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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFILX or SWSSX.
Performance
SFILX vs. SWSSX - Performance Comparison
Returns By Period
In the year-to-date period, SFILX achieves a 1.73% return, which is significantly lower than SWSSX's 16.15% return. Over the past 10 years, SFILX has underperformed SWSSX with an annualized return of 5.23%, while SWSSX has yielded a comparatively higher 8.62% annualized return.
SFILX
1.73%
-4.14%
-0.54%
9.88%
4.14%
5.23%
SWSSX
16.15%
3.94%
12.48%
32.36%
9.47%
8.62%
Key characteristics
| SFILX | SWSSX | |
|---|---|---|
| Sharpe Ratio | 0.71 | 1.46 |
| Sortino Ratio | 1.06 | 2.15 |
| Omega Ratio | 1.13 | 1.26 |
| Calmar Ratio | 0.61 | 1.24 |
| Martin Ratio | 3.11 | 8.03 |
| Ulcer Index | 2.97% | 3.81% |
| Daily Std Dev | 13.05% | 20.97% |
| Max Drawdown | -54.02% | -61.52% |
| Current Drawdown | -8.60% | -4.43% |
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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.
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.
Risk-Adjusted Performance
SFILX vs. SWSSX - 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 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.
Dividends
SFILX vs. SWSSX - Dividend Comparison
SFILX's dividend yield for the trailing twelve months is around 3.06%, more than SWSSX's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFILX Schwab Fundamental International Small Company Index Fund | 3.06% | 3.11% | 1.99% | 2.87% | 1.98% | 2.78% | 2.70% | 2.35% | 2.45% | 2.09% | 1.74% | 2.75% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.28% | 1.49% | 1.32% | 1.17% | 1.12% | 1.43% | 1.61% | 1.26% | 1.39% | 1.50% | 1.28% | 1.11% |
Drawdowns
SFILX vs. SWSSX - Drawdown Comparison
The maximum SFILX drawdown since its inception was -54.02%, smaller than the maximum SWSSX drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for SFILX and SWSSX. For additional features, visit the drawdowns tool.
Volatility
SFILX vs. SWSSX - Volatility Comparison
The current volatility for Schwab Fundamental International Small Company Index Fund (SFILX) is 3.63%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 7.49%. 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.