SFNNX vs. SCHD
Compare and contrast key facts about Schwab Fundamental International Large Company Index Fund (SFNNX) and Schwab US Dividend Equity ETF (SCHD).
SFNNX is managed by Charles Schwab. It was launched on Apr 1, 2007. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFNNX or SCHD.
Performance
SFNNX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, SFNNX achieves a 4.19% return, which is significantly lower than SCHD's 17.35% return. Over the past 10 years, SFNNX has underperformed SCHD with an annualized return of 5.36%, while SCHD has yielded a comparatively higher 11.54% annualized return.
SFNNX
4.19%
-3.01%
-1.62%
10.17%
7.21%
5.36%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| SFNNX | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.81 | 2.40 |
| Sortino Ratio | 1.16 | 3.44 |
| Omega Ratio | 1.15 | 1.42 |
| Calmar Ratio | 1.22 | 3.63 |
| Martin Ratio | 3.69 | 12.99 |
| Ulcer Index | 2.76% | 2.05% |
| Daily Std Dev | 12.58% | 11.09% |
| Max Drawdown | -62.39% | -33.37% |
| Current Drawdown | -7.60% | -0.62% |
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SFNNX vs. SCHD - Expense Ratio Comparison
SFNNX has a 0.25% expense ratio, which is higher than SCHD's 0.06% 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%.
Correlation
The correlation between SFNNX and SCHD is 0.75, 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. SCHD - 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 US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
SFNNX's dividend yield for the trailing twelve months is around 3.14%, less than SCHD's 3.37% 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% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
SFNNX vs. SCHD - Drawdown Comparison
The maximum SFNNX drawdown since its inception was -62.39%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SFNNX and SCHD. For additional features, visit the drawdowns tool.
Volatility
SFNNX vs. SCHD - Volatility Comparison
Schwab Fundamental International Large Company Index Fund (SFNNX) has a higher volatility of 3.83% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. This indicates that SFNNX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.