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.
Key characteristics
| SFENX | SCHX | |
|---|---|---|
| YTD Return | 17.63% | 27.94% |
| 1Y Return | 27.77% | 41.43% |
| 3Y Return (Ann) | 3.87% | 11.39% |
| 5Y Return (Ann) | 5.59% | 17.55% |
| 10Y Return (Ann) | 5.49% | 15.11% |
| Sharpe Ratio | 1.83 | 3.22 |
| Sortino Ratio | 2.57 | 4.26 |
| Omega Ratio | 1.34 | 1.60 |
| Calmar Ratio | 1.66 | 4.71 |
| Martin Ratio | 9.25 | 21.25 |
| Ulcer Index | 2.92% | 1.90% |
| Daily Std Dev | 14.73% | 12.53% |
| Max Drawdown | -60.58% | -34.33% |
| Current Drawdown | -5.74% | 0.00% |
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
In the year-to-date period, SFENX achieves a 17.63% return, which is significantly lower than SCHX's 27.94% return. Over the past 10 years, SFENX has underperformed SCHX with an annualized return of 5.49%, while SCHX has yielded a comparatively higher 15.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. 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 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 4.26%, more than SCHX's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFENX Schwab Fundamental Emerging Markets Large Company Index Fund | 4.26% | 5.01% | 5.46% | 4.61% | 2.95% | 3.83% | 2.90% | 2.38% | 2.16% | 3.23% | 2.83% | 2.02% |
SCHX Schwab U.S. Large-Cap ETF | 1.17% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% | 1.65% |
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
Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) has a higher volatility of 5.15% compared to Schwab U.S. Large-Cap ETF (SCHX) at 4.08%. This indicates that SFENX's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.