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Schwab Fundamental Emerging Markets Large Company ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS8085247307
CUSIP808524730
IssuerCharles Schwab
Inception DateAug 15, 2013
RegionEmerging Markets (Broad)
CategoryEmerging Markets Equities
Index TrackedRussell Fundamental Emerging Markets Large Company Index
Home Pagewww.schwabfunds.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Schwab Fundamental Emerging Markets Large Company Index ETF has a high expense ratio of 0.39%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.39%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with FNDE

Schwab Fundamental Emerging Markets Large Company Index ETF

Popular comparisons: FNDE vs. SCHE, FNDE vs. AVEM, FNDE vs. AVES, FNDE vs. ESGE, FNDE vs. VWO, FNDE vs. VWIGX, FNDE vs. DEM, FNDE vs. VOO, FNDE vs. SCHH, FNDE vs. SCHF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab Fundamental Emerging Markets Large Company Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%OctoberNovemberDecember2024FebruaryMarch
50.63%
215.92%
FNDE (Schwab Fundamental Emerging Markets Large Company Index ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Schwab Fundamental Emerging Markets Large Company Index ETF had a return of 1.84% year-to-date (YTD) and 12.44% in the last 12 months. Over the past 10 years, Schwab Fundamental Emerging Markets Large Company Index ETF had an annualized return of 3.92%, while the S&P 500 had an annualized return of 10.96%, indicating that Schwab Fundamental Emerging Markets Large Company Index ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.84%10.04%
1 month0.62%3.53%
6 months10.22%22.79%
1 year12.44%32.16%
5 years (annualized)4.18%13.15%
10 years (annualized)3.92%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.58%2.34%
2023-6.28%-1.32%-3.39%6.59%4.50%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FNDE
Schwab Fundamental Emerging Markets Large Company Index ETF
0.97
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Schwab Fundamental Emerging Markets Large Company Index ETF Sharpe ratio is 0.97. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.97
2.76
FNDE (Schwab Fundamental Emerging Markets Large Company Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab Fundamental Emerging Markets Large Company Index ETF granted a 4.65% dividend yield in the last twelve months. The annual payout for that period amounted to $1.29 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.29$1.29$1.39$1.34$0.71$1.03$0.79$0.61$0.39$0.37$0.32$0.14

Dividend yield

4.65%4.74%5.59%4.32%2.50%3.47%3.04%2.05%1.65%2.02%1.36%0.51%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab Fundamental Emerging Markets Large Company Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.27$0.00$0.00$0.00$0.00$0.00$1.02
2022$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$1.12
2021$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$1.15
2020$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.00$0.56
2019$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.85
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.79
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.61
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32
2013$0.14

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-7.71%
0
FNDE (Schwab Fundamental Emerging Markets Large Company Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab Fundamental Emerging Markets Large Company 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 Emerging Markets Large Company Index ETF was 43.55%, occurring on Jan 20, 2016. Recovery took 374 trading sessions.

The current Schwab Fundamental Emerging Markets Large Company Index ETF drawdown is 7.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.55%Sep 4, 2014347Jan 20, 2016374Jul 14, 2017721
-39.89%Jan 29, 2018538Mar 18, 2020209Jan 14, 2021747
-29.44%Feb 17, 2022177Oct 31, 2022
-14.51%Oct 23, 201370Feb 3, 2014104Jul 2, 2014174
-8.45%Oct 21, 202126Nov 26, 202132Jan 12, 202258

Volatility

Volatility Chart

The current Schwab Fundamental Emerging Markets Large Company Index ETF volatility is 3.46%, 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.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
3.46%
2.82%
FNDE (Schwab Fundamental Emerging Markets Large Company Index ETF)
Benchmark (^GSPC)