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Schwab Fundamental U.S. Large Company Index ETF (F...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US8085247711

CUSIP

808524771

Inception Date

Aug 15, 2013

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Russell Fundamental U.S. Large Company Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FNDX has an expense ratio of 0.25%, which is considered low.


Expense ratio chart for FNDX: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNDX: 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.


Performance

Performance Chart

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


200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
347.72%
223.59%
FNDX (Schwab Fundamental U.S. Large Company Index ETF)
Benchmark (^GSPC)

Returns By Period

Schwab Fundamental U.S. Large Company Index ETF had a return of -5.37% year-to-date (YTD) and 6.30% in the last 12 months. Over the past 10 years, Schwab Fundamental U.S. Large Company Index ETF had an annualized return of 12.92%, outperforming the S&P 500 benchmark which had an annualized return of 9.79%.


FNDX

YTD

-5.37%

1M

-6.59%

6M

-6.00%

1Y

6.30%

5Y*

19.42%

10Y*

12.92%

^GSPC (Benchmark)

YTD

-8.60%

1M

-6.79%

6M

-7.27%

1Y

6.02%

5Y*

13.70%

10Y*

9.79%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.01%0.00%-3.72%-5.51%-5.37%
20240.58%3.61%5.77%-4.59%3.98%1.61%3.70%1.99%2.61%-1.25%6.31%-5.25%19.94%
20236.04%-3.19%0.59%1.42%-2.69%6.74%3.84%-2.39%-2.70%-2.55%8.14%6.75%20.68%
2022-1.42%-1.42%3.11%-5.64%2.37%-8.35%7.15%-2.73%-8.50%11.70%6.09%-5.06%-4.81%
20212.72%4.19%7.03%3.77%2.95%-0.46%0.20%2.32%-2.47%5.19%-2.04%6.99%34.27%
2020-2.34%-9.43%-15.09%12.32%4.32%1.02%4.10%5.87%-2.14%-1.45%14.62%4.07%12.71%
20197.95%3.13%0.87%3.50%-7.20%7.90%1.15%-2.96%3.60%1.87%3.67%4.48%30.58%
20184.51%-5.01%-1.83%1.02%1.80%1.55%3.59%2.35%0.76%-6.00%1.40%-9.59%-6.30%
20170.80%3.07%-0.32%1.00%0.06%0.82%1.72%-0.47%4.37%1.37%3.59%3.13%20.74%
2016-4.40%0.66%8.61%1.25%0.94%2.30%2.81%-0.06%-0.10%-1.84%5.93%1.96%18.90%
2015-3.59%5.34%-0.78%0.87%0.99%-1.28%0.34%-5.76%-1.48%7.88%0.10%-2.16%-0.24%
2014-3.93%4.17%2.10%1.05%1.93%2.70%-1.17%3.50%-0.74%1.48%2.35%1.33%15.47%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FNDX is 65, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FNDX is 6565
Overall Rank
The Sharpe Ratio Rank of FNDX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FNDX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FNDX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FNDX is 6767
Martin 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 U.S. Large Company Index ETF (FNDX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for FNDX, currently valued at 0.48, compared to the broader market-1.000.001.002.003.004.00
FNDX: 0.48
^GSPC: 0.43
The chart of Sortino ratio for FNDX, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.00
FNDX: 0.78
^GSPC: 0.72
The chart of Omega ratio for FNDX, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
FNDX: 1.11
^GSPC: 1.11
The chart of Calmar ratio for FNDX, currently valued at 0.50, compared to the broader market0.002.004.006.008.0010.0012.00
FNDX: 0.50
^GSPC: 0.44
The chart of Martin ratio for FNDX, currently valued at 2.13, compared to the broader market0.0020.0040.0060.00
FNDX: 2.13
^GSPC: 1.82

The current Schwab Fundamental U.S. Large Company Index ETF Sharpe ratio is 0.48. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Schwab Fundamental U.S. 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.48
0.43
FNDX (Schwab Fundamental U.S. Large Company Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab Fundamental U.S. Large Company Index ETF provided a 1.92% dividend yield over the last twelve months, with an annual payout of $0.43 per share. The fund has been increasing its distributions for 3 consecutive years.


1.60%1.80%2.00%2.20%2.40%2.60%2.80%$0.00$0.10$0.20$0.30$0.4020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.43$0.42$0.38$0.37$0.32$0.35$0.32$0.27$0.23$0.32$0.19$0.16

Dividend yield

1.92%1.76%1.82%2.07%1.64%2.29%2.23%2.39%1.87%2.90%2.01%1.62%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.11$0.00$0.11
2024$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$0.12$0.42
2023$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.11$0.38
2022$0.00$0.00$0.08$0.00$0.00$0.10$0.00$0.00$0.09$0.00$0.00$0.10$0.37
2021$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.09$0.32
2020$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.11$0.00$0.00$0.08$0.35
2019$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.10$0.32
2018$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.08$0.27
2017$0.00$0.00$0.00$0.05$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.07$0.23
2016$0.00$0.00$0.15$0.00$0.00$0.06$0.00$0.00$0.00$0.06$0.00$0.06$0.32
2015$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.06$0.19
2014$0.03$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.05$0.16

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.40%
-12.50%
FNDX (Schwab Fundamental U.S. Large Company Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab Fundamental U.S. 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 U.S. Large Company Index ETF was 37.71%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Schwab Fundamental U.S. Large Company Index ETF drawdown is 10.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.71%Feb 13, 202027Mar 23, 2020161Nov 9, 2020188
-19.64%Sep 24, 201864Dec 24, 2018131Jul 3, 2019195
-17.22%Jan 13, 2022180Sep 30, 202285Feb 2, 2023265
-16.3%Feb 20, 202534Apr 8, 2025
-12.94%May 22, 201566Aug 25, 2015143Mar 21, 2016209

Volatility

Volatility Chart

The current Schwab Fundamental U.S. Large Company Index ETF volatility is 12.44%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.44%
14.04%
FNDX (Schwab Fundamental U.S. Large Company Index ETF)
Benchmark (^GSPC)