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.
Key characteristics
| SFILX | SCHC | |
|---|---|---|
| YTD Return | 4.31% | 5.62% |
| 1Y Return | 17.20% | 19.33% |
| 3Y Return (Ann) | -0.62% | -3.07% |
| 5Y Return (Ann) | 4.56% | 4.38% |
| 10Y Return (Ann) | 5.50% | 4.57% |
| Sharpe Ratio | 1.30 | 1.33 |
| Sortino Ratio | 1.89 | 1.91 |
| Omega Ratio | 1.24 | 1.24 |
| Calmar Ratio | 0.95 | 0.79 |
| Martin Ratio | 6.73 | 7.43 |
| Ulcer Index | 2.59% | 2.61% |
| Daily Std Dev | 13.36% | 14.54% |
| Max Drawdown | -54.02% | -43.94% |
| Current Drawdown | -6.27% | -10.02% |
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.
Performance
SFILX vs. SCHC - Performance Comparison
In the year-to-date period, SFILX achieves a 4.31% return, which is significantly lower than SCHC's 5.62% return. Over the past 10 years, SFILX has outperformed SCHC with an annualized return of 5.50%, while SCHC has yielded a comparatively lower 4.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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 2.98%, more than SCHC's 2.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFILX Schwab Fundamental International Small Company Index Fund | 2.98% | 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 | 2.64% | 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
Schwab Fundamental International Small Company Index Fund (SFILX) and Schwab International Small-Cap Equity ETF (SCHC) have volatilities of 3.48% and 3.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.