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SWMIX vs. FSKLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWMIX vs. FSKLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Opportunities Fund (SWMIX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). The values are adjusted to include any dividend payments, if applicable.

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SWMIX vs. FSKLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWMIX
Schwab International Opportunities Fund
-2.83%21.83%0.91%12.52%-25.35%5.78%23.94%26.07%-19.12%33.64%
FSKLX
Fidelity SAI International Low Volatility Index Fund
3.34%21.95%1.20%13.84%-13.48%9.91%-1.57%16.12%-4.88%21.40%

Returns By Period

In the year-to-date period, SWMIX achieves a -2.83% return, which is significantly lower than FSKLX's 3.34% return. Both investments have delivered pretty close results over the past 10 years, with SWMIX having a 6.26% annualized return and FSKLX not far behind at 6.05%.


SWMIX

1D
-0.21%
1M
-12.80%
YTD
-2.83%
6M
-5.84%
1Y
12.68%
3Y*
7.21%
5Y*
0.89%
10Y*
6.26%

FSKLX

1D
0.68%
1M
-7.31%
YTD
3.34%
6M
6.64%
1Y
16.96%
3Y*
11.27%
5Y*
6.37%
10Y*
6.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWMIX vs. FSKLX - Expense Ratio Comparison

SWMIX has a 0.99% expense ratio, which is higher than FSKLX's 0.17% expense ratio.


Return for Risk

SWMIX vs. FSKLX — Risk / Return Rank

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

SWMIX
SWMIX Risk / Return Rank: 2424
Overall Rank
SWMIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SWMIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
SWMIX Omega Ratio Rank: 2626
Omega Ratio Rank
SWMIX Calmar Ratio Rank: 2424
Calmar Ratio Rank
SWMIX Martin Ratio Rank: 2424
Martin Ratio Rank

FSKLX
FSKLX Risk / Return Rank: 7575
Overall Rank
FSKLX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FSKLX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FSKLX Omega Ratio Rank: 6868
Omega Ratio Rank
FSKLX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FSKLX Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWMIX vs. FSKLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Opportunities Fund (SWMIX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). 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.


SWMIXFSKLXDifference

Sharpe ratio

Return per unit of total volatility

0.61

1.33

-0.72

Sortino ratio

Return per unit of downside risk

0.88

1.83

-0.94

Omega ratio

Gain probability vs. loss probability

1.14

1.25

-0.12

Calmar ratio

Return relative to maximum drawdown

0.69

1.99

-1.29

Martin ratio

Return relative to average drawdown

2.56

7.06

-4.50

SWMIX vs. FSKLX - Sharpe Ratio Comparison

The current SWMIX Sharpe Ratio is 0.61, which is lower than the FSKLX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of SWMIX and FSKLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWMIXFSKLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.33

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.56

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.51

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.46

-0.11

Correlation

The correlation between SWMIX and FSKLX is 0.81, 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.


Dividends

SWMIX vs. FSKLX - Dividend Comparison

SWMIX has not paid dividends to shareholders, while FSKLX's dividend yield for the trailing twelve months is around 2.51%.


TTM20252024202320222021202020192018201720162015
SWMIX
Schwab International Opportunities Fund
0.00%0.00%2.04%1.73%3.59%17.50%6.16%1.94%10.57%4.60%0.87%7.20%
FSKLX
Fidelity SAI International Low Volatility Index Fund
2.51%2.59%2.09%2.31%2.01%2.42%1.32%6.06%2.64%1.69%2.85%1.10%

Drawdowns

SWMIX vs. FSKLX - Drawdown Comparison

The maximum SWMIX drawdown since its inception was -61.81%, which is greater than FSKLX's maximum drawdown of -27.26%. Use the drawdown chart below to compare losses from any high point for SWMIX and FSKLX.


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Drawdown Indicators


SWMIXFSKLXDifference

Max Drawdown

Largest peak-to-trough decline

-61.81%

-27.26%

-34.55%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-8.64%

-4.26%

Max Drawdown (5Y)

Largest decline over 5 years

-40.51%

-24.99%

-15.52%

Max Drawdown (10Y)

Largest decline over 10 years

-40.51%

-27.26%

-13.25%

Current Drawdown

Current decline from peak

-12.90%

-7.31%

-5.59%

Average Drawdown

Average peak-to-trough decline

-12.74%

-5.14%

-7.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

2.43%

+1.06%

Volatility

SWMIX vs. FSKLX - Volatility Comparison

Schwab International Opportunities Fund (SWMIX) has a higher volatility of 7.56% compared to Fidelity SAI International Low Volatility Index Fund (FSKLX) at 4.41%. This indicates that SWMIX's price experiences larger fluctuations and is considered to be riskier than FSKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWMIXFSKLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

4.41%

+3.15%

Volatility (6M)

Calculated over the trailing 6-month period

14.30%

7.41%

+6.89%

Volatility (1Y)

Calculated over the trailing 1-year period

19.28%

12.28%

+7.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.94%

11.44%

+6.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

11.89%

+6.28%