SFILX vs. MUB
SFILX (Schwab Fundamental International Small Company Index Fund) and MUB (iShares National AMT-Free Muni Bond ETF) are both funds - SFILX is a Foreign Small & Mid Cap Equities fund managed by Charles Schwab, while MUB is a Municipal Bonds fund tracking the S&P National AMT-Free Municipal Bond Index. Over the past 10 years, SFILX returned 8.60%/yr vs 1.92%/yr for MUB. At a 0.02 correlation, their price movements are largely independent. SFILX charges 0.39%/yr vs 0.07%/yr for MUB.
Performance
SFILX vs. MUB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SFILX achieves a 10.41% return, which is significantly higher than MUB's 1.28% return. Over the past 10 years, SFILX has outperformed MUB with an annualized return of 8.60%, while MUB has yielded a comparatively lower 1.92% 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%
MUB
- 1D
- -0.01%
- 1M
- 0.63%
- YTD
- 1.28%
- 6M
- 1.80%
- 1Y
- 6.40%
- 3Y*
- 3.35%
- 5Y*
- 0.80%
- 10Y*
- 1.92%
SFILX vs. MUB - 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% |
MUB iShares National AMT-Free Muni Bond ETF | 1.28% | 3.78% | 1.26% | 5.56% | -7.34% | 1.02% | 5.12% | 7.06% | 0.93% | 4.72% |
Correlation
The correlation between SFILX and MUB 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 | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.02 |
Over the past year, SFILX and MUB have become more correlated (0.38) than their long-term average of 0.02, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SFILX vs. MUB — Risk / Return Rank
SFILX
MUB
SFILX vs. MUB - 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 National AMT-Free Muni Bond ETF (MUB). 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 | MUB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.44 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 2.22 | -0.02 |
| Martin ratioReturn relative to average drawdown | 8.02 | 7.77 | +0.25 |
Loading charts...
Drawdowns
SFILX vs. MUB - Drawdown Comparison
The maximum SFILX drawdown since its inception was -43.13%, which is greater than MUB's maximum drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for SFILX and MUB.
Loading charts...
Drawdown Indicators
| SFILX | MUB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.13% | -13.68% | -29.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -2.79% | -8.56% |
Max Drawdown (3Y)Largest decline over 3 years | -13.05% | -5.34% | -7.71% |
Max Drawdown (5Y)Largest decline over 5 years | -32.29% | -11.88% | -20.41% |
Max Drawdown (10Y)Largest decline over 10 years | -43.13% | -13.68% | -29.45% |
Current DrawdownCurrent decline from peak | -2.62% | -0.66% | -1.96% |
Average DrawdownAverage peak-to-trough decline | -8.18% | -2.23% | -5.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 0.80% | +2.31% |
Volatility
SFILX vs. MUB - Volatility Comparison
Schwab Fundamental International Small Company Index Fund (SFILX) has a higher volatility of 4.79% compared to iShares National AMT-Free Muni Bond ETF (MUB) at 1.01%. This indicates that SFILX's price experiences larger fluctuations and is considered to be riskier than MUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SFILX | MUB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 1.01% | +3.78% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 2.25% | +8.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.77% | 2.90% | +10.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.35% | 4.06% | +11.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.17% | 4.92% | +11.25% |
SFILX vs. MUB - Expense Ratio Comparison
SFILX has a 0.39% expense ratio, which is higher than MUB's 0.07% expense ratio.
Dividends
SFILX vs. MUB - Dividend Comparison
SFILX's dividend yield for the trailing twelve months is around 7.62%, more than MUB's 3.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUB iShares National AMT-Free Muni Bond ETF | 3.17% | 3.14% | 3.01% | 2.65% | 2.11% | 1.81% | 2.11% | 2.42% | 2.46% | 2.26% | 2.21% | 2.51% |
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 MUB 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 MUB (1.01%). In terms of maximum drawdown, SFILX dropped -43.13% vs MUB's -13.68%.
MUB currently has the higher Sharpe Ratio (2.16 vs 1.82), 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.
Find the right allocation for SFILX and MUB
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer