0.32% |
Volatility
SCHE vs. SFENX - Volatility Comparison
Schwab Emerging Markets Equity ETF (SCHE) has a higher volatility of 7.69% compared to Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) at 6.37%. This indicates that SCHE's price experiences larger fluctuations and is considered to be riskier than SFENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHE | SFENX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 6.37% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 10.46% | +2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 15.50% | +2.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 15.37% | +2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.42% | 16.99% | +2.43% |