- ISIN
- US8085247893
- CUSIP
- 808524789
- Issuer
- Charles Schwab
- Inception Date
- Aug 15, 2013
- Region
- North America (U.S.)
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- RAFI Fundamental High Liquidity US All Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $1B
Highlights
- Avg. Volume (1M)
- 167K
- Avg. Volume Value (1M)
- $5.14M
Share Price Chart
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Performance
FNDB Performance Chart
Schwab Fundamental U.S. Broad Market Index ETF (FNDB) is up 17.5% since the beginning of the year. FNDB is currently trading at $31 per share. Investors who bought $1,000 worth of FNDB shares 5 years ago would now be looking at an investment worth $1,874.
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Returns By Period
Schwab Fundamental U.S. Broad Market Index ETF (FNDB) has returned 17.51% so far this year and 32.18% over the past 12 months. Looking at the last ten years, FNDB has achieved an annualized return of 14.03%, outperforming the S&P 500 Index benchmark, which averaged 13.26% per year.
Schwab Fundamental U.S. Broad Market Index ETF
- 1D
- 0.10%
- 1M
- 1.21%
- 6M
- 12.62%
- YTD
- 17.51%
- 1Y
- 32.18%
- 3Y*
- 18.54%
- 5Y*
- 13.39%
- 10Y*
- 14.03%
- ALL TIME*
- 12.99%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
FNDB Monthly Returns History
Based on dividend-adjusted daily data since Aug 15, 2013, FNDB's average daily return is +0.05%, while the average monthly return is +1.11%. At this rate, an investment would double in approximately 5.2 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +15.3%, while the worst month was Mar 2020 at -17.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FNDB closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -10.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.35% | 2.40% | -3.82% | 8.18% | 2.74% | 1.13% | 1.74% | 17.51% | |||||
| 2025 | 3.83% | -0.29% | -4.04% | -3.00% | 3.58% | 4.17% | 0.79% | 4.39% | 2.45% | 0.76% | 2.45% | 0.45% | 16.23% |
| 2024 | 0.29% | 3.56% | 4.85% | -4.74% | 3.87% | 0.50% | 4.24% | 1.77% | 1.57% | -1.14% | 6.51% | -5.38% | 16.25% |
| 2023 | 6.37% | -2.88% | 0.03% | 1.18% | -2.65% | 6.95% | 3.89% | -2.43% | -3.78% | -2.73% | 8.21% | 5.94% | 18.42% |
| 2022 | -1.81% | -1.18% | 2.92% | -5.82% | 2.32% | -9.26% | 7.21% | -2.67% | -9.61% | 11.70% | 5.87% | -5.06% | -7.53% |
| 2021 | 2.74% | 4.66% | 6.61% | 3.78% | 2.97% | -0.37% | -0.04% | 2.40% | -3.34% | 5.22% | -2.18% | 5.85% | 31.55% |
Benchmark Metrics
Schwab Fundamental U.S. Broad Market Index ETF has an annualized alpha of 1.81%, beta of 0.91, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since August 15, 2013.
- With beta of 0.91 and R2 of 0.89, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.81%
- Beta
- 0.91
- R²
- 0.89
- Upside Capture
- 99.25%
- Downside Capture
- 95.10%
Expense Ratio
FNDB has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
FNDB ranks 94 for risk / return — above 94% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Schwab Fundamental U.S. Broad Market Index ETF (FNDB) and compare them to S&P 500 Index.
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.
| FNDB | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.42 | ||
| Sortino ratioReturn per unit of downside risk | +1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.25 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 4.84 | 2.00 | +2.84 |
| Martin ratioReturn relative to average drawdown | 19.07 | 8.49 | +10.58 |
Dividends
Dividend History
Schwab Fundamental U.S. Broad Market Index ETF provided a 1.43% dividend yield over the last twelve months, with an annual payout of $0.44 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.44 | $0.43 | $0.40 | $0.37 | $0.35 | $0.31 | $0.32 | $0.31 | $0.27 | $0.24 | $0.22 | $0.21 |
Dividend yield | 1.43% | 1.62% | 1.74% | 1.80% | 1.98% | 1.63% | 2.15% | 2.23% | 2.41% | 1.91% | 2.06% | 2.26% |
Monthly Dividends
The table displays the monthly dividend distributions for Schwab Fundamental U.S. Broad Market Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.21 | |||||
| 2025 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.43 |
| 2024 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.40 |
| 2023 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.37 |
| 2022 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.35 |
| 2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.31 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Schwab Fundamental U.S. Broad Market Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Schwab Fundamental U.S. Broad Market Index ETF was 38.17%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.
The current Schwab Fundamental U.S. Broad Market Index ETF drawdown is 0.43%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-38.17%Mar 2020 | 1mo 9d | 7mo 25d | 9mo 4dFeb 2020 - Nov 2020 | COVID crash2020 |
-20.05%Dec 2018 | 3mo 1d | 6mo 11d | 9mo 12dSep 2018 - Jul 2019 | Rate-hike selloffLate 2018 |
-19.29%Sep 2022 | 8mo 20d | 9mo 16d | 1y 6moJan 2022 - Jul 2023 | Bear market2022 |
-16.83%Apr 2025 | 4mo 7d | 2mo 26d | 7mo 3dDec 2024 - Jul 2025 | 2025 selloff2025 |
-14.85%Feb 2016 | 8mo 25d | 2mo 16d | 11mo 11dMay 2015 - Apr 2016 | — |
Drawdown Indicators
| FNDB | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.17% | -56.78% | +18.61% |
Max Drawdown (1Y)Largest decline over 1 year | -6.29% | -9.10% | +2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | -18.90% | +2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -19.29% | -25.43% | +6.14% |
Max Drawdown (10Y)Largest decline over 10 years | -38.17% | -33.92% | -4.25% |
Current DrawdownCurrent decline from peak | -0.43% | -1.58% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -3.62% | -10.70% | +7.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 2.14% | -0.54% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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