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.
Performance
SFNNX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, SFNNX achieves a 3.90% return, which is significantly lower than SPY's 25.41% return. Over the past 10 years, SFNNX has underperformed SPY with an annualized return of 5.37%, while SPY has yielded a comparatively higher 13.07% annualized return.
SFNNX
3.90%
-3.88%
-2.59%
9.87%
7.15%
5.37%
SPY
25.41%
1.18%
12.15%
32.04%
15.51%
13.07%
Key characteristics
| SFNNX | SPY | |
|---|---|---|
| Sharpe Ratio | 0.74 | 2.62 |
| Sortino Ratio | 1.08 | 3.50 |
| Omega Ratio | 1.13 | 1.49 |
| Calmar Ratio | 1.12 | 3.78 |
| Martin Ratio | 3.44 | 17.00 |
| Ulcer Index | 2.72% | 1.87% |
| Daily Std Dev | 12.58% | 12.14% |
| Max Drawdown | -62.39% | -55.19% |
| Current Drawdown | -7.85% | -1.38% |
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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%.
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.
Risk-Adjusted Performance
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 3.14%, more than SPY's 1.19% 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% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
SFNNX vs. SPY - Drawdown Comparison
The maximum SFNNX drawdown since its inception was -62.39%, 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 3.87%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.09%. 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.