SFNNX vs. VIHAX
SFNNX (Schwab Fundamental International Equity Index Fund) and VIHAX (Vanguard International High Dividend Yield Index Fund Admiral Shares) are both mutual funds - SFNNX is a Foreign Large Cap Equities fund tracking the RAFI Fundamental High Liquidity Developed ex US Large Index (Net), while VIHAX is a Large Cap Value Equities fund tracking the FTSE All-World ex US High Dividend Yield Index. Both are passively managed. Over the past 10 years, SFNNX returned 11.77%/yr vs 11.25%/yr for VIHAX. Their 0.96 correlation means they have historically moved very closely together. SFNNX charges 0.25%/yr vs 0.16%/yr for VIHAX.
Performance
SFNNX vs. VIHAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SFNNX achieves a 20.52% return, which is significantly higher than VIHAX's 18.05% return. Both investments have delivered pretty close results over the past 10 years, with SFNNX having a 11.77% annualized return and VIHAX not far behind at 11.25%.
SFNNX
- 1D
- 2.95%
- 1M
- 3.46%
- 6M
- 12.42%
- YTD
- 20.52%
- 1Y
- 41.01%
- 3Y*
- 21.52%
- 5Y*
- 14.23%
- 10Y*
- 11.77%
- ALL TIME*
- 5.93%
VIHAX
- 1D
- 2.01%
- 1M
- 4.98%
- 6M
- 11.54%
- YTD
- 18.05%
- 1Y
- 35.31%
- 3Y*
- 21.69%
- 5Y*
- 14.15%
- 10Y*
- 11.25%
- ALL TIME*
- 11.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SFNNX vs. VIHAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFNNX Schwab Fundamental International Equity Index Fund | 20.52% | 41.06% | 2.27% | 19.88% | -7.95% | 14.38% | 4.35% | 18.09% | -13.96% | 23.95% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 18.05% | 38.01% | 6.96% | 16.81% | -6.88% | 15.01% | -0.73% | 20.03% | -12.38% | 22.40% |
Correlation
The correlation between SFNNX and VIHAX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2016 | 0.96 |
The correlation between SFNNX and VIHAX has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SFNNX vs. VIHAX — Risk / Return Rank
SFNNX
VIHAX
SFNNX vs. VIHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Equity Index Fund (SFNNX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SFNNX | VIHAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.52 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 3.62 | +0.12 |
| Martin ratioReturn relative to average drawdown | 12.87 | 13.83 | -0.96 |
Loading charts...
Drawdowns
SFNNX vs. VIHAX - Drawdown Comparison
The maximum SFNNX drawdown since its inception was -59.60%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for SFNNX and VIHAX.
Loading charts...
Drawdown Indicators
| SFNNX | VIHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.60% | -38.80% | -20.80% |
Max Drawdown (1Y)Largest decline over 1 year | -10.63% | -9.53% | -1.10% |
Max Drawdown (3Y)Largest decline over 3 years | -13.78% | -12.29% | -1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -25.66% | -23.92% | -1.74% |
Max Drawdown (10Y)Largest decline over 10 years | -40.23% | -38.80% | -1.43% |
Current DrawdownCurrent decline from peak | -0.83% | 0.00% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -11.89% | -5.94% | -5.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 2.49% | +0.59% |
Volatility
SFNNX vs. VIHAX - Volatility Comparison
Schwab Fundamental International Equity Index Fund (SFNNX) has a higher volatility of 5.08% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 3.47%. This indicates that SFNNX's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SFNNX | VIHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 3.47% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 10.27% | +3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.68% | 12.15% | +3.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 13.77% | +1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 15.55% | +1.52% |
SFNNX vs. VIHAX - Expense Ratio Comparison
SFNNX has a 0.25% expense ratio, which is higher than VIHAX's 0.16% 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%.
Dividends
SFNNX vs. VIHAX - Dividend Comparison
SFNNX's dividend yield for the trailing twelve months is around 4.24%, more than VIHAX's 3.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFNNX Schwab Fundamental International Equity Index Fund | 4.24% | 5.11% | 3.61% | 3.26% | 2.92% | 3.81% | 2.42% | 3.69% | 3.51% | 2.70% | 3.21% | 2.92% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.43% | 3.69% | 4.85% | 4.58% | 4.70% | 4.30% | 3.22% | 5.63% | 4.28% | 3.16% | 2.37% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, SFNNX and VIHAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SFNNX has higher volatility (5.08%) compared to VIHAX (3.47%). In terms of maximum drawdown, SFNNX dropped -59.60% vs VIHAX's -38.80%.
VIHAX currently has the higher Sharpe Ratio (2.85 vs 2.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for SFNNX and VIHAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer