SFILX vs. SPY
Compare and contrast key facts about Schwab Fundamental International Small Company Index Fund (SFILX) and State Street SPDR S&P 500 ETF (SPY).
SFILX is managed by Charles Schwab. It was launched on Jan 30, 2008. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
SFILX vs. SPY - Performance Comparison
Loading graphics...
SFILX vs. SPY - 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% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, SFILX achieves a 0.52% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, SFILX has underperformed SPY with an annualized return of 7.92%, while SPY has yielded a comparatively higher 13.98% 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%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SFILX vs. SPY - Expense Ratio Comparison
SFILX has a 0.39% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
SFILX vs. SPY — Risk / Return Rank
SFILX
SPY
SFILX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Small Company Index Fund (SFILX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.94 | 0.93 | +1.01 |
Sortino ratioReturn per unit of downside risk | 2.49 | 1.45 | +1.03 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.22 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 1.53 | +0.79 |
Martin ratioReturn relative to average drawdown | 9.04 | 7.30 | +1.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SFILX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 0.93 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.69 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.78 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.56 | 0.00 |
Correlation
The correlation between SFILX and SPY is 0.76, 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. SPY - Dividend Comparison
SFILX's dividend yield for the trailing twelve months is around 8.37%, more than SPY's 1.14% 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% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
SFILX vs. SPY - Drawdown Comparison
The maximum SFILX drawdown since its inception was -43.13%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SFILX and SPY.
Loading graphics...
Drawdown Indicators
| SFILX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.13% | -55.19% | +12.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -12.05% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -32.29% | -24.50% | -7.79% |
Max Drawdown (10Y)Largest decline over 10 years | -43.13% | -33.72% | -9.41% |
Current DrawdownCurrent decline from peak | -11.35% | -6.24% | -5.11% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -9.09% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.52% | +0.39% |
Volatility
SFILX vs. SPY - Volatility Comparison
Schwab Fundamental International Small Company Index Fund (SFILX) has a higher volatility of 5.67% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that SFILX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SFILX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 5.31% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 9.47% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.27% | 19.05% | -4.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 17.06% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 17.92% | -1.85% |