SFILX vs. FSPSX
Compare and contrast key facts about Schwab Fundamental International Small Company Index Fund (SFILX) and Fidelity International Index Fund (FSPSX).
SFILX is managed by Charles Schwab. It was launched on Jan 30, 2008. FSPSX is managed by Fidelity. It was launched on Nov 5, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFILX or FSPSX.
Performance
SFILX vs. FSPSX - Performance Comparison
Returns By Period
In the year-to-date period, SFILX achieves a 2.35% return, which is significantly lower than FSPSX's 4.83% return. Both investments have delivered pretty close results over the past 10 years, with SFILX having a 5.23% annualized return and FSPSX not far behind at 5.07%.
SFILX
2.35%
-1.81%
-0.15%
10.29%
4.26%
5.23%
FSPSX
4.83%
-2.87%
-2.39%
11.23%
5.86%
5.07%
Key characteristics
| SFILX | FSPSX | |
|---|---|---|
| Sharpe Ratio | 0.79 | 0.90 |
| Sortino Ratio | 1.17 | 1.31 |
| Omega Ratio | 1.14 | 1.16 |
| Calmar Ratio | 0.71 | 1.27 |
| Martin Ratio | 3.36 | 3.85 |
| Ulcer Index | 3.06% | 2.92% |
| Daily Std Dev | 13.04% | 12.48% |
| Max Drawdown | -54.02% | -33.69% |
| Current Drawdown | -8.03% | -8.29% |
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SFILX vs. FSPSX - Expense Ratio Comparison
SFILX has a 0.39% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Correlation
The correlation between SFILX and FSPSX is 0.92, 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.
Risk-Adjusted Performance
SFILX vs. FSPSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Small Company Index Fund (SFILX) and Fidelity International Index Fund (FSPSX). 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. FSPSX - Dividend Comparison
SFILX's dividend yield for the trailing twelve months is around 3.04%, which matches FSPSX's 3.03% 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% |
FSPSX Fidelity International Index Fund | 3.03% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% | 2.59% |
Drawdowns
SFILX vs. FSPSX - Drawdown Comparison
The maximum SFILX drawdown since its inception was -54.02%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for SFILX and FSPSX. For additional features, visit the drawdowns tool.
Volatility
SFILX vs. FSPSX - Volatility Comparison
The current volatility for Schwab Fundamental International Small Company Index Fund (SFILX) is 3.50%, while Fidelity International Index Fund (FSPSX) has a volatility of 3.71%. This indicates that SFILX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.