SFSNX vs. SWISX
Compare and contrast key facts about Schwab Fundamental US Small Company Index Fund (SFSNX) and Schwab International Index Fund (SWISX).
SFSNX is managed by Charles Schwab. It was launched on Apr 2, 2007. SWISX is a passively managed fund by Charles Schwab that tracks the performance of the MSCI EAFE Index. It was launched on May 19, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFSNX or SWISX.
Key characteristics
| SFSNX | SWISX | |
|---|---|---|
| YTD Return | 15.42% | 6.91% |
| 1Y Return | 37.29% | 18.67% |
| 3Y Return (Ann) | 4.65% | 2.18% |
| 5Y Return (Ann) | 11.51% | 6.04% |
| 10Y Return (Ann) | 9.50% | 5.29% |
| Sharpe Ratio | 1.85 | 1.43 |
| Sortino Ratio | 2.68 | 2.04 |
| Omega Ratio | 1.33 | 1.25 |
| Calmar Ratio | 2.14 | 1.75 |
| Martin Ratio | 10.80 | 7.59 |
| Ulcer Index | 3.30% | 2.45% |
| Daily Std Dev | 19.31% | 13.02% |
| Max Drawdown | -62.68% | -60.65% |
| Current Drawdown | 0.00% | -6.44% |
Correlation
The correlation between SFSNX and SWISX is 0.75, 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
SFSNX vs. SWISX - Performance Comparison
In the year-to-date period, SFSNX achieves a 15.42% return, which is significantly higher than SWISX's 6.91% return. Over the past 10 years, SFSNX has outperformed SWISX with an annualized return of 9.50%, while SWISX has yielded a comparatively lower 5.29% 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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SFSNX vs. SWISX - Expense Ratio Comparison
SFSNX 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%.
Risk-Adjusted Performance
SFSNX vs. SWISX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Small Company Index Fund (SFSNX) 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.
Dividends
SFSNX vs. SWISX - Dividend Comparison
SFSNX's dividend yield for the trailing twelve months is around 1.19%, less than SWISX's 3.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFSNX Schwab Fundamental US Small Company Index Fund | 1.19% | 1.37% | 1.22% | 1.35% | 1.42% | 1.41% | 1.91% | 1.42% | 1.22% | 1.58% | 1.22% | 0.90% |
SWISX Schwab International Index Fund | 3.10% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% | 3.37% | 2.54% |
Drawdowns
SFSNX vs. SWISX - Drawdown Comparison
The maximum SFSNX drawdown since its inception was -62.68%, roughly equal to the maximum SWISX drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for SFSNX and SWISX. For additional features, visit the drawdowns tool.
Volatility
SFSNX vs. SWISX - Volatility Comparison
Schwab Fundamental US Small Company Index Fund (SFSNX) has a higher volatility of 6.38% compared to Schwab International Index Fund (SWISX) at 4.00%. This indicates that SFSNX's price experiences larger fluctuations and is considered to be riskier than SWISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.