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VO vs. SFNNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VO vs. SFNNX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VO achieves a 10.43% return, which is significantly lower than SFNNX's 18.29% return. Both investments have delivered pretty close results over the past 10 years, with VO having a 11.77% annualized return and SFNNX not far ahead at 11.97%.


VO

1D
0.97%
1M
2.97%
YTD
10.43%
6M
9.31%
1Y
19.60%
3Y*
15.74%
5Y*
7.79%
10Y*
11.77%

SFNNX

1D
3.14%
1M
-0.06%
YTD
18.29%
6M
20.46%
1Y
40.42%
3Y*
22.71%
5Y*
12.78%
10Y*
11.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VO vs. SFNNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VO
Vanguard Mid-Cap ETF
10.43%11.62%15.31%16.03%-18.73%24.70%18.10%30.98%-9.24%19.28%
SFNNX
Schwab Fundamental International Large Company Index Fund
18.29%41.06%2.27%19.88%-7.95%14.38%4.35%18.09%-13.96%23.95%

Correlation

The correlation between VO and SFNNX is 0.68, 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

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.77

The correlation between VO and SFNNX has been stable across timeframes, ranging from 0.68 to 0.77 - a consistent structural relationship.

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Return for Risk

VO vs. SFNNX — Risk / Return Rank

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

VO
VO Risk / Return Rank: 4949
Overall Rank
VO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VO Sortino Ratio Rank: 4646
Sortino Ratio Rank
VO Omega Ratio Rank: 4444
Omega Ratio Rank
VO Calmar Ratio Rank: 5151
Calmar Ratio Rank
VO Martin Ratio Rank: 5555
Martin Ratio Rank

SFNNX
SFNNX Risk / Return Rank: 8888
Overall Rank
SFNNX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SFNNX Sortino Ratio Rank: 8484
Sortino Ratio Rank
SFNNX Omega Ratio Rank: 8484
Omega Ratio Rank
SFNNX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SFNNX Martin Ratio Rank: 8989
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.

VO vs. SFNNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap ETF (VO) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VOSFNNXDifference
Sharpe ratioReturn per unit of total volatility

-1.22

Sortino ratioReturn per unit of downside risk

-1.36

Omega ratioGain probability vs. loss probability

1.25

1.48

-0.23

Calmar ratioReturn relative to maximum drawdown

2.23

3.80

-1.56

Martin ratioReturn relative to average drawdown

8.44

13.95

-5.51

VO vs. SFNNX - Sharpe Ratio Comparison

The current VO Sharpe Ratio is 1.43, which is lower than the SFNNX Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of VO and SFNNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VO vs. SFNNX - Drawdown Comparison

The maximum VO drawdown since its inception was -58.87%, roughly equal to the maximum SFNNX drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for VO and SFNNX.


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Drawdown Indicators


VOSFNNXDifference

Max Drawdown

Largest peak-to-trough decline

-58.87%

-59.60%

+0.73%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-10.63%

+2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-19.02%

-13.78%

-5.24%

Max Drawdown (5Y)

Largest decline over 5 years

-27.57%

-25.66%

-1.91%

Max Drawdown (10Y)

Largest decline over 10 years

-39.37%

-40.23%

+0.86%

Current Drawdown

Current decline from peak

-0.45%

-2.67%

+2.22%

Average Drawdown

Average peak-to-trough decline

-7.85%

-11.95%

+4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

2.89%

-0.73%

Volatility

VO vs. SFNNX - Volatility Comparison

The current volatility for Vanguard Mid-Cap ETF (VO) is 4.31%, while Schwab Fundamental International Large Company Index Fund (SFNNX) has a volatility of 6.43%. This indicates that VO experiences smaller price fluctuations and is considered to be less risky than SFNNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOSFNNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

6.43%

-2.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.71%

12.71%

-3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

12.74%

15.24%

-2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

15.73%

+1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.96%

17.33%

+1.63%

VO vs. SFNNX - Expense Ratio Comparison

VO has a 0.03% 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%.


Dividends

VO vs. SFNNX - Dividend Comparison

VO's dividend yield for the trailing twelve months is around 1.36%, less than SFNNX's 4.32% yield.


PositionTTM20252024202320222021202020192018201720162015
SFNNX
Schwab Fundamental International Large Company Index Fund
4.32%5.11%3.61%3.26%2.92%3.81%2.42%3.69%3.51%2.70%3.21%2.92%
VO
Vanguard Mid-Cap ETF
1.36%1.52%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%

Frequently Asked Questions


VO and SFNNX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SFNNX has higher volatility (6.43%) compared to VO (4.31%). In terms of maximum drawdown, VO dropped -58.87% vs SFNNX's -59.60%.

SFNNX currently has the higher Sharpe Ratio (2.65 vs 1.43), 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.

Portfolio Optimizer

Find the right allocation for VO and SFNNX

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