AZN vs. FNDF
AZN (AstraZeneca PLC) is a stock, while FNDF (Schwab Fundamental International Equity ETF) is Foreign Large Cap Equities fund tracking the RAFI Fundamental High Liquidity Developed ex US Large Index (Net). Over the past 10 years, AZN returned 15.97%/yr vs 12.34%/yr for FNDF. At a 0.41 correlation, their price movements are largely independent.
Performance
AZN vs. FNDF - Performance Comparison
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Returns By Period
In the year-to-date period, AZN achieves a -0.75% return, which is significantly lower than FNDF's 19.66% return. Over the past 10 years, AZN has outperformed FNDF with an annualized return of 15.97%, while FNDF has yielded a comparatively lower 12.34% annualized return.
AZN
- 1D
- -1.94%
- 1M
- -1.56%
- YTD
- -0.75%
- 6M
- 1.57%
- 1Y
- 23.46%
- 3Y*
- 8.94%
- 5Y*
- 11.28%
- 10Y*
- 15.97%
FNDF
- 1D
- 0.39%
- 1M
- 2.91%
- YTD
- 19.66%
- 6M
- 21.60%
- 1Y
- 41.60%
- 3Y*
- 22.69%
- 5Y*
- 13.11%
- 10Y*
- 12.34%
AZN vs. FNDF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | -0.75% | 43.30% | -0.62% | 1.44% | 19.14% | 19.66% | 3.12% | 35.68% | 13.86% | 33.10% |
FNDF Schwab Fundamental International Equity ETF | 19.66% | 40.99% | 2.29% | 20.22% | -7.78% | 14.97% | 3.61% | 18.46% | -14.21% | 23.98% |
Correlation
The correlation between AZN and FNDF is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2013 | 0.41 |
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Return for Risk
AZN vs. FNDF — Risk / Return Rank
AZN
FNDF
AZN vs. FNDF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AstraZeneca PLC (AZN) and Schwab Fundamental International Equity 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.
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.
| AZN | FNDF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.45 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 3.82 | -2.35 |
| Martin ratioReturn relative to average drawdown | 3.82 | 14.27 | -10.44 |
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Drawdowns
AZN vs. FNDF - Drawdown Comparison
The maximum AZN drawdown since its inception was -48.94%, which is greater than FNDF's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for AZN and FNDF.
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Drawdown Indicators
| AZN | FNDF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.94% | -40.14% | -8.80% |
Max Drawdown (1Y)Largest decline over 1 year | -15.43% | -10.60% | -4.83% |
Max Drawdown (3Y)Largest decline over 3 years | -27.87% | -13.89% | -13.98% |
Max Drawdown (5Y)Largest decline over 5 years | -27.87% | -25.56% | -2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -27.87% | -40.14% | +12.27% |
Current DrawdownCurrent decline from peak | -14.25% | -1.94% | -12.31% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -7.63% | -3.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 2.84% | +3.15% |
Volatility
AZN vs. FNDF - Volatility Comparison
AstraZeneca PLC (AZN) has a higher volatility of 7.95% compared to Schwab Fundamental International Equity ETF (FNDF) at 6.65%. This indicates that AZN's price experiences larger fluctuations and is considered to be riskier than FNDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AZN | FNDF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.95% | 6.65% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 17.74% | 13.64% | +4.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.76% | 16.00% | +9.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.03% | 16.35% | +7.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.93% | 17.71% | +7.22% |
Dividends
AZN vs. FNDF - Dividend Comparison
AZN's dividend yield for the trailing twelve months is around 2.98%, more than FNDF's 2.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | 2.98% | 1.70% | 2.27% | 2.15% | 2.12% | 2.35% | 2.80% | 2.81% | 3.69% | 3.95% | 5.01% | 4.06% |
FNDF Schwab Fundamental International Equity ETF | 2.87% | 3.44% | 4.01% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% |
Frequently Asked Questions
AZN and FNDF have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AZN has higher volatility (7.95%) compared to FNDF (6.65%). In terms of maximum drawdown, AZN dropped -48.94% vs FNDF's -40.14%.
FNDF currently has the higher Sharpe Ratio (2.53 vs 0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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