SFENX vs. BEMIX
Compare and contrast key facts about Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) and Brandes Emerging Markets Fund (BEMIX).
SFENX is managed by Charles Schwab. It was launched on Jan 30, 2008. BEMIX is managed by Brandes. It was launched on Jan 30, 2011.
Performance
SFENX vs. BEMIX - Performance Comparison
Loading graphics...
SFENX vs. BEMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
BEMIX Brandes Emerging Markets Fund | 5.83% | 47.83% | 4.01% | 22.53% | -15.91% | 1.68% | -6.17% | 18.60% | -15.56% | 26.00% |
Returns By Period
In the year-to-date period, SFENX achieves a 5.03% return, which is significantly lower than BEMIX's 5.83% return. Over the past 10 years, SFENX has outperformed BEMIX with an annualized return of 10.08%, while BEMIX has yielded a comparatively lower 8.34% annualized return.
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%
BEMIX
- 1D
- 2.79%
- 1M
- -8.46%
- YTD
- 5.83%
- 6M
- 14.00%
- 1Y
- 48.03%
- 3Y*
- 22.35%
- 5Y*
- 10.35%
- 10Y*
- 8.34%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SFENX vs. BEMIX - Expense Ratio Comparison
SFENX has a 0.39% expense ratio, which is lower than BEMIX's 1.12% expense ratio.
Return for Risk
SFENX vs. BEMIX — Risk / Return Rank
SFENX
BEMIX
SFENX vs. BEMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) and Brandes Emerging Markets Fund (BEMIX). 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.
| SFENX | BEMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 2.82 | -0.97 |
Sortino ratioReturn per unit of downside risk | 2.45 | 3.53 | -1.08 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.56 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.27 | 4.01 | -1.74 |
Martin ratioReturn relative to average drawdown | 9.76 | 16.28 | -6.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SFENX | BEMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 2.82 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.64 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.49 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.25 | +0.16 |
Correlation
The correlation between SFENX and BEMIX is 0.91, 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
SFENX vs. BEMIX - Dividend Comparison
SFENX's dividend yield for the trailing twelve months is around 3.74%, more than BEMIX's 2.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BEMIX Brandes Emerging Markets Fund | 2.03% | 2.15% | 3.04% | 2.45% | 2.86% | 2.31% | 1.31% | 2.56% | 1.55% | 1.41% | 2.20% | 1.54% |
Drawdowns
SFENX vs. BEMIX - Drawdown Comparison
The maximum SFENX drawdown since its inception was -47.19%, roughly equal to the maximum BEMIX drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for SFENX and BEMIX.
Loading graphics...
Drawdown Indicators
| SFENX | BEMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.19% | -46.05% | -1.14% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -12.07% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | -36.37% | +7.11% |
Max Drawdown (10Y)Largest decline over 10 years | -39.59% | -46.05% | +6.46% |
Current DrawdownCurrent decline from peak | -7.03% | -9.61% | +2.58% |
Average DrawdownAverage peak-to-trough decline | -13.00% | -14.32% | +1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.97% | -0.06% |
Volatility
SFENX vs. BEMIX - Volatility Comparison
The current volatility for Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) is 6.37%, while Brandes Emerging Markets Fund (BEMIX) has a volatility of 9.06%. This indicates that SFENX experiences smaller price fluctuations and is considered to be less risky than BEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SFENX | BEMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 9.06% | -2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 12.81% | -2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.50% | 17.53% | -2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.37% | 16.20% | -0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.99% | 16.98% | +0.01% |