SFILX vs. SCHC
Compare and contrast key facts about Schwab Fundamental International Small Company Index Fund (SFILX) and Schwab International Small-Cap Equity ETF (SCHC).
SFILX is managed by Charles Schwab. It was launched on Jan 30, 2008. SCHC is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Custom Developed Small Cap ex-US Liquid Net of Tax (Lux). It was launched on Jan 14, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFILX or SCHC.
Performance
SFILX vs. SCHC - Performance Comparison
Returns By Period
In the year-to-date period, SFILX achieves a 2.35% return, which is significantly lower than SCHC's 3.75% return. Over the past 10 years, SFILX has outperformed SCHC with an annualized return of 5.23%, while SCHC has yielded a comparatively lower 4.28% annualized return.
SFILX
2.35%
-1.81%
-0.15%
10.29%
4.26%
5.23%
SCHC
3.75%
-2.20%
-0.69%
12.29%
4.04%
4.28%
Key characteristics
| SFILX | SCHC | |
|---|---|---|
| Sharpe Ratio | 0.79 | 0.87 |
| Sortino Ratio | 1.17 | 1.26 |
| Omega Ratio | 1.14 | 1.16 |
| Calmar Ratio | 0.71 | 0.59 |
| Martin Ratio | 3.36 | 4.09 |
| Ulcer Index | 3.06% | 3.01% |
| Daily Std Dev | 13.04% | 14.12% |
| Max Drawdown | -54.02% | -43.94% |
| Current Drawdown | -8.03% | -11.61% |
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SFILX vs. SCHC - Expense Ratio Comparison
SFILX has a 0.39% expense ratio, which is higher than SCHC's 0.11% expense ratio.
Correlation
The correlation between SFILX and SCHC is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
SFILX vs. SCHC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Small Company Index Fund (SFILX) and Schwab International Small-Cap Equity ETF (SCHC). 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. SCHC - Dividend Comparison
SFILX's dividend yield for the trailing twelve months is around 3.04%, more than SCHC's 2.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFILX Schwab Fundamental International Small Company Index Fund | 3.04% | 3.11% | 1.99% | 2.87% | 1.98% | 2.78% | 2.70% | 2.35% | 2.45% | 2.09% | 1.74% | 2.75% |
SCHC Schwab International Small-Cap Equity ETF | 2.68% | 2.94% | 1.78% | 3.02% | 1.62% | 3.23% | 2.51% | 2.72% | 2.01% | 2.34% | 2.59% | 2.80% |
Drawdowns
SFILX vs. SCHC - Drawdown Comparison
The maximum SFILX drawdown since its inception was -54.02%, which is greater than SCHC's maximum drawdown of -43.94%. Use the drawdown chart below to compare losses from any high point for SFILX and SCHC. For additional features, visit the drawdowns tool.
Volatility
SFILX vs. SCHC - Volatility Comparison
The current volatility for Schwab Fundamental International Small Company Index Fund (SFILX) is 3.50%, while Schwab International Small-Cap Equity ETF (SCHC) has a volatility of 3.72%. This indicates that SFILX experiences smaller price fluctuations and is considered to be less risky than SCHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.