SFILX vs. ALOIX
Compare and contrast key facts about Schwab Fundamental International Small Company Index Fund (SFILX) and Virtus International Small-Cap Fund (ALOIX).
SFILX is managed by Charles Schwab. It was launched on Jan 30, 2008. ALOIX is managed by Allianz. It was launched on Dec 30, 1997.
Performance
SFILX vs. ALOIX - Performance Comparison
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SFILX vs. ALOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFILX Schwab Fundamental International Small Company Index Fund | 3.36% | 36.17% | 1.29% | 14.80% | -14.89% | 9.69% | 7.50% | 19.58% | -18.67% | 26.08% |
ALOIX Virtus International Small-Cap Fund | 6.02% | 36.22% | 2.65% | 19.43% | -26.96% | 6.02% | 15.92% | 24.57% | -22.78% | 37.59% |
Returns By Period
In the year-to-date period, SFILX achieves a 3.36% return, which is significantly lower than ALOIX's 6.02% return. Over the past 10 years, SFILX has outperformed ALOIX with an annualized return of 8.22%, while ALOIX has yielded a comparatively lower 7.45% annualized return.
SFILX
- 1D
- 2.83%
- 1M
- -7.68%
- YTD
- 3.36%
- 6M
- 6.86%
- 1Y
- 32.27%
- 3Y*
- 15.60%
- 5Y*
- 7.19%
- 10Y*
- 8.22%
ALOIX
- 1D
- 2.07%
- 1M
- -7.26%
- YTD
- 6.02%
- 6M
- 12.06%
- 1Y
- 38.55%
- 3Y*
- 18.41%
- 5Y*
- 5.43%
- 10Y*
- 7.45%
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SFILX vs. ALOIX - Expense Ratio Comparison
SFILX has a 0.39% expense ratio, which is lower than ALOIX's 1.04% expense ratio.
Return for Risk
SFILX vs. ALOIX — Risk / Return Rank
SFILX
ALOIX
SFILX vs. ALOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Small Company Index Fund (SFILX) and Virtus International Small-Cap Fund (ALOIX). 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.
| SFILX | ALOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.27 | 2.70 | -0.42 |
Sortino ratioReturn per unit of downside risk | 2.91 | 3.26 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.53 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.74 | 3.57 | -0.83 |
Martin ratioReturn relative to average drawdown | 10.66 | 13.91 | -3.25 |
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
| SFILX | ALOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 2.70 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.36 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.45 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.29 | +0.28 |
Correlation
The correlation between SFILX and ALOIX is 0.89, 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
SFILX vs. ALOIX - Dividend Comparison
SFILX's dividend yield for the trailing twelve months is around 8.14%, more than ALOIX's 4.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFILX Schwab Fundamental International Small Company Index Fund | 8.14% | 8.41% | 4.71% | 3.11% | 4.88% | 6.00% | 1.98% | 2.78% | 5.77% | 1.41% | 2.45% | 2.09% |
ALOIX Virtus International Small-Cap Fund | 4.28% | 4.54% | 3.50% | 4.93% | 1.25% | 19.08% | 1.38% | 1.62% | 18.17% | 1.52% | 1.04% | 0.54% |
Drawdowns
SFILX vs. ALOIX - Drawdown Comparison
The maximum SFILX drawdown since its inception was -43.13%, smaller than the maximum ALOIX drawdown of -79.29%. Use the drawdown chart below to compare losses from any high point for SFILX and ALOIX.
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Drawdown Indicators
| SFILX | ALOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.13% | -79.29% | +36.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -10.41% | -0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -32.29% | -39.41% | +7.12% |
Max Drawdown (10Y)Largest decline over 10 years | -43.13% | -42.79% | -0.34% |
Current DrawdownCurrent decline from peak | -8.84% | -8.05% | -0.79% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -35.07% | +26.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.71% | +0.20% |
Volatility
SFILX vs. ALOIX - Volatility Comparison
Schwab Fundamental International Small Company Index Fund (SFILX) has a higher volatility of 6.53% compared to Virtus International Small-Cap Fund (ALOIX) at 6.11%. This indicates that SFILX's price experiences larger fluctuations and is considered to be riskier than ALOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFILX | ALOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 6.11% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 9.87% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 14.53% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 15.03% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 16.61% | -0.52% |