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SFILX vs. SCHC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFILX vs. SCHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental International Small Company Index Fund (SFILX) and Schwab International Small-Cap Equity ETF (SCHC). The values are adjusted to include any dividend payments, if applicable.

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SFILX vs. SCHC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SCHC
Schwab International Small-Cap Equity ETF
2.66%37.59%1.97%14.36%-21.74%12.02%10.48%23.10%-18.60%29.42%

Returns By Period

In the year-to-date period, SFILX achieves a 0.52% return, which is significantly lower than SCHC's 2.66% return. Both investments have delivered pretty close results over the past 10 years, with SFILX having a 7.92% annualized return and SCHC not far behind at 7.87%.


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%

SCHC

1D
3.43%
1M
-9.31%
YTD
2.66%
6M
6.31%
1Y
35.15%
3Y*
15.42%
5Y*
6.24%
10Y*
7.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

SFILX vs. SCHC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SFILX
SFILX Risk / Return Rank: 8888
Overall Rank
SFILX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SFILX Sortino Ratio Rank: 8989
Sortino Ratio Rank
SFILX Omega Ratio Rank: 8787
Omega Ratio Rank
SFILX Calmar Ratio Rank: 8888
Calmar Ratio Rank
SFILX Martin Ratio Rank: 8686
Martin Ratio Rank

SCHC
SCHC Risk / Return Rank: 9191
Overall Rank
SCHC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SCHC Sortino Ratio Rank: 9393
Sortino Ratio Rank
SCHC Omega Ratio Rank: 9393
Omega Ratio Rank
SCHC Calmar Ratio Rank: 8888
Calmar Ratio Rank
SCHC Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SFILX vs. SCHC - Risk-Adjusted Trends 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.


SFILXSCHCDifference

Sharpe ratio

Return per unit of total volatility

1.94

2.04

-0.10

Sortino ratio

Return per unit of downside risk

2.49

2.70

-0.21

Omega ratio

Gain probability vs. loss probability

1.37

1.41

-0.04

Calmar ratio

Return relative to maximum drawdown

2.32

2.73

-0.41

Martin ratio

Return relative to average drawdown

9.04

11.06

-2.02

SFILX vs. SCHC - Sharpe Ratio Comparison

The current SFILX Sharpe Ratio is 1.94, which is comparable to the SCHC Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of SFILX and SCHC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SFILXSCHCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

2.04

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.36

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.44

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.38

+0.19

Correlation

The correlation between SFILX and SCHC is 0.93, 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.


Dividends

SFILX vs. SCHC - Dividend Comparison

SFILX's dividend yield for the trailing twelve months is around 8.37%, more than SCHC's 3.57% yield.


TTM20252024202320222021202020192018201720162015
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%
SCHC
Schwab International Small-Cap Equity ETF
3.57%3.66%3.72%2.94%1.78%3.02%1.62%3.23%2.51%2.73%2.01%2.34%

Drawdowns

SFILX vs. SCHC - Drawdown Comparison

The maximum SFILX drawdown since its inception was -43.13%, roughly equal to the maximum SCHC drawdown of -43.94%. Use the drawdown chart below to compare losses from any high point for SFILX and SCHC.


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Drawdown Indicators


SFILXSCHCDifference

Max Drawdown

Largest peak-to-trough decline

-43.13%

-43.94%

+0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-12.48%

+1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-32.29%

-36.48%

+4.19%

Max Drawdown (10Y)

Largest decline over 10 years

-43.13%

-43.94%

+0.81%

Current Drawdown

Current decline from peak

-11.35%

-9.31%

-2.04%

Average Drawdown

Average peak-to-trough decline

-8.25%

-10.13%

+1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.08%

-0.17%

Volatility

SFILX vs. SCHC - Volatility Comparison

The current volatility for Schwab Fundamental International Small Company Index Fund (SFILX) is 5.67%, while Schwab International Small-Cap Equity ETF (SCHC) has a volatility of 8.03%. 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.


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Volatility by Period


SFILXSCHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

8.03%

-2.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

11.74%

-2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

14.27%

17.37%

-3.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.12%

17.34%

-2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

17.88%

-1.81%