SFILX vs. HFMDX
Compare and contrast key facts about Schwab Fundamental International Small Company Index Fund (SFILX) and Hennessy Cornerstone Mid Cap 30 Fund (HFMDX).
SFILX is managed by Charles Schwab. It was launched on Jan 30, 2008. HFMDX is managed by Hennessy. It was launched on Sep 17, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFILX or HFMDX.
Key characteristics
| SFILX | HFMDX | |
|---|---|---|
| YTD Return | 4.00% | 42.99% |
| 1Y Return | 16.35% | 44.67% |
| 3Y Return (Ann) | -0.55% | 11.04% |
| 5Y Return (Ann) | 4.55% | 18.08% |
| 10Y Return (Ann) | 5.47% | 4.19% |
| Sharpe Ratio | 1.26 | 2.11 |
| Sortino Ratio | 1.83 | 2.57 |
| Omega Ratio | 1.23 | 1.37 |
| Calmar Ratio | 0.93 | 2.62 |
| Martin Ratio | 6.43 | 11.49 |
| Ulcer Index | 2.62% | 4.07% |
| Daily Std Dev | 13.39% | 22.14% |
| Max Drawdown | -54.02% | -71.75% |
| Current Drawdown | -6.55% | 0.00% |
Correlation
The correlation between SFILX and HFMDX is 0.67, 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.
Performance
SFILX vs. HFMDX - Performance Comparison
In the year-to-date period, SFILX achieves a 4.00% return, which is significantly lower than HFMDX's 42.99% return. Over the past 10 years, SFILX has outperformed HFMDX with an annualized return of 5.47%, while HFMDX has yielded a comparatively lower 4.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SFILX vs. HFMDX - Expense Ratio Comparison
SFILX has a 0.39% expense ratio, which is lower than HFMDX's 1.36% expense ratio.
Risk-Adjusted Performance
SFILX vs. HFMDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Small Company Index Fund (SFILX) and Hennessy Cornerstone Mid Cap 30 Fund (HFMDX). 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. HFMDX - Dividend Comparison
SFILX's dividend yield for the trailing twelve months is around 2.99%, while HFMDX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFILX Schwab Fundamental International Small Company Index Fund | 2.99% | 3.11% | 1.99% | 2.87% | 1.98% | 2.78% | 2.70% | 2.35% | 2.45% | 2.09% | 1.74% | 2.75% |
HFMDX Hennessy Cornerstone Mid Cap 30 Fund | 0.00% | 0.00% | 0.00% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.14% | 0.00% | 0.11% |
Drawdowns
SFILX vs. HFMDX - Drawdown Comparison
The maximum SFILX drawdown since its inception was -54.02%, smaller than the maximum HFMDX drawdown of -71.75%. Use the drawdown chart below to compare losses from any high point for SFILX and HFMDX. For additional features, visit the drawdowns tool.
Volatility
SFILX vs. HFMDX - Volatility Comparison
The current volatility for Schwab Fundamental International Small Company Index Fund (SFILX) is 3.46%, while Hennessy Cornerstone Mid Cap 30 Fund (HFMDX) has a volatility of 4.83%. This indicates that SFILX experiences smaller price fluctuations and is considered to be less risky than HFMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.