SFNNX vs. SPY
Compare and contrast key facts about Schwab Fundamental International Large Company Index Fund (SFNNX) and SPDR S&P 500 ETF (SPY).
SFNNX is managed by Charles Schwab. It was launched on Apr 1, 2007. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFNNX or SPY.
Correlation
The correlation between SFNNX and SPY is 0.80, 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.
Performance
SFNNX vs. SPY - Performance Comparison
Key characteristics
SFNNX:
0.51
SPY:
0.32
SFNNX:
0.78
SPY:
0.51
SFNNX:
1.09
SPY:
1.07
SFNNX:
0.66
SPY:
0.39
SFNNX:
1.53
SPY:
1.52
SFNNX:
4.42%
SPY:
3.13%
SFNNX:
13.27%
SPY:
14.74%
SFNNX:
-62.47%
SPY:
-55.19%
SFNNX:
-3.17%
SPY:
-12.17%
Returns By Period
In the year-to-date period, SFNNX achieves a 9.17% return, which is significantly higher than SPY's -8.15% return. Over the past 10 years, SFNNX has underperformed SPY with an annualized return of 6.05%, while SPY has yielded a comparatively higher 11.89% annualized return.
SFNNX
9.17%
1.34%
0.63%
6.86%
16.31%
6.05%
SPY
-8.15%
-6.68%
-4.88%
4.64%
18.45%
11.89%
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SFNNX vs. SPY - Expense Ratio Comparison
SFNNX has a 0.25% expense ratio, which is higher than SPY's 0.09% 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%.
Risk-Adjusted Performance
SFNNX vs. SPY — Risk-Adjusted Performance Rank
SFNNX
SPY
SFNNX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Large Company Index Fund (SFNNX) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
SFNNX's dividend yield for the trailing twelve months is around 3.31%, more than SPY's 1.34% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFNNX Schwab Fundamental International Large Company Index Fund | 3.31% | 3.61% | 3.27% | 2.92% | 3.81% | 2.43% | 3.68% | 3.51% | 2.70% | 3.20% | 2.91% | 3.60% |
SPY SPDR S&P 500 ETF | 1.34% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
SFNNX vs. SPY - Drawdown Comparison
The maximum SFNNX drawdown since its inception was -62.47%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SFNNX and SPY. For additional features, visit the drawdowns tool.
Volatility
SFNNX vs. SPY - Volatility Comparison
The current volatility for Schwab Fundamental International Large Company Index Fund (SFNNX) is 3.76%, while SPDR S&P 500 ETF (SPY) has a volatility of 7.47%. This indicates that SFNNX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.