SCHF vs. FUSIX

Last updated Jun 24, 2026

SCHF (Schwab International Equity ETF) and FUSIX (Strategic Advisers Fidelity International Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, SCHF returned 10.82%/yr vs 10.61%/yr for FUSIX. Their correlation of 0.94 suggests significant overlap in exposure. SCHF charges 0.06%/yr vs 0.54%/yr for FUSIX.

Performance

SCHF vs. FUSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Equity ETF (SCHF) and Strategic Advisers Fidelity International Fund (FUSIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCHF achieves a 13.98% return, which is significantly higher than FUSIX's 11.69% return. Both investments have delivered pretty close results over the past 10 years, with SCHF having a 10.82% annualized return and FUSIX not far behind at 10.61%.

SCHF

• 1D: -3.15%
• 1M: 0.55%
• YTD: 13.98%
• 6M: 13.74%
• 1Y: 31.16%
• 3Y*: 19.61%
• 5Y*: 9.76%
• 10Y*: 10.82%

FUSIX

• 1D: 0.30%
• 1M: 3.00%
• YTD: 11.69%
• 6M: 11.40%
• 1Y: 25.00%
• 3Y*: 18.47%
• 5Y*: 9.20%
• 10Y*: 10.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHF vs. FUSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCHF Schwab International Equity ETF	13.98%	34.55%	3.28%	18.35%	-14.80%	11.40%	9.48%	22.26%	-14.29%	26.03%
FUSIX Strategic Advisers Fidelity International Fund	11.69%	31.20%	5.62%	18.15%	-17.74%	12.47%	13.24%	25.60%	-14.52%	27.73%

Correlation

The correlation between SCHF and FUSIX is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Nov 3, 2009	0.94

The correlation between SCHF and FUSIX shifts across timeframes, from 0.80 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SCHF vs. FUSIX — Risk / Return Rank

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

SCHF

SCHF Risk / Return Rank: 57
SCHF Sharpe Ratio Rank: 56
SCHF Sortino Ratio Rank: 54
SCHF Omega Ratio Rank: 56
SCHF Calmar Ratio Rank: 57
SCHF Martin Ratio Rank: 60

FUSIX

FUSIX Risk / Return Rank: 50
FUSIX Sharpe Ratio Rank: 47
FUSIX Sortino Ratio Rank: 50
FUSIX Omega Ratio Rank: 47
FUSIX Calmar Ratio Rank: 56
FUSIX Martin Ratio Rank: 52

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.

SCHF vs. FUSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Equity ETF (SCHF) and Strategic Advisers Fidelity International Fund (FUSIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SCHF	FUSIX	Difference
Sharpe ratio: Return per unit of total volatility	1.85	1.86	-0.01
Sortino ratio: Return per unit of downside risk	2.52	2.73	-0.21
Omega ratio: Gain probability vs. loss probability	1.34	1.34	0.00
Calmar ratio: Return relative to maximum drawdown	2.73	2.75	-0.03
Martin ratio: Return relative to average drawdown	10.46	10.11	+0.35

SCHF vs. FUSIX - Sharpe Ratio Comparison

The current SCHF Sharpe Ratio is 1.85, which is comparable to the FUSIX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of SCHF and FUSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCHF vs. FUSIX - Drawdown Comparison

The maximum SCHF drawdown since its inception was -34.87%, smaller than the maximum FUSIX drawdown of -64.42%. Use the drawdown chart below to compare losses from any high point for SCHF and FUSIX.

Drawdown Indicators

	SCHF	FUSIX	Difference
Max Drawdown Largest peak-to-trough decline	-34.87%	-64.42%	+29.55%
Max Drawdown (1Y) Largest decline over 1 year	-11.48%	-10.77%	-0.71%
Max Drawdown (3Y) Largest decline over 3 years	-13.41%	-13.81%	+0.40%
Max Drawdown (5Y) Largest decline over 5 years	-29.14%	-31.34%	+2.20%
Max Drawdown (10Y) Largest decline over 10 years	-34.87%	-31.96%	-2.91%
Current Drawdown Current decline from peak	-3.15%	0.00%	-3.15%
Average Drawdown Average peak-to-trough decline	-7.36%	-16.01%	+8.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.99%	2.73%	+0.26%

Volatility

SCHF vs. FUSIX - Volatility Comparison

Schwab International Equity ETF (SCHF) has a higher volatility of 7.22% compared to Strategic Advisers Fidelity International Fund (FUSIX) at 5.32%. This indicates that SCHF's price experiences larger fluctuations and is considered to be riskier than FUSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHF	FUSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.22%	5.32%	+1.90%
Volatility (6M) Calculated over the trailing 6-month period	14.80%	13.09%	+1.71%
Volatility (1Y) Calculated over the trailing 1-year period	16.92%	15.99%	+0.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.61%	16.42%	+0.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.05%	16.26%	+0.79%

SCHF vs. FUSIX - Expense Ratio Comparison

SCHF has a 0.06% expense ratio, which is lower than FUSIX's 0.54% expense ratio.

Dividends

SCHF vs. FUSIX - Dividend Comparison

SCHF's dividend yield for the trailing twelve months is around 3.00%, less than FUSIX's 4.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FUSIX Strategic Advisers Fidelity International Fund	4.45%	3.02%	3.40%	2.43%	4.71%	5.83%	1.25%	3.05%	3.78%	2.03%	1.78%	1.46%
SCHF Schwab International Equity ETF	3.00%	3.42%	3.26%	2.97%	2.80%	3.19%	2.08%	2.95%	3.06%	2.35%	2.58%	2.26%

Frequently Asked Questions

Can I hold both SCHF and FUSIX in my portfolio?

SCHF and FUSIX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCHF or FUSIX?

SCHF has higher volatility (7.22%) compared to FUSIX (5.32%). In terms of maximum drawdown, SCHF dropped -34.87% vs FUSIX's -64.42%.

Which has better risk-adjusted returns?

FUSIX currently has the higher Sharpe Ratio (1.86 vs 1.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.