SFILX vs. SWSSX
Compare and contrast key facts about Schwab Fundamental International Small Company Index Fund (SFILX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
SFILX is managed by Charles Schwab. It was launched on Jan 30, 2008. SWSSX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 2000 Index. It was launched on May 19, 1997.
Performance
SFILX vs. SWSSX - Performance Comparison
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SFILX vs. SWSSX - 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | -2.49% | 12.88% | 11.57% | 17.07% | -20.43% | 14.77% | 20.12% | 25.63% | -11.19% | 14.76% |
Returns By Period
In the year-to-date period, SFILX achieves a 0.52% return, which is significantly higher than SWSSX's -2.49% return. Over the past 10 years, SFILX has underperformed SWSSX with an annualized return of 7.92%, while SWSSX has yielded a comparatively higher 9.50% 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%
SWSSX
- 1D
- -1.45%
- 1M
- -8.18%
- YTD
- -2.49%
- 6M
- -0.36%
- 1Y
- 21.55%
- 3Y*
- 11.83%
- 5Y*
- 3.10%
- 10Y*
- 9.50%
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SFILX vs. SWSSX - Expense Ratio Comparison
SFILX has a 0.39% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
SFILX vs. SWSSX — Risk / Return Rank
SFILX
SWSSX
SFILX vs. SWSSX - 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 Small-Cap Index Fund-Select Shares (SWSSX). 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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.94 | 0.91 | +1.02 |
Sortino ratioReturn per unit of downside risk | 2.49 | 1.40 | +1.09 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.18 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 1.33 | +0.99 |
Martin ratioReturn relative to average drawdown | 9.04 | 5.02 | +4.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SFILX | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 0.91 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.14 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.40 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.33 | +0.23 |
Correlation
The correlation between SFILX and SWSSX is 0.71, 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. SWSSX - Dividend Comparison
SFILX's dividend yield for the trailing twelve months is around 8.37%, more than SWSSX's 1.32% 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.32% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
SFILX vs. SWSSX - Drawdown Comparison
The maximum SFILX drawdown since its inception was -43.13%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for SFILX and SWSSX.
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Drawdown Indicators
| SFILX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.13% | -60.34% | +17.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -13.90% | +2.55% |
Max Drawdown (5Y)Largest decline over 5 years | -32.29% | -31.93% | -0.36% |
Max Drawdown (10Y)Largest decline over 10 years | -43.13% | -41.81% | -1.32% |
Current DrawdownCurrent decline from peak | -11.35% | -11.00% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -10.78% | +2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 3.68% | -0.77% |
Volatility
SFILX vs. SWSSX - Volatility Comparison
The current volatility for Schwab Fundamental International Small Company Index Fund (SFILX) is 5.67%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that SFILX experiences smaller price fluctuations and is considered to be less risky than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFILX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 6.59% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 14.12% | -4.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.27% | 23.11% | -8.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 22.57% | -7.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 24.03% | -7.96% |