SFILX vs. SCHE
Compare and contrast key facts about Schwab Fundamental International Small Company Index Fund (SFILX) and Schwab Emerging Markets Equity ETF (SCHE).
SFILX is managed by Charles Schwab. It was launched on Jan 30, 2008. SCHE is a passively managed fund by Charles Schwab that tracks the performance of the FTSE All-World Emerging. 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 SCHE.
Key characteristics
| SFILX | SCHE | |
|---|---|---|
| YTD Return | 4.00% | 14.35% |
| 1Y Return | 16.35% | 22.07% |
| 3Y Return (Ann) | -0.55% | -0.80% |
| 5Y Return (Ann) | 4.55% | 4.54% |
| 10Y Return (Ann) | 5.47% | 3.87% |
| Sharpe Ratio | 1.26 | 1.51 |
| Sortino Ratio | 1.83 | 2.18 |
| Omega Ratio | 1.23 | 1.27 |
| Calmar Ratio | 0.93 | 0.87 |
| Martin Ratio | 6.43 | 8.44 |
| Ulcer Index | 2.62% | 2.71% |
| Daily Std Dev | 13.39% | 15.16% |
| Max Drawdown | -54.02% | -36.16% |
| Current Drawdown | -6.55% | -10.02% |
Correlation
The correlation between SFILX and SCHE is 0.77, 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. SCHE - Performance Comparison
In the year-to-date period, SFILX achieves a 4.00% return, which is significantly lower than SCHE's 14.35% return. Over the past 10 years, SFILX has outperformed SCHE with an annualized return of 5.47%, while SCHE has yielded a comparatively lower 3.87% 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. SCHE - Expense Ratio Comparison
SFILX has a 0.39% expense ratio, which is higher than SCHE's 0.11% expense ratio.
Risk-Adjusted Performance
SFILX vs. SCHE - 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 Emerging Markets Equity ETF (SCHE). 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. SCHE - Dividend Comparison
SFILX's dividend yield for the trailing twelve months is around 2.99%, which matches SCHE's 3.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFILX Schwab Fundamental International Small Company Index Fund | 2.99% | 3.11% | 1.99% | 2.87% | 1.98% | 2.78% | 2.70% | 2.35% | 2.45% | 2.09% | 1.74% | 2.75% |
SCHE Schwab Emerging Markets Equity ETF | 3.02% | 3.83% | 2.87% | 2.86% | 2.09% | 3.27% | 2.69% | 2.31% | 2.26% | 2.50% | 2.86% | 2.56% |
Drawdowns
SFILX vs. SCHE - Drawdown Comparison
The maximum SFILX drawdown since its inception was -54.02%, which is greater than SCHE's maximum drawdown of -36.16%. Use the drawdown chart below to compare losses from any high point for SFILX and SCHE. For additional features, visit the drawdowns tool.
Volatility
SFILX vs. SCHE - Volatility Comparison
The current volatility for Schwab Fundamental International Small Company Index Fund (SFILX) is 3.46%, while Schwab Emerging Markets Equity ETF (SCHE) has a volatility of 5.01%. This indicates that SFILX experiences smaller price fluctuations and is considered to be less risky than SCHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.