SFILX vs. DISVX
Compare and contrast key facts about Schwab Fundamental International Small Company Index Fund (SFILX) and DFA International Small Cap Value Portfolio (DISVX).
SFILX is managed by Charles Schwab. It was launched on Jan 30, 2008. DISVX is managed by Dimensional Fund Advisors LP. It was launched on Dec 28, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFILX or DISVX.
Key characteristics
| SFILX | DISVX | |
|---|---|---|
| YTD Return | 2.51% | 8.05% |
| 1Y Return | 14.98% | 19.01% |
| 3Y Return (Ann) | -1.03% | 3.95% |
| 5Y Return (Ann) | 4.30% | 6.78% |
| 10Y Return (Ann) | 5.32% | 4.28% |
| Sharpe Ratio | 1.09 | 1.38 |
| Sortino Ratio | 1.60 | 1.93 |
| Omega Ratio | 1.20 | 1.24 |
| Calmar Ratio | 0.81 | 2.43 |
| Martin Ratio | 5.51 | 7.70 |
| Ulcer Index | 2.67% | 2.49% |
| Daily Std Dev | 13.45% | 13.94% |
| Max Drawdown | -54.02% | -63.79% |
| Current Drawdown | -7.89% | -7.15% |
Correlation
The correlation between SFILX and DISVX is 0.96, 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.
Performance
SFILX vs. DISVX - Performance Comparison
In the year-to-date period, SFILX achieves a 2.51% return, which is significantly lower than DISVX's 8.05% return. Over the past 10 years, SFILX has outperformed DISVX with an annualized return of 5.32%, while DISVX has yielded a comparatively lower 4.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SFILX vs. DISVX - Expense Ratio Comparison
SFILX has a 0.39% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Risk-Adjusted Performance
SFILX vs. DISVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Small Company Index Fund (SFILX) and DFA International Small Cap Value Portfolio (DISVX). 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
SFILX vs. DISVX - Dividend Comparison
SFILX's dividend yield for the trailing twelve months is around 3.04%, less than DISVX's 3.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFILX Schwab Fundamental International Small Company Index Fund | 3.04% | 3.11% | 1.99% | 2.87% | 1.98% | 2.78% | 2.70% | 2.35% | 2.45% | 2.09% | 1.74% | 2.75% |
DISVX DFA International Small Cap Value Portfolio | 3.93% | 3.75% | 2.40% | 2.76% | 1.85% | 2.47% | 2.20% | 2.54% | 2.60% | 2.01% | 2.09% | 2.12% |
Drawdowns
SFILX vs. DISVX - Drawdown Comparison
The maximum SFILX drawdown since its inception was -54.02%, smaller than the maximum DISVX drawdown of -63.79%. Use the drawdown chart below to compare losses from any high point for SFILX and DISVX. For additional features, visit the drawdowns tool.
Volatility
SFILX vs. DISVX - Volatility Comparison
The current volatility for Schwab Fundamental International Small Company Index Fund (SFILX) is 3.69%, while DFA International Small Cap Value Portfolio (DISVX) has a volatility of 4.05%. This indicates that SFILX experiences smaller price fluctuations and is considered to be less risky than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.