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SFNNX vs. SWISX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SFNNX and SWISX 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.


-0.50.00.51.0
Correlation: 0.8

Performance

SFNNX vs. SWISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental International Large Company Index Fund (SFNNX) and Schwab International Index Fund (SWISX). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%110.00%NovemberDecember2025FebruaryMarchApril
102.15%
94.45%
SFNNX
SWISX

Key characteristics

Sharpe Ratio

SFNNX:

0.65

SWISX:

0.73

Sortino Ratio

SFNNX:

0.98

SWISX:

1.10

Omega Ratio

SFNNX:

1.13

SWISX:

1.15

Calmar Ratio

SFNNX:

0.77

SWISX:

0.91

Martin Ratio

SFNNX:

2.22

SWISX:

2.62

Ulcer Index

SFNNX:

4.75%

SWISX:

4.74%

Daily Std Dev

SFNNX:

16.34%

SWISX:

16.98%

Max Drawdown

SFNNX:

-62.47%

SWISX:

-60.65%

Current Drawdown

SFNNX:

-1.46%

SWISX:

-1.18%

Returns By Period

The year-to-date returns for both stocks are quite close, with SFNNX having a 11.10% return and SWISX slightly lower at 10.84%. Over the past 10 years, SFNNX has outperformed SWISX with an annualized return of 5.77%, while SWISX has yielded a comparatively lower 5.25% annualized return.


SFNNX

YTD

11.10%

1M

-0.60%

6M

6.23%

1Y

9.85%

5Y*

15.13%

10Y*

5.77%

SWISX

YTD

10.84%

1M

-0.20%

6M

5.97%

1Y

11.30%

5Y*

11.99%

10Y*

5.25%

*Annualized

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SFNNX vs. SWISX - Expense Ratio Comparison

SFNNX has a 0.25% expense ratio, which is higher than SWISX'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%.


Expense ratio chart for SFNNX: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SFNNX: 0.25%
Expense ratio chart for SWISX: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWISX: 0.06%

Risk-Adjusted Performance

SFNNX vs. SWISX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SFNNX
The Risk-Adjusted Performance Rank of SFNNX is 6767
Overall Rank
The Sharpe Ratio Rank of SFNNX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SFNNX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SFNNX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SFNNX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SFNNX is 6262
Martin Ratio Rank

SWISX
The Risk-Adjusted Performance Rank of SWISX is 7272
Overall Rank
The Sharpe Ratio Rank of SWISX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SWISX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SWISX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SWISX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of SWISX is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SFNNX vs. SWISX - 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 International Index Fund (SWISX). 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.


The chart of Sharpe ratio for SFNNX, currently valued at 0.65, compared to the broader market-1.000.001.002.003.00
SFNNX: 0.65
SWISX: 0.73
The chart of Sortino ratio for SFNNX, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.00
SFNNX: 0.98
SWISX: 1.10
The chart of Omega ratio for SFNNX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
SFNNX: 1.13
SWISX: 1.15
The chart of Calmar ratio for SFNNX, currently valued at 0.77, compared to the broader market0.002.004.006.008.0010.00
SFNNX: 0.77
SWISX: 0.91
The chart of Martin ratio for SFNNX, currently valued at 2.22, compared to the broader market0.0010.0020.0030.0040.0050.00
SFNNX: 2.22
SWISX: 2.62

The current SFNNX Sharpe Ratio is 0.65, which is comparable to the SWISX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of SFNNX and SWISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.65
0.73
SFNNX
SWISX

Dividends

SFNNX vs. SWISX - Dividend Comparison

SFNNX's dividend yield for the trailing twelve months is around 3.25%, more than SWISX's 2.97% yield.


TTM20242023202220212020201920182017201620152014
SFNNX
Schwab Fundamental International Large Company Index Fund
3.25%3.61%3.27%2.92%3.81%2.43%3.68%3.51%2.70%3.20%2.91%3.60%
SWISX
Schwab International Index Fund
2.97%3.30%3.31%2.73%3.34%1.88%3.09%3.15%2.71%3.19%2.71%3.37%

Drawdowns

SFNNX vs. SWISX - Drawdown Comparison

The maximum SFNNX drawdown since its inception was -62.47%, roughly equal to the maximum SWISX drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for SFNNX and SWISX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.46%
-1.18%
SFNNX
SWISX

Volatility

SFNNX vs. SWISX - Volatility Comparison

Schwab Fundamental International Large Company Index Fund (SFNNX) and Schwab International Index Fund (SWISX) have volatilities of 10.38% and 10.89%, 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.38%
10.89%
SFNNX
SWISX