SFNNX vs. VTIAX
SFNNX (Schwab Fundamental International Equity Index Fund) and VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) are both Foreign Large Cap Equities funds - SFNNX tracks the RAFI Fundamental High Liquidity Developed ex US Large Index (Net) while VTIAX tracks the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, SFNNX returned 11.77%/yr vs 9.37%/yr for VTIAX. Their 0.95 correlation means they have historically moved very closely together. SFNNX charges 0.25%/yr vs 0.09%/yr for VTIAX.
Performance
SFNNX vs. VTIAX - Performance Comparison
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Returns By Period
In the year-to-date period, SFNNX achieves a 20.52% return, which is significantly higher than VTIAX's 12.79% return. Over the past 10 years, SFNNX has outperformed VTIAX with an annualized return of 11.77%, while VTIAX has yielded a comparatively lower 9.37% annualized return.
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%
VTIAX
- 1D
- 2.76%
- 1M
- 0.11%
- 6M
- 6.66%
- YTD
- 12.79%
- 1Y
- 27.69%
- 3Y*
- 16.78%
- 5Y*
- 8.80%
- 10Y*
- 9.37%
- ALL TIME*
- 6.96%
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. VTIAX - 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% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 12.79% | 32.18% | 5.34% | 15.28% | -16.02% | 8.59% | 11.27% | 21.52% | -14.46% | 27.54% |
Correlation
The correlation between SFNNX and VTIAX is 0.93, 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. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2010 | 0.96 |
The correlation between SFNNX and VTIAX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
SFNNX vs. VTIAX — Risk / Return Rank
SFNNX
VTIAX
SFNNX vs. VTIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Equity Index Fund (SFNNX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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 | VTIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.90 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.30 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 2.33 | +1.41 |
| Martin ratioReturn relative to average drawdown | 12.87 | 8.64 | +4.23 |
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Drawdowns
SFNNX vs. VTIAX - Drawdown Comparison
The maximum SFNNX drawdown since its inception was -59.60%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for SFNNX and VTIAX.
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Drawdown Indicators
| SFNNX | VTIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.60% | -35.83% | -23.77% |
Max Drawdown (1Y)Largest decline over 1 year | -10.63% | -11.28% | +0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -13.78% | -13.13% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -25.66% | -29.52% | +3.86% |
Max Drawdown (10Y)Largest decline over 10 years | -40.23% | -35.83% | -4.40% |
Current DrawdownCurrent decline from peak | -0.83% | -2.61% | +1.78% |
Average DrawdownAverage peak-to-trough decline | -11.89% | -8.02% | -3.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 3.03% | +0.05% |
Volatility
SFNNX vs. VTIAX - Volatility Comparison
The current volatility for Schwab Fundamental International Equity Index Fund (SFNNX) is 5.08%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 5.45%. This indicates that SFNNX experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFNNX | VTIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 5.45% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 14.12% | -0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.68% | 15.98% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 15.37% | +0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 15.82% | +1.25% |
SFNNX vs. VTIAX - Expense Ratio Comparison
SFNNX has a 0.25% expense ratio, which is higher than VTIAX'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%.
Dividends
SFNNX vs. VTIAX - Dividend Comparison
SFNNX's dividend yield for the trailing twelve months is around 4.24%, more than VTIAX's 2.55% 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% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.55% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
Frequently Asked Questions
With a correlation of 0.93, SFNNX and VTIAX 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.
VTIAX has higher volatility (5.45%) compared to SFNNX (5.08%). In terms of maximum drawdown, SFNNX dropped -59.60% vs VTIAX's -35.83%.
SFNNX currently has the higher Sharpe Ratio (2.54 vs 1.65), 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.
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