ETF World RAFI
Global
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in ETF World RAFI, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of Sep 21, 2023, the ETF World RAFI returned 10.95% Year-To-Date and 6.99% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.31% | 9.66% | 12.78% | 14.25% | 8.15% | 9.80% |
| ETF World RAFI | 0.78% | 7.39% | 9.40% | 18.49% | 6.11% | 6.87% |
| Portfolio components: | ||||||
FNDX Schwab Fundamental U.S. Large Company Index ETF | -0.39% | 8.87% | 7.45% | 14.16% | 9.57% | 10.79% |
FNDF Schwab Fundamental International Large Company Index ETF | 2.25% | 8.01% | 12.43% | 24.97% | 4.79% | 4.72% |
FNDA Schwab Fundamental US Small Co. Index ETF | -2.57% | 5.62% | 4.77% | 8.12% | 4.86% | 8.16% |
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 0.38% | 3.03% | 7.03% | 11.46% | 2.38% | 2.47% |
FNDC Schwab Fundamental International Small Co. Index ETF | -0.18% | 2.02% | 5.09% | 15.72% | 1.16% | 4.31% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| FNDE | FNDA | FNDX | FNDC | FNDF | |
|---|---|---|---|---|---|
| FNDE | 1.00 | 0.62 | 0.68 | 0.77 | 0.79 |
| FNDA | 0.62 | 1.00 | 0.90 | 0.74 | 0.76 |
| FNDX | 0.68 | 0.90 | 1.00 | 0.78 | 0.82 |
| FNDC | 0.77 | 0.74 | 0.78 | 1.00 | 0.93 |
| FNDF | 0.79 | 0.76 | 0.82 | 0.93 | 1.00 |
Dividend yield
ETF World RAFI granted a 2.80% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF World RAFI | 2.80% | 2.88% | 2.91% | 2.34% | 3.05% | 3.31% | 2.40% | 2.52% | 2.40% | 2.06% | 0.60% |
| Portfolio components: | |||||||||||
FNDX Schwab Fundamental U.S. Large Company Index ETF | 1.97% | 2.10% | 1.70% | 2.41% | 2.41% | 2.66% | 2.12% | 2.32% | 2.37% | 1.96% | 0.56% |
FNDF Schwab Fundamental International Large Company Index ETF | 3.10% | 3.14% | 3.69% | 2.35% | 3.54% | 3.96% | 2.74% | 2.93% | 2.57% | 2.32% | 0.62% |
FNDA Schwab Fundamental US Small Co. Index ETF | 1.58% | 1.39% | 1.18% | 1.35% | 1.46% | 1.78% | 1.41% | 1.30% | 1.48% | 1.20% | 0.37% |
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 5.30% | 5.65% | 4.60% | 2.78% | 3.96% | 3.60% | 2.50% | 2.05% | 2.56% | 1.75% | 0.67% |
FNDC Schwab Fundamental International Small Co. Index ETF | 2.22% | 1.99% | 2.65% | 1.86% | 2.91% | 2.95% | 2.19% | 2.26% | 1.53% | 1.93% | 0.78% |
Expense Ratio
The ETF World RAFI has a high expense ratio of 0.27%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
FNDX Schwab Fundamental U.S. Large Company Index ETF | 0.75 | ||||
FNDF Schwab Fundamental International Large Company Index ETF | 1.35 | ||||
FNDA Schwab Fundamental US Small Co. Index ETF | 0.31 | ||||
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 0.61 | ||||
FNDC Schwab Fundamental International Small Co. Index ETF | 0.85 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the ETF World RAFI. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the ETF World RAFI is 37.91%, recorded on Mar 23, 2020. It took 172 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.91% | Jan 21, 2020 | 44 | Mar 23, 2020 | 172 | Nov 24, 2020 | 216 |
| -23.34% | Jan 13, 2022 | 180 | Sep 30, 2022 | 199 | Jul 19, 2023 | 379 |
| -21.7% | May 18, 2015 | 187 | Feb 11, 2016 | 208 | Dec 7, 2016 | 395 |
| -20.79% | Jan 29, 2018 | 229 | Dec 24, 2018 | 246 | Dec 16, 2019 | 475 |
| -11.32% | Jul 7, 2014 | 73 | Oct 16, 2014 | 132 | Apr 28, 2015 | 205 |
Volatility Chart
The current ETF World RAFI volatility is 3.30%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.