SWISX vs. SFNNX
Compare and contrast key facts about Schwab International Index Fund (SWISX) and Schwab Fundamental International Large Company Index Fund (SFNNX).
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. SFNNX is managed by Charles Schwab. It was launched on Apr 1, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWISX or SFNNX.
Key characteristics
| SWISX | SFNNX | |
|---|---|---|
| YTD Return | 4.08% | 3.43% |
| 1Y Return | 12.16% | 10.66% |
| 3Y Return (Ann) | 1.49% | 4.29% |
| 5Y Return (Ann) | 5.47% | 6.81% |
| 10Y Return (Ann) | 4.96% | 5.37% |
| Sharpe Ratio | 0.93 | 0.83 |
| Sortino Ratio | 1.35 | 1.19 |
| Omega Ratio | 1.16 | 1.15 |
| Calmar Ratio | 1.35 | 1.25 |
| Martin Ratio | 4.44 | 4.03 |
| Ulcer Index | 2.70% | 2.59% |
| Daily Std Dev | 12.91% | 12.59% |
| Max Drawdown | -60.65% | -62.39% |
| Current Drawdown | -8.92% | -8.28% |
Correlation
The correlation between SWISX and SFNNX is 0.98, 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
SWISX vs. SFNNX - Performance Comparison
In the year-to-date period, SWISX achieves a 4.08% return, which is significantly higher than SFNNX's 3.43% return. Over the past 10 years, SWISX has underperformed SFNNX with an annualized return of 4.96%, while SFNNX has yielded a comparatively higher 5.37% 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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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%.
Risk-Adjusted Performance
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.
Dividends
SWISX vs. SFNNX - Dividend Comparison
SWISX's dividend yield for the trailing twelve months is around 3.18%, which matches SFNNX's 3.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWISX Schwab International Index Fund | 3.18% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% | 3.37% | 2.54% |
SFNNX Schwab Fundamental International Large Company Index Fund | 3.16% | 3.27% | 2.92% | 3.81% | 2.43% | 3.68% | 3.51% | 2.70% | 3.20% | 2.91% | 3.60% | 2.72% |
Drawdowns
SWISX vs. SFNNX - Drawdown Comparison
The maximum SWISX drawdown since its inception was -60.65%, roughly equal to the maximum SFNNX drawdown of -62.39%. Use the drawdown chart below to compare losses from any high point for SWISX and SFNNX. For additional features, visit the drawdowns tool.
Volatility
SWISX vs. SFNNX - Volatility Comparison
Schwab International Index Fund (SWISX) and Schwab Fundamental International Large Company Index Fund (SFNNX) have volatilities of 3.84% and 3.77%, 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.