SFNNX vs. HJPSX
Compare and contrast key facts about Schwab Fundamental International Large Company Index Fund (SFNNX) and Hennessy Japan Small Cap Fund (HJPSX).
SFNNX is managed by Charles Schwab. It was launched on Apr 1, 2007. HJPSX is managed by Hennessy. It was launched on Aug 30, 2007.
Performance
SFNNX vs. HJPSX - Performance Comparison
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SFNNX vs. HJPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFNNX Schwab Fundamental International Large Company Index Fund | 7.49% | 41.06% | 2.27% | 19.88% | -7.95% | 14.38% | 4.35% | 18.09% | -13.96% | 23.95% |
HJPSX Hennessy Japan Small Cap Fund | 3.90% | 29.02% | 8.24% | 16.30% | -16.35% | -4.64% | 13.43% | 19.97% | -12.56% | 49.60% |
Returns By Period
In the year-to-date period, SFNNX achieves a 7.49% return, which is significantly higher than HJPSX's 3.90% return. Over the past 10 years, SFNNX has outperformed HJPSX with an annualized return of 10.98%, while HJPSX has yielded a comparatively lower 10.24% annualized return.
SFNNX
- 1D
- 2.54%
- 1M
- -6.45%
- YTD
- 7.49%
- 6M
- 15.84%
- 1Y
- 39.13%
- 3Y*
- 20.02%
- 5Y*
- 12.23%
- 10Y*
- 10.98%
HJPSX
- 1D
- 3.11%
- 1M
- -10.41%
- YTD
- 3.90%
- 6M
- 5.52%
- 1Y
- 31.52%
- 3Y*
- 15.99%
- 5Y*
- 5.88%
- 10Y*
- 10.24%
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SFNNX vs. HJPSX - Expense Ratio Comparison
SFNNX has a 0.25% expense ratio, which is lower than HJPSX's 1.57% expense ratio.
Return for Risk
SFNNX vs. HJPSX — Risk / Return Rank
SFNNX
HJPSX
SFNNX vs. HJPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Large Company Index Fund (SFNNX) and Hennessy Japan Small Cap Fund (HJPSX). 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.
| SFNNX | HJPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.40 | 1.69 | +0.72 |
Sortino ratioReturn per unit of downside risk | 3.03 | 2.24 | +0.79 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.30 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 3.47 | 2.00 | +1.46 |
Martin ratioReturn relative to average drawdown | 13.20 | 7.34 | +5.86 |
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
| SFNNX | HJPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 1.69 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.35 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.58 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.49 | -0.24 |
Correlation
The correlation between SFNNX and HJPSX is 0.57, 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.
Dividends
SFNNX vs. HJPSX - Dividend Comparison
SFNNX's dividend yield for the trailing twelve months is around 4.76%, less than HJPSX's 12.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFNNX Schwab Fundamental International Large Company Index Fund | 4.76% | 5.11% | 3.61% | 3.26% | 2.92% | 3.81% | 2.42% | 3.69% | 3.51% | 2.70% | 3.21% | 2.92% |
HJPSX Hennessy Japan Small Cap Fund | 12.75% | 13.25% | 3.64% | 0.85% | 0.61% | 0.43% | 0.23% | 1.30% | 3.46% | 2.09% | 2.03% | 3.34% |
Drawdowns
SFNNX vs. HJPSX - Drawdown Comparison
The maximum SFNNX drawdown since its inception was -59.60%, which is greater than HJPSX's maximum drawdown of -47.91%. Use the drawdown chart below to compare losses from any high point for SFNNX and HJPSX.
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Drawdown Indicators
| SFNNX | HJPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.60% | -47.91% | -11.69% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -14.77% | +3.81% |
Max Drawdown (5Y)Largest decline over 5 years | -25.66% | -33.24% | +7.58% |
Max Drawdown (10Y)Largest decline over 10 years | -40.23% | -34.80% | -5.43% |
Current DrawdownCurrent decline from peak | -7.73% | -12.12% | +4.39% |
Average DrawdownAverage peak-to-trough decline | -12.06% | -10.10% | -1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 4.03% | -1.15% |
Volatility
SFNNX vs. HJPSX - Volatility Comparison
Schwab Fundamental International Large Company Index Fund (SFNNX) and Hennessy Japan Small Cap Fund (HJPSX) have volatilities of 7.48% and 7.83%, 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.
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Volatility by Period
| SFNNX | HJPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 7.83% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 13.58% | -2.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.49% | 18.23% | -1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 17.12% | -1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 17.66% | -0.38% |