SFILX vs. IEF
SFILX (Schwab Fundamental International Small Company Index Fund) and IEF (iShares 7-10 Year Treasury Bond ETF) are both funds - SFILX is a Foreign Small & Mid Cap Equities fund managed by Charles Schwab, while IEF is a Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index. Over the past 10 years, SFILX returned 8.60%/yr vs 0.59%/yr for IEF. At a correlation of -0.13, they often move in opposite directions. SFILX charges 0.39%/yr vs 0.15%/yr for IEF.
Performance
SFILX vs. IEF - Performance Comparison
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Returns By Period
In the year-to-date period, SFILX achieves a 10.41% return, which is significantly higher than IEF's -0.47% return. Over the past 10 years, SFILX has outperformed IEF with an annualized return of 8.60%, while IEF has yielded a comparatively lower 0.59% annualized return.
SFILX
- 1D
- 2.58%
- 1M
- -0.41%
- YTD
- 10.41%
- 6M
- 12.14%
- 1Y
- 25.42%
- 3Y*
- 17.53%
- 5Y*
- 7.08%
- 10Y*
- 8.60%
IEF
- 1D
- -0.17%
- 1M
- 0.25%
- YTD
- -0.47%
- 6M
- -0.18%
- 1Y
- 3.78%
- 3Y*
- 2.86%
- 5Y*
- -1.24%
- 10Y*
- 0.59%
SFILX vs. IEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFILX Schwab Fundamental International Small Company Index Fund | 10.41% | 36.17% | 1.29% | 14.80% | -14.89% | 9.69% | 7.50% | 19.58% | -18.67% | 26.08% |
IEF iShares 7-10 Year Treasury Bond ETF | -0.47% | 8.03% | -0.63% | 3.64% | -15.15% | -3.33% | 10.01% | 8.03% | 0.99% | 2.55% |
Correlation
The correlation between SFILX and IEF is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | -0.13 |
The correlation between SFILX and IEF shifts across timeframes, from -0.13 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SFILX vs. IEF — Risk / Return Rank
SFILX
IEF
SFILX vs. IEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Small Company Index Fund (SFILX) and iShares 7-10 Year Treasury Bond ETF (IEF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SFILX | IEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.12 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 0.84 | +1.37 |
| Martin ratioReturn relative to average drawdown | 8.02 | 2.35 | +5.67 |
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Drawdowns
SFILX vs. IEF - Drawdown Comparison
The maximum SFILX drawdown since its inception was -43.13%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for SFILX and IEF.
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Drawdown Indicators
| SFILX | IEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.13% | -23.93% | -19.20% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -4.07% | -7.28% |
Max Drawdown (3Y)Largest decline over 3 years | -13.05% | -7.74% | -5.31% |
Max Drawdown (5Y)Largest decline over 5 years | -32.29% | -21.40% | -10.89% |
Max Drawdown (10Y)Largest decline over 10 years | -43.13% | -23.93% | -19.20% |
Current DrawdownCurrent decline from peak | -2.62% | -11.18% | +8.56% |
Average DrawdownAverage peak-to-trough decline | -8.18% | -5.35% | -2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 1.45% | +1.66% |
Volatility
SFILX vs. IEF - Volatility Comparison
Schwab Fundamental International Small Company Index Fund (SFILX) has a higher volatility of 4.79% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.62%. This indicates that SFILX's price experiences larger fluctuations and is considered to be riskier than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFILX | IEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 1.62% | +3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 3.42% | +7.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.77% | 4.72% | +9.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.35% | 7.71% | +7.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.17% | 6.63% | +9.54% |
SFILX vs. IEF - Expense Ratio Comparison
SFILX has a 0.39% expense ratio, which is higher than IEF's 0.15% expense ratio.
Dividends
SFILX vs. IEF - Dividend Comparison
SFILX's dividend yield for the trailing twelve months is around 7.62%, more than IEF's 3.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 3.89% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
SFILX Schwab Fundamental International Small Company Index Fund | 7.62% | 8.41% | 4.71% | 3.11% | 4.88% | 6.00% | 1.98% | 2.78% | 5.77% | 1.41% | 2.45% | 2.09% |
Frequently Asked Questions
SFILX and IEF have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFILX has higher volatility (4.79%) compared to IEF (1.62%). In terms of maximum drawdown, SFILX dropped -43.13% vs IEF's -23.93%.
SFILX currently has the higher Sharpe Ratio (1.82 vs 0.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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