SFENX vs. SCHE
Compare and contrast key facts about Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) and Schwab Emerging Markets Equity ETF (SCHE).
SFENX is managed by Charles Schwab. It was launched on Jan 30, 2008. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFENX or SCHE.
Correlation
The correlation between SFENX and SCHE is 0.67, 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.
Performance
SFENX vs. SCHE - Performance Comparison
Key characteristics
SFENX:
0.80
SCHE:
0.73
SFENX:
1.20
SCHE:
1.15
SFENX:
1.16
SCHE:
1.15
SFENX:
0.86
SCHE:
0.68
SFENX:
2.32
SCHE:
2.34
SFENX:
6.13%
SCHE:
5.86%
SFENX:
17.88%
SCHE:
18.74%
SFENX:
-60.58%
SCHE:
-36.16%
SFENX:
-6.84%
SCHE:
-10.07%
Returns By Period
The year-to-date returns for both stocks are quite close, with SFENX having a 3.50% return and SCHE slightly lower at 3.34%. Over the past 10 years, SFENX has outperformed SCHE with an annualized return of 4.72%, while SCHE has yielded a comparatively lower 3.12% annualized return.
SFENX
3.50%
-3.77%
-1.36%
12.94%
11.93%
4.72%
SCHE
3.34%
-1.99%
-1.30%
12.43%
8.19%
3.12%
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SFENX vs. SCHE - Expense Ratio Comparison
SFENX has a 0.39% expense ratio, which is higher than SCHE's 0.11% expense ratio.
Risk-Adjusted Performance
SFENX vs. SCHE — Risk-Adjusted Performance Rank
SFENX
SCHE
SFENX vs. SCHE - 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 Schwab Emerging Markets Equity ETF (SCHE). 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.
Dividends
SFENX vs. SCHE - Dividend Comparison
SFENX's dividend yield for the trailing twelve months is around 4.51%, more than SCHE's 2.94% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFENX Schwab Fundamental Emerging Markets Large Company Index Fund | 4.51% | 4.67% | 5.00% | 5.46% | 4.61% | 2.95% | 3.82% | 2.90% | 2.37% | 2.16% | 3.23% | 2.83% |
SCHE Schwab Emerging Markets Equity ETF | 2.94% | 3.03% | 3.83% | 2.88% | 2.86% | 2.09% | 3.27% | 2.69% | 2.31% | 2.27% | 2.50% | 2.86% |
Drawdowns
SFENX vs. SCHE - Drawdown Comparison
The maximum SFENX drawdown since its inception was -60.58%, which is greater than SCHE's maximum drawdown of -36.16%. Use the drawdown chart below to compare losses from any high point for SFENX and SCHE. For additional features, visit the drawdowns tool.
Volatility
SFENX vs. SCHE - Volatility Comparison
The current volatility for Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) is 9.68%, while Schwab Emerging Markets Equity ETF (SCHE) has a volatility of 11.15%. This indicates that SFENX experiences smaller price fluctuations and is considered to be less risky than SCHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.