SFNNX vs. IVLU
Compare and contrast key facts about Schwab Fundamental International Large Company Index Fund (SFNNX) and iShares MSCI Intl Value Factor ETF (IVLU).
SFNNX is managed by Charles Schwab. It was launched on Apr 1, 2007. IVLU is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Enhanced Value. It was launched on Jun 16, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFNNX or IVLU.
Performance
SFNNX vs. IVLU - Performance Comparison
Returns By Period
In the year-to-date period, SFNNX achieves a 3.90% return, which is significantly lower than IVLU's 6.79% return.
SFNNX
3.90%
-3.88%
-2.59%
9.87%
7.15%
5.37%
IVLU
6.79%
-3.44%
-1.80%
12.68%
6.52%
N/A
Key characteristics
| SFNNX | IVLU | |
|---|---|---|
| Sharpe Ratio | 0.74 | 0.94 |
| Sortino Ratio | 1.08 | 1.32 |
| Omega Ratio | 1.13 | 1.16 |
| Calmar Ratio | 1.12 | 1.50 |
| Martin Ratio | 3.44 | 4.54 |
| Ulcer Index | 2.72% | 2.65% |
| Daily Std Dev | 12.58% | 12.79% |
| Max Drawdown | -62.39% | -41.86% |
| Current Drawdown | -7.85% | -7.33% |
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. IVLU - Expense Ratio Comparison
SFNNX has a 0.25% expense ratio, which is lower than IVLU's 0.30% expense ratio.
Correlation
The correlation between SFNNX and IVLU is 0.90, 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. IVLU - 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 Intl Value Factor ETF (IVLU). 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. IVLU - Dividend Comparison
SFNNX's dividend yield for the trailing twelve months is around 3.14%, less than IVLU's 4.56% 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% |
IVLU iShares MSCI Intl Value Factor ETF | 4.56% | 4.69% | 3.59% | 3.25% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% | 0.00% | 0.00% |
Drawdowns
SFNNX vs. IVLU - Drawdown Comparison
The maximum SFNNX drawdown since its inception was -62.39%, which is greater than IVLU's maximum drawdown of -41.86%. Use the drawdown chart below to compare losses from any high point for SFNNX and IVLU. For additional features, visit the drawdowns tool.
Volatility
SFNNX vs. IVLU - Volatility Comparison
Schwab Fundamental International Large Company Index Fund (SFNNX) and iShares MSCI Intl Value Factor ETF (IVLU) have volatilities of 3.87% and 3.86%, 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.