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SFENX vs. DFEMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SFENX and DFEMX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

SFENX vs. DFEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) and DFA Emerging Markets Portfolio (DFEMX). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
58.51%
40.26%
SFENX
DFEMX

Key characteristics

Sharpe Ratio

SFENX:

0.75

DFEMX:

0.52

Sortino Ratio

SFENX:

1.15

DFEMX:

0.81

Omega Ratio

SFENX:

1.15

DFEMX:

1.10

Calmar Ratio

SFENX:

0.82

DFEMX:

0.45

Martin Ratio

SFENX:

2.19

DFEMX:

1.49

Ulcer Index

SFENX:

6.15%

DFEMX:

5.48%

Daily Std Dev

SFENX:

17.87%

DFEMX:

15.90%

Max Drawdown

SFENX:

-60.58%

DFEMX:

-63.93%

Current Drawdown

SFENX:

-7.04%

DFEMX:

-8.98%

Returns By Period

In the year-to-date period, SFENX achieves a 3.29% return, which is significantly higher than DFEMX's 2.36% return. Over the past 10 years, SFENX has outperformed DFEMX with an annualized return of 4.67%, while DFEMX has yielded a comparatively lower 3.07% annualized return.


SFENX

YTD

3.29%

1M

-3.38%

6M

-1.67%

1Y

12.19%

5Y*

11.87%

10Y*

4.67%

DFEMX

YTD

2.36%

1M

-2.09%

6M

-2.50%

1Y

7.41%

5Y*

8.41%

10Y*

3.07%

*Annualized

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SFENX vs. DFEMX - Expense Ratio Comparison

SFENX has a 0.39% expense ratio, which is higher than DFEMX's 0.36% expense ratio.


Expense ratio chart for SFENX: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SFENX: 0.39%
Expense ratio chart for DFEMX: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFEMX: 0.36%

Risk-Adjusted Performance

SFENX vs. DFEMX — Risk-Adjusted Performance Rank

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

SFENX
The Risk-Adjusted Performance Rank of SFENX is 6969
Overall Rank
The Sharpe Ratio Rank of SFENX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SFENX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SFENX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SFENX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SFENX is 6060
Martin Ratio Rank

DFEMX
The Risk-Adjusted Performance Rank of DFEMX is 5454
Overall Rank
The Sharpe Ratio Rank of DFEMX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of DFEMX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of DFEMX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of DFEMX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of DFEMX is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SFENX vs. DFEMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) and DFA Emerging Markets Portfolio (DFEMX). 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.


The chart of Sharpe ratio for SFENX, currently valued at 0.75, compared to the broader market-1.000.001.002.003.00
SFENX: 0.75
DFEMX: 0.52
The chart of Sortino ratio for SFENX, currently valued at 1.15, compared to the broader market-2.000.002.004.006.008.00
SFENX: 1.15
DFEMX: 0.81
The chart of Omega ratio for SFENX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.00
SFENX: 1.15
DFEMX: 1.10
The chart of Calmar ratio for SFENX, currently valued at 0.82, compared to the broader market0.002.004.006.008.0010.00
SFENX: 0.82
DFEMX: 0.45
The chart of Martin ratio for SFENX, currently valued at 2.19, compared to the broader market0.0010.0020.0030.0040.00
SFENX: 2.19
DFEMX: 1.49

The current SFENX Sharpe Ratio is 0.75, which is higher than the DFEMX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of SFENX and DFEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.75
0.52
SFENX
DFEMX

Dividends

SFENX vs. DFEMX - Dividend Comparison

SFENX's dividend yield for the trailing twelve months is around 4.53%, more than DFEMX's 3.11% yield.


TTM20242023202220212020201920182017201620152014
SFENX
Schwab Fundamental Emerging Markets Large Company Index Fund
4.53%4.68%5.01%5.46%4.61%2.95%3.83%2.90%2.38%2.16%3.23%2.83%
DFEMX
DFA Emerging Markets Portfolio
3.11%3.14%3.34%3.65%2.42%1.45%2.33%2.14%1.74%1.92%2.09%2.02%

Drawdowns

SFENX vs. DFEMX - Drawdown Comparison

The maximum SFENX drawdown since its inception was -60.58%, smaller than the maximum DFEMX drawdown of -63.93%. Use the drawdown chart below to compare losses from any high point for SFENX and DFEMX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.04%
-8.98%
SFENX
DFEMX

Volatility

SFENX vs. DFEMX - Volatility Comparison

Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) has a higher volatility of 9.67% compared to DFA Emerging Markets Portfolio (DFEMX) at 8.93%. This indicates that SFENX's price experiences larger fluctuations and is considered to be riskier than DFEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.67%
8.93%
SFENX
DFEMX