SFILX vs. VFSNX
SFILX (Schwab Fundamental International Small Company Index Fund) and VFSNX (Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, SFILX returned 8.44%/yr vs 8.21%/yr for VFSNX. With a 0.95 correlation, they move nearly in lockstep. SFILX charges 0.39%/yr vs 0.11%/yr for VFSNX.
Performance
SFILX vs. VFSNX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SFILX having a 11.83% return and VFSNX slightly lower at 11.76%. Both investments have delivered pretty close results over the past 10 years, with SFILX having a 8.44% annualized return and VFSNX not far behind at 8.21%.
SFILX
- 1D
- -0.17%
- 1M
- 1.41%
- YTD
- 11.83%
- 6M
- 14.41%
- 1Y
- 28.51%
- 3Y*
- 18.61%
- 5Y*
- 7.57%
- 10Y*
- 8.44%
VFSNX
- 1D
- 0.05%
- 1M
- 1.81%
- YTD
- 11.76%
- 6M
- 14.55%
- 1Y
- 28.61%
- 3Y*
- 17.18%
- 5Y*
- 6.19%
- 10Y*
- 8.21%
SFILX vs. VFSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFILX Schwab Fundamental International Small Company Index Fund | 11.83% | 36.17% | 1.29% | 14.80% | -14.89% | 9.69% | 7.50% | 19.58% | -18.67% | 26.08% |
VFSNX Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares | 11.76% | 29.97% | 2.63% | 15.18% | -21.26% | 12.74% | 11.92% | 21.72% | -18.46% | 30.30% |
Correlation
The correlation between SFILX and VFSNX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2009 | 0.95 |
The correlation between SFILX and VFSNX has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.
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Return for Risk
SFILX vs. VFSNX — Risk / Return Rank
SFILX
VFSNX
SFILX vs. VFSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Small Company Index Fund (SFILX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX). 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 | VFSNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.39 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.45 | 2.46 | -0.01 |
| Martin ratioReturn relative to average drawdown | 9.10 | 9.47 | -0.37 |
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 | VFSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.11 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.41 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.52 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.59 | +0.01 |
Drawdowns
SFILX vs. VFSNX - Drawdown Comparison
The maximum SFILX drawdown since its inception was -43.13%, roughly equal to the maximum VFSNX drawdown of -43.65%. Use the drawdown chart below to compare losses from any high point for SFILX and VFSNX.
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Drawdown Indicators
| SFILX | VFSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.13% | -43.65% | +0.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -11.47% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -13.05% | -14.70% | +1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -32.29% | -33.75% | +1.46% |
Max Drawdown (10Y)Largest decline over 10 years | -43.13% | -43.65% | +0.52% |
Current DrawdownCurrent decline from peak | -1.37% | -1.09% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -8.19% | -9.49% | +1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.98% | +0.08% |
Volatility
SFILX vs. VFSNX - Volatility Comparison
The current volatility for Schwab Fundamental International Small Company Index Fund (SFILX) is 3.73%, while Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) has a volatility of 4.30%. This indicates that SFILX experiences smaller price fluctuations and is considered to be less risky than VFSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFILX | VFSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 4.30% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 11.19% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.32% | 13.40% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.27% | 15.03% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.15% | 15.76% | +0.39% |
SFILX vs. VFSNX - Expense Ratio Comparison
SFILX has a 0.39% expense ratio, which is higher than VFSNX's 0.11% expense ratio.
Dividends
SFILX vs. VFSNX - Dividend Comparison
SFILX's dividend yield for the trailing twelve months is around 7.52%, more than VFSNX's 3.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFILX Schwab Fundamental International Small Company Index Fund | 7.52% | 8.41% | 4.71% | 3.11% | 4.88% | 6.00% | 1.98% | 2.78% | 5.77% | 1.41% | 2.45% | 2.09% |
VFSNX Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares | 3.01% | 3.36% | 3.41% | 3.11% | 2.26% | 2.70% | 1.90% | 3.25% | 2.81% | 2.85% | 2.93% | 2.69% |
Frequently Asked Questions
With a correlation of 0.95, SFILX and VFSNX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VFSNX has higher volatility (4.30%) compared to SFILX (3.73%). In terms of maximum drawdown, SFILX dropped -43.13% vs VFSNX's -43.65%.
VFSNX currently has the higher Sharpe Ratio (2.11 vs 2.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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