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SFENX vs. VEMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFENX vs. VEMAX - 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 Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). The values are adjusted to include any dividend payments, if applicable.

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SFENX vs. VEMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SFENX
Schwab Fundamental Emerging Markets Large Company Index Fund
3.00%29.19%12.31%14.90%-15.50%13.91%-3.01%19.46%-9.96%26.44%
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
-2.51%24.76%11.34%8.82%-17.79%0.85%15.24%20.29%-14.59%31.37%

Returns By Period

In the year-to-date period, SFENX achieves a 3.00% return, which is significantly higher than VEMAX's -2.51% return. Over the past 10 years, SFENX has outperformed VEMAX with an annualized return of 9.87%, while VEMAX has yielded a comparatively lower 7.28% annualized return.


SFENX

1D
-0.26%
1M
-7.59%
YTD
3.00%
6M
6.94%
1Y
26.15%
3Y*
17.86%
5Y*
8.85%
10Y*
9.87%

VEMAX

1D
-0.82%
1M
-9.73%
YTD
-2.51%
6M
-1.16%
1Y
19.13%
3Y*
12.46%
5Y*
3.36%
10Y*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SFENX vs. VEMAX - Expense Ratio Comparison

SFENX has a 0.39% expense ratio, which is higher than VEMAX's 0.14% expense ratio.


Return for Risk

SFENX vs. VEMAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SFENX
SFENX Risk / Return Rank: 8484
Overall Rank
SFENX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SFENX Sortino Ratio Rank: 8686
Sortino Ratio Rank
SFENX Omega Ratio Rank: 8484
Omega Ratio Rank
SFENX Calmar Ratio Rank: 8080
Calmar Ratio Rank
SFENX Martin Ratio Rank: 8383
Martin Ratio Rank

VEMAX
VEMAX Risk / Return Rank: 6666
Overall Rank
VEMAX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VEMAX Sortino Ratio Rank: 7070
Sortino Ratio Rank
VEMAX Omega Ratio Rank: 6464
Omega Ratio Rank
VEMAX Calmar Ratio Rank: 6868
Calmar Ratio Rank
VEMAX Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SFENX vs. VEMAX - 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 Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). 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.


SFENXVEMAXDifference

Sharpe ratio

Return per unit of total volatility

1.69

1.23

+0.46

Sortino ratio

Return per unit of downside risk

2.24

1.70

+0.54

Omega ratio

Gain probability vs. loss probability

1.33

1.24

+0.10

Calmar ratio

Return relative to maximum drawdown

1.91

1.53

+0.38

Martin ratio

Return relative to average drawdown

8.30

5.69

+2.61

SFENX vs. VEMAX - Sharpe Ratio Comparison

The current SFENX Sharpe Ratio is 1.69, which is higher than the VEMAX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of SFENX and VEMAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SFENXVEMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.23

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.22

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.45

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.26

+0.15

Correlation

The correlation between SFENX and VEMAX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SFENX vs. VEMAX - Dividend Comparison

SFENX's dividend yield for the trailing twelve months is around 3.82%, more than VEMAX's 2.73% yield.


TTM20252024202320222021202020192018201720162015
SFENX
Schwab Fundamental Emerging Markets Large Company Index Fund
3.82%3.93%4.67%5.00%5.46%4.61%2.95%3.82%2.90%2.37%2.16%3.23%
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
2.73%2.74%3.13%3.47%4.05%2.57%1.87%3.20%2.85%2.31%2.51%3.25%

Drawdowns

SFENX vs. VEMAX - Drawdown Comparison

The maximum SFENX drawdown since its inception was -47.19%, smaller than the maximum VEMAX drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for SFENX and VEMAX.


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Drawdown Indicators


SFENXVEMAXDifference

Max Drawdown

Largest peak-to-trough decline

-47.19%

-66.45%

+19.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-11.08%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-29.26%

-32.60%

+3.34%

Max Drawdown (10Y)

Largest decline over 10 years

-39.59%

-36.11%

-3.48%

Current Drawdown

Current decline from peak

-8.82%

-11.05%

+2.23%

Average Drawdown

Average peak-to-trough decline

-13.00%

-16.25%

+3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.99%

-0.12%

Volatility

SFENX vs. VEMAX - Volatility Comparison

The current volatility for Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) is 5.97%, while Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) has a volatility of 6.36%. This indicates that SFENX experiences smaller price fluctuations and is considered to be less risky than VEMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFENXVEMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

6.36%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.31%

10.70%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

15.42%

15.26%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.34%

15.18%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

16.37%

+0.61%