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SFNNX vs. EWL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SFNNX and EWL is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

SFNNX vs. EWL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental International Large Company Index Fund (SFNNX) and iShares MSCI Switzerland ETF (EWL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SFNNX:

0.58

EWL:

0.95

Sortino Ratio

SFNNX:

0.93

EWL:

1.55

Omega Ratio

SFNNX:

1.13

EWL:

1.21

Calmar Ratio

SFNNX:

0.71

EWL:

1.24

Martin Ratio

SFNNX:

2.07

EWL:

2.98

Ulcer Index

SFNNX:

4.75%

EWL:

5.62%

Daily Std Dev

SFNNX:

16.28%

EWL:

15.71%

Max Drawdown

SFNNX:

-62.47%

EWL:

-51.62%

Current Drawdown

SFNNX:

0.00%

EWL:

-1.94%

Returns By Period

In the year-to-date period, SFNNX achieves a 13.51% return, which is significantly lower than EWL's 16.58% return. Over the past 10 years, SFNNX has underperformed EWL with an annualized return of 6.08%, while EWL has yielded a comparatively higher 6.59% annualized return.


SFNNX

YTD

13.51%

1M

10.11%

6M

9.42%

1Y

9.42%

5Y*

14.86%

10Y*

6.08%

EWL

YTD

16.58%

1M

7.79%

6M

9.91%

1Y

14.86%

5Y*

9.68%

10Y*

6.59%

*Annualized

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SFNNX vs. EWL - Expense Ratio Comparison

SFNNX has a 0.25% expense ratio, which is lower than EWL's 0.50% expense ratio.


Risk-Adjusted Performance

SFNNX vs. EWL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SFNNX
The Risk-Adjusted Performance Rank of SFNNX is 6565
Overall Rank
The Sharpe Ratio Rank of SFNNX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SFNNX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of SFNNX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SFNNX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SFNNX is 6262
Martin Ratio Rank

EWL
The Risk-Adjusted Performance Rank of EWL is 8282
Overall Rank
The Sharpe Ratio Rank of EWL is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of EWL is 8484
Sortino Ratio Rank
The Omega Ratio Rank of EWL is 8383
Omega Ratio Rank
The Calmar Ratio Rank of EWL is 8787
Calmar Ratio Rank
The Martin Ratio Rank of EWL is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SFNNX vs. EWL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Large Company Index Fund (SFNNX) and iShares MSCI Switzerland ETF (EWL). 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.


The current SFNNX Sharpe Ratio is 0.58, which is lower than the EWL Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of SFNNX and EWL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SFNNX vs. EWL - Dividend Comparison

SFNNX's dividend yield for the trailing twelve months is around 3.18%, more than EWL's 1.90% yield.


TTM20242023202220212020201920182017201620152014
SFNNX
Schwab Fundamental International Large Company Index Fund
3.18%3.61%3.27%2.92%3.81%2.43%3.68%3.51%2.70%3.20%2.91%3.60%
EWL
iShares MSCI Switzerland ETF
1.90%2.21%2.12%2.04%1.73%1.45%1.85%2.56%2.05%2.75%2.58%2.49%

Drawdowns

SFNNX vs. EWL - Drawdown Comparison

The maximum SFNNX drawdown since its inception was -62.47%, which is greater than EWL's maximum drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for SFNNX and EWL. For additional features, visit the drawdowns tool.


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Volatility

SFNNX vs. EWL - Volatility Comparison


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