SCHE vs. SFILX
Compare and contrast key facts about Schwab Emerging Markets Equity ETF (SCHE) and Schwab Fundamental International Small Company Index Fund (SFILX).
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. SFILX is managed by Charles Schwab. It was launched on Jan 30, 2008.
Performance
SCHE vs. SFILX - Performance Comparison
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SCHE vs. SFILX - 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% |
SFILX Schwab Fundamental International Small Company Index Fund | 3.36% | 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, SCHE achieves a 0.89% return, which is significantly lower than SFILX's 3.36% return. Over the past 10 years, SCHE has underperformed SFILX with an annualized return of 7.71%, while SFILX has yielded a comparatively higher 8.22% 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%
SFILX
- 1D
- 2.83%
- 1M
- -7.68%
- YTD
- 3.36%
- 6M
- 6.86%
- 1Y
- 32.27%
- 3Y*
- 15.60%
- 5Y*
- 7.19%
- 10Y*
- 8.22%
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SCHE vs. SFILX - Expense Ratio Comparison
SCHE has a 0.11% expense ratio, which is lower than SFILX's 0.39% expense ratio.
Return for Risk
SCHE vs. SFILX — Risk / Return Rank
SCHE
SFILX
SCHE vs. SFILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Emerging Markets Equity ETF (SCHE) 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.
| SCHE | SFILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 2.27 | -1.02 |
Sortino ratioReturn per unit of downside risk | 1.78 | 2.91 | -1.13 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.44 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 2.74 | -0.82 |
Martin ratioReturn relative to average drawdown | 7.21 | 10.66 | -3.45 |
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 | SFILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.27 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.48 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.51 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.58 | -0.36 |
Correlation
The correlation between SCHE and SFILX is 0.76, 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. SFILX - Dividend Comparison
SCHE's dividend yield for the trailing twelve months is around 2.85%, less than SFILX's 8.14% 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% |
SFILX Schwab Fundamental International Small Company Index Fund | 8.14% | 8.41% | 4.71% | 3.11% | 4.88% | 6.00% | 1.98% | 2.78% | 5.77% | 1.41% | 2.45% | 2.09% |
Drawdowns
SCHE vs. SFILX - Drawdown Comparison
The maximum SCHE drawdown since its inception was -36.20%, smaller than the maximum SFILX drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for SCHE and SFILX.
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Drawdown Indicators
| SCHE | SFILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.20% | -43.13% | +6.93% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -11.35% | -0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -33.77% | -32.29% | -1.48% |
Max Drawdown (10Y)Largest decline over 10 years | -36.20% | -43.13% | +6.93% |
Current DrawdownCurrent decline from peak | -8.15% | -8.84% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -12.71% | -8.25% | -4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.91% | +0.32% |
Volatility
SCHE vs. SFILX - Volatility Comparison
Schwab Emerging Markets Equity ETF (SCHE) has a higher volatility of 7.69% compared to Schwab Fundamental International Small Company Index Fund (SFILX) at 6.53%. This indicates that SCHE'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
| SCHE | SFILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 6.53% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 9.97% | +2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 14.50% | +3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 15.17% | +2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.42% | 16.09% | +3.33% |