Pea-whistles dont work well when wet,Fox-40's work underwater,You want the Best for the Kids,don't you?
Might I suggest one of the angled marine safety whistles
I paid $2 for one of these at Sports Chalet a couple of years back. They're marine whistles so they're lower pitched (figure about 2 KHz) and lack the charateristic "trill" of the pea whistles. They're also very loud and are near indestructable.