PortfoliosLab logoPortfoliosLab logo
AVDEX vs. FNDF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVDEX vs. FNDF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Equity Fund (AVDEX) and Schwab Fundamental International Large Company Index ETF (FNDF). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

AVDEX vs. FNDF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AVDEX
Avantis International Equity Fund
-0.19%37.35%4.89%16.99%-13.90%13.37%8.21%3.61%
FNDF
Schwab Fundamental International Large Company Index ETF
8.23%40.99%2.29%20.22%-7.78%14.97%3.61%3.22%

Returns By Period

In the year-to-date period, AVDEX achieves a -0.19% return, which is significantly lower than FNDF's 8.23% return.


AVDEX

1D
0.00%
1M
-11.00%
YTD
-0.19%
6M
5.32%
1Y
27.34%
3Y*
16.20%
5Y*
9.28%
10Y*

FNDF

1D
2.95%
1M
-7.26%
YTD
8.23%
6M
17.33%
1Y
40.22%
3Y*
20.38%
5Y*
12.44%
10Y*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


AVDEX vs. FNDF - Expense Ratio Comparison

AVDEX has a 0.23% expense ratio, which is lower than FNDF's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

AVDEX vs. FNDF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVDEX
AVDEX Risk / Return Rank: 8484
Overall Rank
AVDEX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
AVDEX Sortino Ratio Rank: 8484
Sortino Ratio Rank
AVDEX Omega Ratio Rank: 8282
Omega Ratio Rank
AVDEX Calmar Ratio Rank: 8686
Calmar Ratio Rank
AVDEX Martin Ratio Rank: 8585
Martin Ratio Rank

FNDF
FNDF Risk / Return Rank: 9595
Overall Rank
FNDF Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FNDF Sortino Ratio Rank: 9595
Sortino Ratio Rank
FNDF Omega Ratio Rank: 9595
Omega Ratio Rank
FNDF Calmar Ratio Rank: 9494
Calmar Ratio Rank
FNDF Martin Ratio Rank: 9494
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.

AVDEX vs. FNDF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Equity Fund (AVDEX) and Schwab Fundamental International Large Company Index ETF (FNDF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AVDEXFNDFDifference

Sharpe ratio

Return per unit of total volatility

1.63

2.31

-0.68

Sortino ratio

Return per unit of downside risk

2.16

3.02

-0.86

Omega ratio

Gain probability vs. loss probability

1.33

1.46

-0.14

Calmar ratio

Return relative to maximum drawdown

2.16

3.52

-1.37

Martin ratio

Return relative to average drawdown

8.66

13.78

-5.12

AVDEX vs. FNDF - Sharpe Ratio Comparison

The current AVDEX Sharpe Ratio is 1.63, which is comparable to the FNDF Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of AVDEX and FNDF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AVDEXFNDFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

2.31

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.78

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.49

+0.06

Correlation

The correlation between AVDEX and FNDF is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AVDEX vs. FNDF - Dividend Comparison

AVDEX's dividend yield for the trailing twelve months is around 3.19%, which matches FNDF's 3.18% yield.


TTM20252024202320222021202020192018201720162015
AVDEX
Avantis International Equity Fund
3.19%3.19%3.67%3.17%2.22%3.46%1.67%0.10%0.00%0.00%0.00%0.00%
FNDF
Schwab Fundamental International Large Company Index ETF
3.18%3.44%4.01%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%

Drawdowns

AVDEX vs. FNDF - Drawdown Comparison

The maximum AVDEX drawdown since its inception was -36.28%, smaller than the maximum FNDF drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for AVDEX and FNDF.


Loading graphics...

Drawdown Indicators


AVDEXFNDFDifference

Max Drawdown

Largest peak-to-trough decline

-36.28%

-40.14%

+3.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.58%

-11.08%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-28.73%

-25.56%

-3.17%

Max Drawdown (10Y)

Largest decline over 10 years

-40.14%

Current Drawdown

Current decline from peak

-11.00%

-7.26%

-3.74%

Average Drawdown

Average peak-to-trough decline

-6.46%

-7.72%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.83%

+0.05%

Volatility

AVDEX vs. FNDF - Volatility Comparison

The current volatility for Avantis International Equity Fund (AVDEX) is 6.55%, while Schwab Fundamental International Large Company Index ETF (FNDF) has a volatility of 8.06%. This indicates that AVDEX experiences smaller price fluctuations and is considered to be less risky than FNDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


AVDEXFNDFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

8.06%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

11.42%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

16.12%

17.50%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.77%

16.05%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.63%

17.64%

+0.99%