SCHV vs. FIVFX

Last updated Jun 9, 2026

SCHV (Schwab U.S. Large-Cap Value ETF) and FIVFX (Fidelity International Capital Appreciation Fund) are both funds - SCHV is a Large Cap Value Equities fund tracking the Dow Jones U.S. Large-Cap Value Total Stock Market Index, while FIVFX is a Foreign Large Cap Equities fund managed by Fidelity. A 0.71 correlation means they provide meaningful diversification when combined. SCHV charges 0.04%/yr vs 1.00%/yr for FIVFX.

Performance

SCHV vs. FIVFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Large-Cap Value ETF (SCHV) and Fidelity International Capital Appreciation Fund (FIVFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SCHV

• 1D: 0.45%
• 1M: 3.06%
• YTD: 14.24%
• 6M: 15.31%
• 1Y: 26.78%
• 3Y*: 18.05%
• 5Y*: 10.33%
• 10Y*: 11.38%

FIVFX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SCHV vs. FIVFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCHV Schwab U.S. Large-Cap Value ETF	14.24%	16.02%	14.13%	8.93%	-7.65%	25.58%	2.64%	25.92%	-7.30%	16.56%
FIVFX Fidelity International Capital Appreciation Fund	0.00%	19.54%	8.05%	27.58%	-26.48%	12.14%	22.32%	33.05%	-12.87%	35.81%

Correlation

The correlation between SCHV and FIVFX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.65
Correlation (10Y) Calculated over the trailing 10-year period	0.64
Correlation (All Time) Calculated using the full available price history since Dec 14, 2009	0.71

Over the past year, the correlation between SCHV and FIVFX has dropped to 0.17 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

Return for Risk

SCHV vs. FIVFX — Risk / Return Rank

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

SCHV

SCHV Risk / Return Rank: 84
SCHV Sharpe Ratio Rank: 85
SCHV Sortino Ratio Rank: 86
SCHV Omega Ratio Rank: 82
SCHV Calmar Ratio Rank: 82
SCHV Martin Ratio Rank: 84

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.

SCHV vs. FIVFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Value ETF (SCHV) and Fidelity International Capital Appreciation Fund (FIVFX). 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.

	SCHV	FIVFX	Difference
Sharpe ratio: Return per unit of total volatility	2.50	—	—
Sortino ratio: Return per unit of downside risk	3.51	—	—
Omega ratio: Gain probability vs. loss probability	1.44	—	—
Calmar ratio: Return relative to maximum drawdown	3.94	—	—
Martin ratio: Return relative to average drawdown	15.87	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SCHV	FIVFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.50	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	—	—

Drawdowns

Drawdown Indicators

	SCHV	FIVFX	Difference
Max Drawdown Largest peak-to-trough decline	-37.08%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-6.83%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-15.26%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.78%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.08%	—	—
Current Drawdown Current decline from peak	-1.49%	—	—
Average Drawdown Average peak-to-trough decline	-3.83%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.69%	—	—

Volatility

Volatility by Period

	SCHV	FIVFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.33%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.37%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.80%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.53%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.95%	—	—

SCHV vs. FIVFX - Expense Ratio Comparison

SCHV has a 0.04% expense ratio, which is lower than FIVFX's 1.00% expense ratio.

Dividends

SCHV vs. FIVFX - Dividend Comparison

SCHV's dividend yield for the trailing twelve months is around 1.78%, while FIVFX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FIVFX Fidelity International Capital Appreciation Fund	10.67%	10.67%	4.19%	0.38%	0.05%	9.08%	1.28%	3.29%	3.00%	2.99%	0.68%	1.57%
SCHV Schwab U.S. Large-Cap Value ETF	1.78%	2.02%	2.25%	2.42%	2.37%	1.93%	3.03%	3.02%	3.05%	2.37%	2.65%	2.69%

Frequently Asked Questions

Can I hold both SCHV and FIVFX in my portfolio?

SCHV and FIVFX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.