SFNNX vs. FNDX
Compare and contrast key facts about Schwab Fundamental International Large Company Index Fund (SFNNX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX).
SFNNX is managed by Charles Schwab. It was launched on Apr 1, 2007. FNDX is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental U.S. Large Company Index. It was launched on Aug 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFNNX or FNDX.
Performance
SFNNX vs. FNDX - Performance Comparison
Returns By Period
In the year-to-date period, SFNNX achieves a 3.90% return, which is significantly lower than FNDX's 21.00% return. Over the past 10 years, SFNNX has underperformed FNDX with an annualized return of 5.37%, while FNDX has yielded a comparatively higher 13.93% annualized return.
SFNNX
3.90%
-3.88%
-2.59%
9.87%
7.15%
5.37%
FNDX
21.00%
1.33%
11.28%
30.74%
17.62%
13.93%
Key characteristics
| SFNNX | FNDX | |
|---|---|---|
| Sharpe Ratio | 0.74 | 2.77 |
| Sortino Ratio | 1.08 | 3.80 |
| Omega Ratio | 1.13 | 1.50 |
| Calmar Ratio | 1.12 | 4.70 |
| Martin Ratio | 3.44 | 17.88 |
| Ulcer Index | 2.72% | 1.70% |
| Daily Std Dev | 12.58% | 10.96% |
| Max Drawdown | -62.39% | -37.71% |
| Current Drawdown | -7.85% | -1.61% |
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SFNNX vs. FNDX - Expense Ratio Comparison
Both SFNNX and FNDX have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between SFNNX and FNDX is 0.79, 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
SFNNX vs. FNDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Large Company Index Fund (SFNNX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). 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
SFNNX vs. FNDX - Dividend Comparison
SFNNX's dividend yield for the trailing twelve months is around 3.14%, more than FNDX's 2.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFNNX Schwab Fundamental International Large Company Index Fund | 3.14% | 3.27% | 2.92% | 3.81% | 2.43% | 3.68% | 3.51% | 2.70% | 3.20% | 2.91% | 3.60% | 2.72% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 2.45% | 3.56% | 4.30% | 4.24% | 3.38% | 3.25% | 3.58% | 2.92% | 4.98% | 3.81% | 4.03% | 1.24% |
Drawdowns
SFNNX vs. FNDX - Drawdown Comparison
The maximum SFNNX drawdown since its inception was -62.39%, which is greater than FNDX's maximum drawdown of -37.71%. Use the drawdown chart below to compare losses from any high point for SFNNX and FNDX. For additional features, visit the drawdowns tool.
Volatility
SFNNX vs. FNDX - Volatility Comparison
Schwab Fundamental International Large Company Index Fund (SFNNX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX) have volatilities of 3.87% and 3.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.