SFENX vs. SCHX
Compare and contrast key facts about Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) and Schwab U.S. Large-Cap ETF (SCHX).
SFENX is managed by Charles Schwab. It was launched on Jan 30, 2008. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFENX or SCHX.
Correlation
The correlation between SFENX and SCHX 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. SCHX - Performance Comparison
Key characteristics
SFENX:
0.80
SCHX:
0.63
SFENX:
1.20
SCHX:
1.00
SFENX:
1.16
SCHX:
1.15
SFENX:
0.86
SCHX:
0.65
SFENX:
2.32
SCHX:
2.67
SFENX:
6.13%
SCHX:
4.63%
SFENX:
17.88%
SCHX:
19.47%
SFENX:
-60.58%
SCHX:
-34.33%
SFENX:
-6.84%
SCHX:
-10.73%
Returns By Period
In the year-to-date period, SFENX achieves a 3.50% return, which is significantly higher than SCHX's -6.50% return. Over the past 10 years, SFENX has underperformed SCHX with an annualized return of 4.72%, while SCHX has yielded a comparatively higher 13.32% annualized return.
SFENX
3.50%
-3.77%
-1.36%
12.94%
11.93%
4.72%
SCHX
-6.50%
-5.07%
-4.88%
11.02%
16.76%
13.32%
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SFENX vs. SCHX - Expense Ratio Comparison
SFENX has a 0.39% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Risk-Adjusted Performance
SFENX vs. SCHX — Risk-Adjusted Performance Rank
SFENX
SCHX
SFENX vs. SCHX - 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 U.S. Large-Cap ETF (SCHX). 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. SCHX - Dividend Comparison
SFENX's dividend yield for the trailing twelve months is around 4.51%, more than SCHX's 1.31% 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% |
SCHX Schwab U.S. Large-Cap ETF | 1.31% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% |
Drawdowns
SFENX vs. SCHX - Drawdown Comparison
The maximum SFENX drawdown since its inception was -60.58%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for SFENX and SCHX. For additional features, visit the drawdowns tool.
Volatility
SFENX vs. SCHX - Volatility Comparison
The current volatility for Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) is 9.68%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 14.09%. This indicates that SFENX experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.