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SWISX vs. SFNNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWISX and SFNNX is 0.80, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

SWISX vs. SFNNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Index Fund (SWISX) and Schwab Fundamental International Large Company Index Fund (SFNNX). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%110.00%NovemberDecember2025FebruaryMarchApril
94.45%
102.15%
SWISX
SFNNX

Key characteristics

Sharpe Ratio

SWISX:

0.73

SFNNX:

0.65

Sortino Ratio

SWISX:

1.10

SFNNX:

0.98

Omega Ratio

SWISX:

1.15

SFNNX:

1.13

Calmar Ratio

SWISX:

0.91

SFNNX:

0.77

Martin Ratio

SWISX:

2.62

SFNNX:

2.22

Ulcer Index

SWISX:

4.74%

SFNNX:

4.75%

Daily Std Dev

SWISX:

16.98%

SFNNX:

16.34%

Max Drawdown

SWISX:

-60.65%

SFNNX:

-62.47%

Current Drawdown

SWISX:

-1.18%

SFNNX:

-1.46%

Returns By Period

The year-to-date returns for both investments are quite close, with SWISX having a 10.84% return and SFNNX slightly higher at 11.10%. Over the past 10 years, SWISX has underperformed SFNNX with an annualized return of 5.25%, while SFNNX has yielded a comparatively higher 5.77% annualized return.


SWISX

YTD

10.84%

1M

-0.20%

6M

5.97%

1Y

11.30%

5Y*

11.99%

10Y*

5.25%

SFNNX

YTD

11.10%

1M

-0.60%

6M

6.23%

1Y

9.85%

5Y*

15.13%

10Y*

5.77%

*Annualized

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SWISX vs. SFNNX - Expense Ratio Comparison

SWISX has a 0.06% expense ratio, which is lower than SFNNX's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for SFNNX: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SFNNX: 0.25%
Expense ratio chart for SWISX: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWISX: 0.06%

Risk-Adjusted Performance

SWISX vs. SFNNX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWISX
The Risk-Adjusted Performance Rank of SWISX is 7272
Overall Rank
The Sharpe Ratio Rank of SWISX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SWISX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SWISX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SWISX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of SWISX is 6868
Martin Ratio Rank

SFNNX
The Risk-Adjusted Performance Rank of SFNNX is 6767
Overall Rank
The Sharpe Ratio Rank of SFNNX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SFNNX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SFNNX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SFNNX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SFNNX is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWISX vs. SFNNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Index Fund (SWISX) and Schwab Fundamental International Large Company Index Fund (SFNNX). 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.


The chart of Sharpe ratio for SWISX, currently valued at 0.73, compared to the broader market-1.000.001.002.003.00
SWISX: 0.73
SFNNX: 0.65
The chart of Sortino ratio for SWISX, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.00
SWISX: 1.10
SFNNX: 0.98
The chart of Omega ratio for SWISX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.00
SWISX: 1.15
SFNNX: 1.13
The chart of Calmar ratio for SWISX, currently valued at 0.91, compared to the broader market0.002.004.006.008.0010.00
SWISX: 0.91
SFNNX: 0.77
The chart of Martin ratio for SWISX, currently valued at 2.62, compared to the broader market0.0010.0020.0030.0040.0050.00
SWISX: 2.62
SFNNX: 2.22

The current SWISX Sharpe Ratio is 0.73, which is comparable to the SFNNX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of SWISX and SFNNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.73
0.65
SWISX
SFNNX

Dividends

SWISX vs. SFNNX - Dividend Comparison

SWISX's dividend yield for the trailing twelve months is around 2.97%, less than SFNNX's 3.25% yield.


TTM20242023202220212020201920182017201620152014
SWISX
Schwab International Index Fund
2.97%3.30%3.31%2.73%3.34%1.88%3.09%3.15%2.71%3.19%2.71%3.37%
SFNNX
Schwab Fundamental International Large Company Index Fund
3.25%3.61%3.27%2.92%3.81%2.43%3.68%3.51%2.70%3.20%2.91%3.60%

Drawdowns

SWISX vs. SFNNX - Drawdown Comparison

The maximum SWISX drawdown since its inception was -60.65%, roughly equal to the maximum SFNNX drawdown of -62.47%. Use the drawdown chart below to compare losses from any high point for SWISX and SFNNX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.18%
-1.46%
SWISX
SFNNX

Volatility

SWISX vs. SFNNX - Volatility Comparison

Schwab International Index Fund (SWISX) and Schwab Fundamental International Large Company Index Fund (SFNNX) have volatilities of 10.89% and 10.38%, 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.89%
10.38%
SWISX
SFNNX