SFILX vs. SWISX
Compare and contrast key facts about Schwab Fundamental International Small Company Index Fund (SFILX) and Schwab International Index Fund (SWISX).
SFILX is managed by Charles Schwab. It was launched on Jan 30, 2008. SWISX is a passively managed fund by Charles Schwab that tracks the performance of the MSCI EAFE Index. It was launched on May 19, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFILX or SWISX.
Key characteristics
| SFILX | SWISX | |
|---|---|---|
| YTD Return | 4.00% | 7.00% |
| 1Y Return | 16.35% | 18.26% |
| 3Y Return (Ann) | -0.55% | 2.28% |
| 5Y Return (Ann) | 4.55% | 6.14% |
| 10Y Return (Ann) | 5.47% | 5.32% |
| Sharpe Ratio | 1.26 | 1.44 |
| Sortino Ratio | 1.83 | 2.05 |
| Omega Ratio | 1.23 | 1.25 |
| Calmar Ratio | 0.93 | 1.83 |
| Martin Ratio | 6.43 | 7.56 |
| Ulcer Index | 2.62% | 2.48% |
| Daily Std Dev | 13.39% | 13.04% |
| Max Drawdown | -54.02% | -60.65% |
| Current Drawdown | -6.55% | -6.36% |
Correlation
The correlation between SFILX and SWISX 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.
Performance
SFILX vs. SWISX - Performance Comparison
In the year-to-date period, SFILX achieves a 4.00% return, which is significantly lower than SWISX's 7.00% return. Both investments have delivered pretty close results over the past 10 years, with SFILX having a 5.47% annualized return and SWISX not far behind at 5.32%. 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. SWISX - Expense Ratio Comparison
SFILX has a 0.39% expense ratio, which is higher than SWISX's 0.06% expense ratio.
Risk-Adjusted Performance
SFILX vs. SWISX - 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 Index Fund (SWISX). 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. SWISX - Dividend Comparison
SFILX's dividend yield for the trailing twelve months is around 2.99%, less than SWISX's 3.09% 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% |
SWISX Schwab International Index Fund | 3.09% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% | 3.37% | 2.54% |
Drawdowns
SFILX vs. SWISX - Drawdown Comparison
The maximum SFILX drawdown since its inception was -54.02%, smaller than the maximum SWISX drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for SFILX and SWISX. For additional features, visit the drawdowns tool.
Volatility
SFILX vs. SWISX - Volatility Comparison
The current volatility for Schwab Fundamental International Small Company Index Fund (SFILX) is 3.46%, while Schwab International Index Fund (SWISX) has a volatility of 3.96%. This indicates that SFILX experiences smaller price fluctuations and is considered to be less risky than SWISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.