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.
Performance
SFILX vs. HFMDX - Performance Comparison
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SFILX vs. HFMDX - 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% |
HFMDX Hennessy Cornerstone Mid Cap 30 Fund | -1.39% | 2.68% | 34.13% | 30.83% | 2.72% | 27.23% | 23.37% | 15.76% | -23.52% | 20.71% |
Returns By Period
In the year-to-date period, SFILX achieves a 3.36% return, which is significantly higher than HFMDX's -1.39% return. Over the past 10 years, SFILX has underperformed HFMDX with an annualized return of 8.22%, while HFMDX has yielded a comparatively higher 12.05% 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%
HFMDX
- 1D
- 3.56%
- 1M
- -6.47%
- YTD
- -1.39%
- 6M
- -0.77%
- 1Y
- 11.96%
- 3Y*
- 17.64%
- 5Y*
- 12.98%
- 10Y*
- 12.05%
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SFILX vs. HFMDX - Expense Ratio Comparison
SFILX has a 0.39% expense ratio, which is lower than HFMDX's 1.36% expense ratio.
Return for Risk
SFILX vs. HFMDX — Risk / Return Rank
SFILX
HFMDX
SFILX vs. HFMDX - Risk-Adjusted Trends 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.
| SFILX | HFMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.27 | 0.50 | +1.77 |
Sortino ratioReturn per unit of downside risk | 2.91 | 0.86 | +2.05 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.11 | +0.33 |
Calmar ratioReturn relative to maximum drawdown | 2.74 | 0.84 | +1.90 |
Martin ratioReturn relative to average drawdown | 10.66 | 2.72 | +7.94 |
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 | HFMDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 0.50 | +1.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.56 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.48 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.41 | +0.16 |
Correlation
The correlation between SFILX and HFMDX is 0.66, 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.
Dividends
SFILX vs. HFMDX - Dividend Comparison
SFILX's dividend yield for the trailing twelve months is around 8.14%, more than HFMDX's 0.73% 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% |
HFMDX Hennessy Cornerstone Mid Cap 30 Fund | 0.73% | 0.72% | 18.84% | 9.61% | 21.66% | 1.73% | 0.00% | 0.00% | 40.95% | 18.56% | 0.64% | 0.91% |
Drawdowns
SFILX vs. HFMDX - Drawdown Comparison
The maximum SFILX drawdown since its inception was -43.13%, smaller than the maximum HFMDX drawdown of -61.25%. Use the drawdown chart below to compare losses from any high point for SFILX and HFMDX.
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Drawdown Indicators
| SFILX | HFMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.13% | -61.25% | +18.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -14.22% | +2.87% |
Max Drawdown (5Y)Largest decline over 5 years | -32.29% | -27.76% | -4.53% |
Max Drawdown (10Y)Largest decline over 10 years | -43.13% | -56.14% | +13.01% |
Current DrawdownCurrent decline from peak | -8.84% | -9.56% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -12.33% | +4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 4.37% | -1.46% |
Volatility
SFILX vs. HFMDX - Volatility Comparison
The current volatility for Schwab Fundamental International Small Company Index Fund (SFILX) is 6.53%, while Hennessy Cornerstone Mid Cap 30 Fund (HFMDX) has a volatility of 8.36%. 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.
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Volatility by Period
| SFILX | HFMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 8.36% | -1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 16.56% | -6.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 25.12% | -10.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 23.35% | -8.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 25.01% | -8.92% |