PortfoliosLab logo
SFENX vs. SFNNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SFENX and SFNNX 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.


Performance

SFENX vs. SFNNX - 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 Schwab Fundamental International Large Company Index Fund (SFNNX). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
62.37%
110.37%
SFENX
SFNNX

Key characteristics

Sharpe Ratio

SFENX:

0.78

SFNNX:

0.79

Sortino Ratio

SFENX:

1.18

SFNNX:

1.17

Omega Ratio

SFENX:

1.16

SFNNX:

1.16

Calmar Ratio

SFENX:

0.84

SFNNX:

0.94

Martin Ratio

SFENX:

2.23

SFNNX:

2.71

Ulcer Index

SFENX:

6.22%

SFNNX:

4.75%

Daily Std Dev

SFENX:

17.77%

SFNNX:

16.30%

Max Drawdown

SFENX:

-60.58%

SFNNX:

-62.47%

Current Drawdown

SFENX:

-4.77%

SFNNX:

0.00%

Returns By Period

In the year-to-date period, SFENX achieves a 5.81% return, which is significantly lower than SFNNX's 13.22% return. Over the past 10 years, SFENX has underperformed SFNNX with an annualized return of 5.13%, while SFNNX has yielded a comparatively higher 5.99% annualized return.


SFENX

YTD

5.81%

1M

6.98%

6M

1.74%

1Y

10.77%

5Y*

12.07%

10Y*

5.13%

SFNNX

YTD

13.22%

1M

13.11%

6M

8.75%

1Y

10.33%

5Y*

15.47%

10Y*

5.99%

*Annualized

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. SFNNX - Expense Ratio Comparison

SFENX has a 0.39% expense ratio, which is higher than SFNNX's 0.25% expense ratio.


Risk-Adjusted Performance

SFENX vs. SFNNX — 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 6363
Overall Rank
The Sharpe Ratio Rank of SFENX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SFENX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of SFENX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SFENX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SFENX is 5353
Martin Ratio Rank

SFNNX
The Risk-Adjusted Performance Rank of SFNNX is 6666
Overall Rank
The Sharpe Ratio Rank of SFNNX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SFNNX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of SFNNX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SFNNX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SFNNX is 6161
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. SFNNX - 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 Fundamental International Large Company Index Fund (SFNNX). 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 current SFENX Sharpe Ratio is 0.78, which is comparable to the SFNNX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of SFENX and SFNNX, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.78
0.79
SFENX
SFNNX

Dividends

SFENX vs. SFNNX - Dividend Comparison

SFENX's dividend yield for the trailing twelve months is around 4.42%, more than SFNNX's 3.19% yield.


TTM20242023202220212020201920182017201620152014
SFENX
Schwab Fundamental Emerging Markets Large Company Index Fund
4.42%4.67%5.00%5.46%4.61%2.95%3.82%2.90%2.37%2.16%3.23%2.83%
SFNNX
Schwab Fundamental International Large Company Index Fund
3.19%3.61%3.27%2.92%3.81%2.43%3.68%3.51%2.70%3.20%2.91%3.60%

Drawdowns

SFENX vs. SFNNX - Drawdown Comparison

The maximum SFENX drawdown since its inception was -60.58%, roughly equal to the maximum SFNNX drawdown of -62.47%. Use the drawdown chart below to compare losses from any high point for SFENX and SFNNX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.77%
0
SFENX
SFNNX

Volatility

SFENX vs. SFNNX - Volatility Comparison

Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) and Schwab Fundamental International Large Company Index Fund (SFNNX) have volatilities of 9.56% and 10.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
9.56%
10.01%
SFENX
SFNNX