SFNNX vs. IHDG
Compare and contrast key facts about Schwab Fundamental International Large Company Index Fund (SFNNX) and WisdomTree International Hedged Dividend Growth Fund (IHDG).
SFNNX is managed by Charles Schwab. It was launched on Apr 1, 2007. IHDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Hedged Dividend Growth Index. It was launched on May 7, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFNNX or IHDG.
Performance
SFNNX vs. IHDG - Performance Comparison
Returns By Period
In the year-to-date period, SFNNX achieves a 3.43% return, which is significantly lower than IHDG's 5.02% return. Over the past 10 years, SFNNX has underperformed IHDG with an annualized return of 5.37%, while IHDG has yielded a comparatively higher 9.13% annualized return.
SFNNX
3.43%
-4.99%
-4.06%
10.66%
6.81%
5.37%
IHDG
5.02%
-4.52%
-5.24%
10.31%
8.91%
9.13%
Key characteristics
| SFNNX | IHDG | |
|---|---|---|
| Sharpe Ratio | 0.83 | 0.97 |
| Sortino Ratio | 1.19 | 1.38 |
| Omega Ratio | 1.15 | 1.17 |
| Calmar Ratio | 1.25 | 1.21 |
| Martin Ratio | 4.03 | 4.14 |
| Ulcer Index | 2.59% | 2.72% |
| Daily Std Dev | 12.59% | 11.62% |
| Max Drawdown | -62.39% | -29.24% |
| Current Drawdown | -8.28% | -6.84% |
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SFNNX vs. IHDG - Expense Ratio Comparison
SFNNX has a 0.25% expense ratio, which is lower than IHDG's 0.58% expense ratio.
Correlation
The correlation between SFNNX and IHDG is 0.74, 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. IHDG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Large Company Index Fund (SFNNX) and WisdomTree International Hedged Dividend Growth Fund (IHDG). 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. IHDG - Dividend Comparison
SFNNX's dividend yield for the trailing twelve months is around 3.16%, more than IHDG's 1.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFNNX Schwab Fundamental International Large Company Index Fund | 3.16% | 3.27% | 2.92% | 3.81% | 2.43% | 3.68% | 3.51% | 2.70% | 3.20% | 2.91% | 3.60% | 2.72% |
IHDG WisdomTree International Hedged Dividend Growth Fund | 1.76% | 1.70% | 13.79% | 2.77% | 1.95% | 1.99% | 0.22% | 1.28% | 1.91% | 3.04% | 3.86% | 0.00% |
Drawdowns
SFNNX vs. IHDG - Drawdown Comparison
The maximum SFNNX drawdown since its inception was -62.39%, which is greater than IHDG's maximum drawdown of -29.24%. Use the drawdown chart below to compare losses from any high point for SFNNX and IHDG. For additional features, visit the drawdowns tool.
Volatility
SFNNX vs. IHDG - Volatility Comparison
Schwab Fundamental International Large Company Index Fund (SFNNX) has a higher volatility of 3.71% compared to WisdomTree International Hedged Dividend Growth Fund (IHDG) at 3.13%. This indicates that SFNNX's price experiences larger fluctuations and is considered to be riskier than IHDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.