SFILX vs. RBESX
Compare and contrast key facts about Schwab Fundamental International Small Company Index Fund (SFILX) and RBC BlueBay Emerging Market Debt Fund (RBESX).
SFILX is managed by Charles Schwab. It was launched on Jan 30, 2008. RBESX is managed by RBC Global Asset Management.. It was launched on Nov 29, 2011.
Performance
SFILX vs. RBESX - Performance Comparison
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SFILX vs. RBESX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFILX Schwab Fundamental International Small Company Index Fund | 0.52% | 36.17% | 1.29% | 14.80% | -14.89% | 9.69% | 7.50% | 19.58% | -18.67% | 26.08% |
RBESX RBC BlueBay Emerging Market Debt Fund | -1.18% | 14.64% | 6.90% | 15.63% | -14.57% | -3.45% | 7.02% | 15.39% | -5.05% | 12.78% |
Returns By Period
In the year-to-date period, SFILX achieves a 0.52% return, which is significantly higher than RBESX's -1.18% return. Over the past 10 years, SFILX has outperformed RBESX with an annualized return of 7.92%, while RBESX has yielded a comparatively lower 4.52% annualized return.
SFILX
- 1D
- -0.51%
- 1M
- -11.35%
- YTD
- 0.52%
- 6M
- 3.98%
- 1Y
- 29.02%
- 3Y*
- 14.53%
- 5Y*
- 6.83%
- 10Y*
- 7.92%
RBESX
- 1D
- -0.23%
- 1M
- -3.77%
- YTD
- -1.18%
- 6M
- 2.49%
- 1Y
- 11.16%
- 3Y*
- 10.98%
- 5Y*
- 4.20%
- 10Y*
- 4.52%
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SFILX vs. RBESX - Expense Ratio Comparison
SFILX has a 0.39% expense ratio, which is lower than RBESX's 0.79% expense ratio.
Return for Risk
SFILX vs. RBESX — Risk / Return Rank
SFILX
RBESX
SFILX vs. RBESX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Small Company Index Fund (SFILX) and RBC BlueBay Emerging Market Debt Fund (RBESX). 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 | RBESX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.94 | 2.32 | -0.38 |
Sortino ratioReturn per unit of downside risk | 2.49 | 3.32 | -0.83 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.50 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.57 | -0.25 |
Martin ratioReturn relative to average drawdown | 9.04 | 10.97 | -1.93 |
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 | RBESX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 2.32 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.61 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.12 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.11 | +0.46 |
Correlation
The correlation between SFILX and RBESX is 0.48, 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. RBESX - Dividend Comparison
SFILX's dividend yield for the trailing twelve months is around 8.37%, more than RBESX's 5.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFILX Schwab Fundamental International Small Company Index Fund | 8.37% | 8.41% | 4.71% | 3.11% | 4.88% | 6.00% | 1.98% | 2.78% | 5.77% | 1.41% | 2.45% | 2.09% |
RBESX RBC BlueBay Emerging Market Debt Fund | 5.16% | 5.58% | 6.59% | 6.60% | 7.85% | 3.37% | 3.58% | 5.94% | 3.78% | 3.67% | 0.00% | 0.00% |
Drawdowns
SFILX vs. RBESX - Drawdown Comparison
The maximum SFILX drawdown since its inception was -43.13%, smaller than the maximum RBESX drawdown of -51.19%. Use the drawdown chart below to compare losses from any high point for SFILX and RBESX.
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Drawdown Indicators
| SFILX | RBESX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.13% | -51.19% | +8.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -4.18% | -7.17% |
Max Drawdown (5Y)Largest decline over 5 years | -32.29% | -26.82% | -5.47% |
Max Drawdown (10Y)Largest decline over 10 years | -43.13% | -51.19% | +8.06% |
Current DrawdownCurrent decline from peak | -11.35% | -21.69% | +10.34% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -25.50% | +17.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 0.98% | +1.93% |
Volatility
SFILX vs. RBESX - Volatility Comparison
Schwab Fundamental International Small Company Index Fund (SFILX) has a higher volatility of 5.67% compared to RBC BlueBay Emerging Market Debt Fund (RBESX) at 1.70%. This indicates that SFILX's price experiences larger fluctuations and is considered to be riskier than RBESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFILX | RBESX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 1.70% | +3.97% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 2.86% | +6.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.27% | 4.80% | +9.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 6.91% | +8.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 36.88% | -20.81% |