SFSNX vs. SFENX
SFSNX (Schwab Fundamental US Small Company Index Fund) and SFENX (Schwab Fundamental Emerging Markets Large Company Index Fund) are both mutual funds - SFSNX is a Small Cap Blend Equities fund managed by Charles Schwab, while SFENX is a Emerging Markets Diversified fund managed by Charles Schwab. Over the past 10 years, SFSNX returned 10.97%/yr vs 11.44%/yr for SFENX. A 0.64 correlation means they provide meaningful diversification when combined. SFSNX charges 0.25%/yr vs 0.39%/yr for SFENX.
Performance
SFSNX vs. SFENX - Performance Comparison
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Returns By Period
In the year-to-date period, SFSNX achieves a 15.97% return, which is significantly lower than SFENX's 17.28% return. Both investments have delivered pretty close results over the past 10 years, with SFSNX having a 10.97% annualized return and SFENX not far ahead at 11.44%.
SFSNX
- 1D
- 1.06%
- 1M
- 3.41%
- YTD
- 15.97%
- 6M
- 15.35%
- 1Y
- 32.31%
- 3Y*
- 16.22%
- 5Y*
- 7.30%
- 10Y*
- 10.97%
SFENX
- 1D
- 1.76%
- 1M
- 4.72%
- YTD
- 17.28%
- 6M
- 18.13%
- 1Y
- 39.03%
- 3Y*
- 22.38%
- 5Y*
- 10.10%
- 10Y*
- 11.44%
SFSNX vs. SFENX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFSNX Schwab Fundamental US Small Company Index Fund | 15.97% | 7.66% | 8.99% | 20.15% | -14.79% | 30.91% | 8.49% | 24.44% | -12.26% | 12.84% |
SFENX Schwab Fundamental Emerging Markets Large Company Index Fund | 17.28% | 29.19% | 12.31% | 14.90% | -15.50% | 13.91% | -3.01% | 19.46% | -9.96% | 26.44% |
Correlation
The correlation between SFSNX and SFENX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2009 | 0.64 |
The correlation between SFSNX and SFENX shifts across timeframes, from 0.51 (3 years) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SFSNX vs. SFENX — Risk / Return Rank
SFSNX
SFENX
SFSNX vs. SFENX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Small Company Index Fund (SFSNX) and Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX). 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.
| SFSNX | SFENX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.56 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 4.24 | -0.61 |
| Martin ratioReturn relative to average drawdown | 11.81 | 15.52 | -3.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SFSNX | SFENX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 3.02 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.66 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.68 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.44 | -0.05 |
Drawdowns
SFSNX vs. SFENX - Drawdown Comparison
The maximum SFSNX drawdown since its inception was -58.32%, which is greater than SFENX's maximum drawdown of -47.19%. Use the drawdown chart below to compare losses from any high point for SFSNX and SFENX.
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Drawdown Indicators
| SFSNX | SFENX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.32% | -47.19% | -11.13% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -9.45% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -25.91% | -16.51% | -9.40% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -29.26% | +3.35% |
Max Drawdown (10Y)Largest decline over 10 years | -44.82% | -39.59% | -5.23% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -12.89% | +4.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.58% | +0.31% |
Volatility
SFSNX vs. SFENX - Volatility Comparison
Schwab Fundamental US Small Company Index Fund (SFSNX) and Schwab Fundamental Emerging Markets Large Company Index Fund (SFENX) have volatilities of 4.54% and 4.55%, 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.
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Volatility by Period
| SFSNX | SFENX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 4.55% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.80% | 10.71% | +1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.10% | 13.27% | +3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.81% | 15.41% | +5.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.28% | 16.92% | +6.36% |
SFSNX vs. SFENX - Expense Ratio Comparison
SFSNX has a 0.25% expense ratio, which is lower than SFENX's 0.39% expense ratio.
Dividends
SFSNX vs. SFENX - Dividend Comparison
SFSNX's dividend yield for the trailing twelve months is around 1.18%, less than SFENX's 3.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFENX Schwab Fundamental Emerging Markets Large Company Index Fund | 3.35% | 3.93% | 4.67% | 5.00% | 5.46% | 4.61% | 2.95% | 3.82% | 2.90% | 2.37% | 2.16% | 3.23% |
SFSNX Schwab Fundamental US Small Company Index Fund | 1.18% | 1.36% | 1.71% | 1.37% | 7.05% | 12.27% | 1.42% | 3.66% | 11.55% | 6.88% | 1.86% | 6.37% |
Frequently Asked Questions
SFSNX and SFENX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFENX has higher volatility (4.55%) compared to SFSNX (4.54%). In terms of maximum drawdown, SFSNX dropped -58.32% vs SFENX's -47.19%.
SFENX currently has the higher Sharpe Ratio (3.02 vs 2.00), 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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