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Schwab Fundamental International Large Company Ind...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS8085247554
CUSIP808524755
IssuerCharles Schwab
Inception DateAug 15, 2013
RegionDeveloped Markets (Broad)
CategoryForeign Large Cap Equities
Index TrackedRussell Fundamental Developed ex-U.S. Large Company Index
Home Pagewww.schwabfunds.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FNDF has a high expense ratio of 0.25%, indicating higher-than-average management fees.


Expense ratio chart for FNDF: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Schwab Fundamental International Large Company Index ETF

Popular comparisons: FNDF vs. SCHF, FNDF vs. VXUS, FNDF vs. VWIGX, FNDF vs. HEFA, FNDF vs. VEA, FNDF vs. DFAI, FNDF vs. VOO, FNDF vs. SPDW, FNDF vs. SPY, FNDF vs. VFIAX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab Fundamental International 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.


100.00%150.00%200.00%December2024FebruaryMarchAprilMay
92.19%
219.22%
FNDF (Schwab Fundamental International Large Company Index ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Schwab Fundamental International Large Company Index ETF had a return of 8.00% year-to-date (YTD) and 18.03% in the last 12 months. Over the past 10 years, Schwab Fundamental International Large Company Index ETF had an annualized return of 5.29%, while the S&P 500 had an annualized return of 10.99%, indicating that Schwab Fundamental International Large Company Index ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.00%11.18%
1 month6.36%5.60%
6 months13.87%17.48%
1 year18.03%26.33%
5 years (annualized)9.47%13.16%
10 years (annualized)5.29%10.99%

Monthly Returns

The table below presents the monthly returns of FNDF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.33%2.55%4.34%-2.42%8.00%
20239.05%-2.52%1.20%2.94%-3.98%5.70%3.81%-3.40%-2.19%-3.19%7.53%4.76%20.22%
20221.05%-2.19%0.34%-5.49%3.84%-9.64%3.14%-4.52%-9.79%6.84%12.39%-1.69%-7.78%
20210.44%5.34%3.62%1.93%4.61%-2.00%-0.90%0.58%-1.03%2.41%-5.80%5.46%14.97%
2020-4.43%-8.57%-16.78%5.18%4.70%3.34%0.84%5.64%-2.85%-2.81%17.80%5.66%3.61%
20197.22%1.85%0.15%2.76%-6.39%5.87%-2.48%-2.80%4.39%3.19%0.95%3.18%18.46%
20184.84%-5.27%-0.70%2.37%-2.35%-1.43%2.95%-3.03%1.56%-7.78%0.04%-5.61%-14.21%
20173.31%0.31%3.04%1.16%3.06%0.25%3.39%0.07%3.07%1.37%0.93%1.83%23.98%
2016-5.16%-2.70%7.64%3.59%-1.47%-1.70%3.50%0.98%1.61%-0.48%-0.92%3.42%7.93%
2015-0.22%6.47%-2.45%4.39%-0.50%-3.18%0.90%-7.08%-5.34%7.46%-1.49%-3.21%-5.25%
2014-4.51%6.44%0.21%2.04%0.98%1.24%-2.86%-0.13%-4.12%-1.22%-0.21%-4.02%-6.49%
2013-3.62%8.34%4.04%0.86%2.05%11.82%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FNDF is 63, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FNDF is 6363
FNDF (Schwab Fundamental International Large Company Index ETF)
The Sharpe Ratio Rank of FNDF is 6161Sharpe Ratio Rank
The Sortino Ratio Rank of FNDF is 5959Sortino Ratio Rank
The Omega Ratio Rank of FNDF is 5959Omega Ratio Rank
The Calmar Ratio Rank of FNDF is 7676Calmar Ratio Rank
The Martin Ratio Rank of FNDF is 6060Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Schwab Fundamental International Large Company Index ETF (FNDF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FNDF
Sharpe ratio
The chart of Sharpe ratio for FNDF, currently valued at 1.46, compared to the broader market0.002.004.001.46
Sortino ratio
The chart of Sortino ratio for FNDF, currently valued at 2.09, compared to the broader market0.005.0010.002.09
Omega ratio
The chart of Omega ratio for FNDF, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.25
Calmar ratio
The chart of Calmar ratio for FNDF, currently valued at 1.82, compared to the broader market0.005.0010.0015.001.82
Martin ratio
The chart of Martin ratio for FNDF, currently valued at 5.38, compared to the broader market0.0020.0040.0060.0080.00100.005.38
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current Schwab Fundamental International Large Company Index ETF Sharpe ratio is 1.46. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Schwab Fundamental International Large Company Index ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.46
2.38
FNDF (Schwab Fundamental International Large Company Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab Fundamental International Large Company Index ETF granted a 3.16% dividend yield in the last twelve months. The annual payout for that period amounted to $1.15 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.15$1.15$0.90$1.15$0.64$0.92$0.87$0.71$0.61$0.49$0.47$0.14

Dividend yield

3.16%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%1.84%0.48%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.38$0.00$0.00$0.00$0.00$0.00$0.77$1.15
2022$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$0.62$0.90
2021$0.00$0.00$0.00$0.00$0.00$0.27$0.00$0.00$0.00$0.00$0.00$0.88$1.15
2020$0.00$0.00$0.00$0.00$0.00$0.20$0.00$0.00$0.00$0.00$0.00$0.44$0.64
2019$0.00$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.00$0.00$0.00$0.70$0.92
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.87$0.87
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.71$0.71
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.61$0.61
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2013$0.14$0.14

Drawdowns

Drawdowns Chart

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


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-0.22%
-0.09%
FNDF (Schwab Fundamental International Large Company Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab Fundamental International 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 International Large Company Index ETF was 40.14%, occurring on Mar 23, 2020. Recovery took 199 trading sessions.

The current Schwab Fundamental International Large Company Index ETF drawdown is 0.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.14%Jan 29, 2018541Mar 23, 2020199Jan 5, 2021740
-27.56%Jul 7, 2014405Feb 11, 2016329Jun 2, 2017734
-25.56%Feb 10, 2022158Sep 27, 2022180Jun 15, 2023338
-9.87%Jul 31, 202364Oct 27, 202332Dec 13, 202396
-8.75%Jun 8, 2021124Dec 1, 202129Jan 12, 2022153

Volatility

Volatility Chart

The current Schwab Fundamental International Large Company Index ETF volatility is 2.91%, 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%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
2.91%
3.36%
FNDF (Schwab Fundamental International Large Company Index ETF)
Benchmark (^GSPC)