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

Correlation

The correlation between SFNNX and FIWCX is 0.96, 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.


-0.50.00.51.01.0

Performance

SFNNX vs. FIWCX - Performance Comparison

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

-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-6.18%
-5.39%
SFNNX
FIWCX

Key characteristics

Sharpe Ratio

SFNNX:

-0.03

FIWCX:

0.06

Sortino Ratio

SFNNX:

0.05

FIWCX:

0.16

Omega Ratio

SFNNX:

1.01

FIWCX:

1.02

Calmar Ratio

SFNNX:

-0.03

FIWCX:

0.06

Martin Ratio

SFNNX:

-0.11

FIWCX:

0.19

Ulcer Index

SFNNX:

3.56%

FIWCX:

3.89%

Daily Std Dev

SFNNX:

13.06%

FIWCX:

13.47%

Max Drawdown

SFNNX:

-62.39%

FIWCX:

-42.73%

Current Drawdown

SFNNX:

-12.75%

FIWCX:

-12.18%

Returns By Period

In the year-to-date period, SFNNX achieves a -1.62% return, which is significantly lower than FIWCX's -0.32% return.


SFNNX

YTD

-1.62%

1M

-5.75%

6M

-5.83%

1Y

-0.58%

5Y*

5.38%

10Y*

5.06%

FIWCX

YTD

-0.32%

1M

-5.10%

6M

-5.10%

1Y

0.43%

5Y*

4.11%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SFNNX vs. FIWCX - Expense Ratio Comparison

SFNNX has a 0.25% expense ratio, which is higher than FIWCX's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SFNNX
Schwab Fundamental International Large Company Index Fund
Expense ratio chart for SFNNX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for FIWCX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%

Risk-Adjusted Performance

SFNNX vs. FIWCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Large Company Index Fund (SFNNX) and Fidelity SAI International Value Index Fund (FIWCX). 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.


Sharpe ratio
The chart of Sharpe ratio for SFNNX, currently valued at -0.03, compared to the broader market-1.000.001.002.003.004.00-0.030.06
The chart of Sortino ratio for SFNNX, currently valued at 0.05, compared to the broader market-2.000.002.004.006.008.0010.000.050.16
The chart of Omega ratio for SFNNX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.003.501.011.02
The chart of Calmar ratio for SFNNX, currently valued at -0.03, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.030.06
The chart of Martin ratio for SFNNX, currently valued at -0.11, compared to the broader market0.0020.0040.0060.00-0.110.19
SFNNX
FIWCX

The current SFNNX Sharpe Ratio is -0.03, which is lower than the FIWCX Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of SFNNX and FIWCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.03
0.06
SFNNX
FIWCX

Dividends

SFNNX vs. FIWCX - Dividend Comparison

Neither SFNNX nor FIWCX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SFNNX
Schwab Fundamental International Large Company Index Fund
0.00%3.27%2.92%3.81%2.43%3.68%3.51%2.70%3.20%2.91%3.60%2.72%
FIWCX
Fidelity SAI International Value Index Fund
0.00%5.88%4.66%4.95%1.58%3.40%2.13%0.07%0.00%0.00%0.00%0.00%

Drawdowns

SFNNX vs. FIWCX - Drawdown Comparison

The maximum SFNNX drawdown since its inception was -62.39%, which is greater than FIWCX's maximum drawdown of -42.73%. Use the drawdown chart below to compare losses from any high point for SFNNX and FIWCX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.75%
-12.18%
SFNNX
FIWCX

Volatility

SFNNX vs. FIWCX - Volatility Comparison

The current volatility for Schwab Fundamental International Large Company Index Fund (SFNNX) is 4.54%, while Fidelity SAI International Value Index Fund (FIWCX) has a volatility of 5.54%. This indicates that SFNNX experiences smaller price fluctuations and is considered to be less risky than FIWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.54%
5.54%
SFNNX
FIWCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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