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ISIN
US8085247307
CUSIP
808524730
Inception Date
Aug 15, 2013
Region
Emerging Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
RAFI Fundamental High Liquidity Emerging Markets Index (Net)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$10B

Share Price Chart


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Performance

FNDE Performance Chart

Schwab Fundamental Emerging Markets Equity ETF (FNDE) is up 14.4% since the beginning of the year. FNDE is currently trading at $41 per share. Investors who bought $1,000 worth of FNDE shares 5 years ago would now be looking at an investment worth $1,602.


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S&P 500 Index

Returns By Period

Schwab Fundamental Emerging Markets Equity ETF (FNDE) has returned 14.42% so far this year and 33.81% over the past 12 months. Over the last ten years, FNDE has returned 11.30% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Schwab Fundamental Emerging Markets Equity ETF

1D
0.78%
1M
1.70%
YTD
14.42%
6M
15.32%
1Y
33.81%
3Y*
20.90%
5Y*
9.89%
10Y*
11.30%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNDE Monthly Returns History

Based on dividend-adjusted daily data since Aug 15, 2013, FNDE's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.

Historically, 59% of months were positive and 41% were negative. The best month was Mar 2016 with a return of +16.4%, while the worst month was Mar 2020 at -19.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FNDE closed higher 52% of trading days. The best single day was Mar 13, 2020 with a return of +7.1%, while the worst single day was Mar 16, 2020 at -11.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.68%3.79%-5.06%6.38%1.03%0.34%14.42%
20251.79%2.43%1.68%-2.27%4.35%5.77%1.15%3.14%4.99%2.10%0.33%0.89%29.46%
2024-2.58%2.34%2.59%1.91%3.78%1.51%0.20%1.65%7.14%-2.76%-2.71%-1.13%12.10%
20238.31%-5.92%3.17%1.31%-2.54%5.12%5.90%-6.28%-1.32%-3.39%6.59%4.50%14.99%
20223.94%-7.33%-3.02%-4.73%1.23%-6.19%-0.46%0.15%-9.32%-1.07%13.71%-1.78%-15.58%
20210.25%4.38%3.99%1.76%3.55%0.12%-3.04%3.77%-0.68%0.34%-4.79%4.40%14.41%

Benchmark Metrics

Schwab Fundamental Emerging Markets Equity ETF has an annualized alpha of -1.76%, beta of 0.82, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since August 15, 2013.

  • This ETF participated in 88.77% of S&P 500 Index downside but only 70.88% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.76%
Beta
0.82
0.51
Upside Capture
70.88%
Downside Capture
88.77%

Expense Ratio

FNDE has an expense ratio of 0.39%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FNDE ranks 68 for risk / return — better than 68% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FNDE Risk / Return Rank: 6868
Overall Rank
FNDE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FNDE Sortino Ratio Rank: 6565
Sortino Ratio Rank
FNDE Omega Ratio Rank: 7070
Omega Ratio Rank
FNDE Calmar Ratio Rank: 6868
Calmar Ratio Rank
FNDE Martin Ratio Rank: 6767
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Schwab Fundamental Emerging Markets Equity ETF (FNDE) 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.


FNDEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

3.32

2.78

+0.54

Martin ratioReturn relative to average drawdown

12.00

12.44

-0.44

Dividends

Dividend History

Schwab Fundamental Emerging Markets Equity ETF provided a 3.66% dividend yield over the last twelve months, with an annual payout of $1.51 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.51$1.51$1.40$1.29$1.39$1.34$0.71$1.03$0.77$0.61$0.39$0.37

Dividend yield

3.66%4.19%4.82%4.74%5.59%4.32%2.50%3.47%2.98%2.05%1.65%2.02%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.00$0.00$0.00$1.30$1.51
2024$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.00$0.00$0.00$1.17$1.40
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$1.29
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$1.39
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$1.34

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 Emerging Markets Equity 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 Equity ETF was 43.55%, occurring on Jan 20, 2016. Recovery took 374 trading sessions.

The current Schwab Fundamental Emerging Markets Equity ETF drawdown is 2.57%.


Related event

Drawdown

Fall

Recovery

Underwater

2016 bear market2016
-43.55%Jan 2016
1y 4mo1y 5mo
2y 10moSep 2014 - Jul 2017
COVID crash2020
-39.93%Mar 2020
2y 1mo10mo 2d
2y 11moJan 2018 - Jan 2021
Bear market2022
-29.44%Oct 2022
8mo 16d1y 6mo
2y 2moFeb 2022 - May 2024
2025 selloff2025
-18.40%Apr 2025
6mo 2d2mo 4d
8mo 6dOct 2024 - Jun 2025
2014 correction2014
-14.51%Feb 2014
3mo 13d4mo 29d
8mo 12dOct 2013 - Jul 2014

Drawdown Indicators


FNDEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-43.55%

-56.78%

+13.23%

Max Drawdown (1Y)

Largest decline over 1 year

-10.23%

-9.10%

-1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-18.40%

-18.90%

+0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-25.43%

-4.01%

Max Drawdown (10Y)

Largest decline over 10 years

-39.93%

-33.92%

-6.01%

Current Drawdown

Current decline from peak

-2.57%

-1.80%

-0.77%

Average Drawdown

Average peak-to-trough decline

-11.68%

-10.71%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.03%

+0.80%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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