SFNNX vs. VTIAX
Compare and contrast key facts about Schwab Fundamental International Large Company Index Fund (SFNNX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
SFNNX is managed by Charles Schwab. It was launched on Apr 1, 2007. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFNNX or VTIAX.
Key characteristics
| SFNNX | VTIAX | |
|---|---|---|
| YTD Return | 6.57% | 9.09% |
| 1Y Return | 20.56% | 24.32% |
| 3Y Return (Ann) | 5.41% | 1.71% |
| 5Y Return (Ann) | 7.70% | 5.96% |
| 10Y Return (Ann) | 5.70% | 5.02% |
| Sharpe Ratio | 1.63 | 2.00 |
| Sortino Ratio | 2.27 | 2.81 |
| Omega Ratio | 1.29 | 1.36 |
| Calmar Ratio | 2.36 | 1.39 |
| Martin Ratio | 9.54 | 12.28 |
| Ulcer Index | 2.17% | 1.98% |
| Daily Std Dev | 12.67% | 12.14% |
| Max Drawdown | -62.39% | -35.83% |
| Current Drawdown | -5.49% | -4.70% |
Correlation
The correlation between SFNNX and VTIAX is 0.96, 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. VTIAX - Performance Comparison
In the year-to-date period, SFNNX achieves a 6.57% return, which is significantly lower than VTIAX's 9.09% return. Over the past 10 years, SFNNX has outperformed VTIAX with an annualized return of 5.70%, while VTIAX has yielded a comparatively lower 5.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SFNNX vs. VTIAX - Expense Ratio Comparison
SFNNX has a 0.25% expense ratio, which is higher than VTIAX's 0.11% 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. VTIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Large Company 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.
Dividends
SFNNX vs. VTIAX - Dividend Comparison
SFNNX's dividend yield for the trailing twelve months is around 3.06%, more than VTIAX's 2.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFNNX Schwab Fundamental International Large Company Index Fund | 3.06% | 3.26% | 2.92% | 3.81% | 2.42% | 3.69% | 3.51% | 2.70% | 3.21% | 2.92% | 3.60% | 2.72% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.90% | 3.21% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% | 3.40% | 2.71% |
Drawdowns
SFNNX vs. VTIAX - Drawdown Comparison
The maximum SFNNX drawdown since its inception was -62.39%, 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. For additional features, visit the drawdowns tool.
Volatility
SFNNX vs. VTIAX - Volatility Comparison
Schwab Fundamental International Large Company Index Fund (SFNNX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) have volatilities of 2.80% and 2.89%, 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.