SFENX vs. SWTSX
Compare and contrast key facts about Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) and Schwab Total Stock Market Index Fund (SWTSX).
SFENX is managed by Charles Schwab. It was launched on Jan 30, 2008. SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999.
Performance
SFENX vs. SWTSX - Performance Comparison
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SFENX vs. SWTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFENX Schwab Fundamental Emerging Markets Large Company Index Fund | 5.03% | 29.19% | 12.31% | 14.90% | -15.50% | 13.91% | -3.01% | 19.46% | -9.96% | 26.44% |
SWTSX Schwab Total Stock Market Index Fund | -4.03% | 17.04% | 23.84% | 26.05% | -19.54% | 25.65% | 20.71% | 30.90% | -5.35% | 21.08% |
Returns By Period
In the year-to-date period, SFENX achieves a 5.03% return, which is significantly higher than SWTSX's -4.03% return. Over the past 10 years, SFENX has underperformed SWTSX with an annualized return of 10.08%, while SWTSX has yielded a comparatively higher 13.54% annualized return.
SFENX
- 1D
- 1.97%
- 1M
- -4.95%
- YTD
- 5.03%
- 6M
- 8.38%
- 1Y
- 27.97%
- 3Y*
- 18.63%
- 5Y*
- 9.23%
- 10Y*
- 10.08%
SWTSX
- 1D
- 2.95%
- 1M
- -5.07%
- YTD
- -4.03%
- 6M
- -2.09%
- 1Y
- 17.61%
- 3Y*
- 17.81%
- 5Y*
- 10.46%
- 10Y*
- 13.54%
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SFENX vs. SWTSX - Expense Ratio Comparison
SFENX has a 0.39% expense ratio, which is higher than SWTSX's 0.03% expense ratio.
Return for Risk
SFENX vs. SWTSX — Risk / Return Rank
SFENX
SWTSX
SFENX vs. SWTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) and Schwab Total Stock Market Index Fund (SWTSX). 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.
| SFENX | SWTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 0.97 | +0.89 |
Sortino ratioReturn per unit of downside risk | 2.45 | 1.49 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.22 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.27 | 1.50 | +0.77 |
Martin ratioReturn relative to average drawdown | 9.76 | 7.18 | +2.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SFENX | SWTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 0.97 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.60 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.73 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.41 | 0.00 |
Correlation
The correlation between SFENX and SWTSX is 0.68, 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.
Dividends
SFENX vs. SWTSX - Dividend Comparison
SFENX's dividend yield for the trailing twelve months is around 3.74%, more than SWTSX's 1.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFENX Schwab Fundamental Emerging Markets Large Company Index Fund | 3.74% | 3.93% | 4.67% | 5.00% | 5.46% | 4.61% | 2.95% | 3.82% | 2.90% | 2.37% | 2.16% | 3.23% |
SWTSX Schwab Total Stock Market Index Fund | 1.15% | 1.10% | 1.24% | 1.41% | 1.62% | 1.46% | 1.63% | 1.92% | 2.58% | 1.83% | 2.32% | 2.79% |
Drawdowns
SFENX vs. SWTSX - Drawdown Comparison
The maximum SFENX drawdown since its inception was -47.19%, smaller than the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SFENX and SWTSX.
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Drawdown Indicators
| SFENX | SWTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.19% | -54.60% | +7.41% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -12.42% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | -25.40% | -3.86% |
Max Drawdown (10Y)Largest decline over 10 years | -39.59% | -35.01% | -4.58% |
Current DrawdownCurrent decline from peak | -7.03% | -6.20% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -13.00% | -10.63% | -2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.59% | +0.32% |
Volatility
SFENX vs. SWTSX - Volatility Comparison
Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) has a higher volatility of 6.37% compared to Schwab Total Stock Market Index Fund (SWTSX) at 5.52%. This indicates that SFENX's price experiences larger fluctuations and is considered to be riskier than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFENX | SWTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 5.52% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 9.87% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.50% | 18.70% | -3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.37% | 17.45% | -2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.99% | 18.59% | -1.60% |