BAMV vs. FNDX

Last updated Jul 14, 2026

BAMV (Brookstone Value Stock ETF) and FNDX (Schwab Fundamental U.S. Large Company Index ETF) are both Large Cap Value Equities funds. BAMV is actively managed, while FNDX is passively managed. Over the past year, BAMV returned 13.63% vs 28.47% for FNDX. Their correlation of 0.86 suggests significant overlap in exposure. BAMV charges 0.95%/yr vs 0.25%/yr for FNDX.

Performance

BAMV vs. FNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookstone Value Stock ETF (BAMV) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BAMV achieves a 11.85% return, which is significantly lower than FNDX's 16.60% return.

BAMV

• 1D: 0.12%
• 1M: 1.39%
• 6M: 8.90%
• YTD: 11.85%
• 1Y: 13.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FNDX

• 1D: 0.22%
• 1M: 0.96%
• 6M: 12.91%
• YTD: 16.60%
• 1Y: 28.47%
• 3Y*: 19.71%
• 5Y*: 13.66%
• 10Y*: 14.04%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BAMV vs. FNDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BAMV Brookstone Value Stock ETF	11.85%	7.66%	12.03%	13.82%
FNDX Schwab Fundamental U.S. Large Company Index ETF	16.60%	16.94%	16.77%	11.58%

Correlation

The correlation between BAMV and FNDX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (All Time) Calculated using the full available price history since Sep 27, 2023	0.86

The correlation between BAMV and FNDX has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

BAMV vs. FNDX - Sectors Allocation Comparison

Sectors	BAMV	FNDX
Financial Services	28.3%	13.3%
Technology	26.0%	22.1%
Industrials	10.4%	9.1%
Healthcare	9.8%	11.9%
Communication Services	8.7%	9.9%
Energy	5.9%	9.3%
Basic Materials	4.9%	3.6%
Real Estate	2.8%	1.7%
Consumer Cyclical	2.1%	9.1%
Consumer Defensive	0.8%	7.0%
Utilities	0.3%	3.0%

Return for Risk

BAMV vs. FNDX — Risk / Return Rank

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

BAMV

BAMV Risk / Return Rank: 45
BAMV Sharpe Ratio Rank: 40
BAMV Sortino Ratio Rank: 40
BAMV Omega Ratio Rank: 37
BAMV Calmar Ratio Rank: 55
BAMV Martin Ratio Rank: 50

FNDX

FNDX Risk / Return Rank: 93
FNDX Sharpe Ratio Rank: 94
FNDX Sortino Ratio Rank: 94
FNDX Omega Ratio Rank: 93
FNDX Calmar Ratio Rank: 92
FNDX Martin Ratio Rank: 92

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.

BAMV vs. FNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookstone Value Stock ETF (BAMV) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). 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.

	BAMV	FNDX	Difference
Sharpe ratio: Return per unit of total volatility	1.15	2.78	-1.63
Sortino ratio: Return per unit of downside risk	1.70	3.87	-2.17
Omega ratio: Gain probability vs. loss probability	1.20	1.51	-0.31
Calmar ratio: Return relative to maximum drawdown	2.20	4.72	-2.52
Martin ratio: Return relative to average drawdown	6.60	18.25	-11.66

BAMV vs. FNDX - Sharpe Ratio Comparison

The current BAMV Sharpe Ratio is 1.15, which is lower than the FNDX Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of BAMV and FNDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BAMV vs. FNDX - Drawdown Comparison

The maximum BAMV drawdown since its inception was -14.56%, smaller than the maximum FNDX drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for BAMV and FNDX.

Drawdown Indicators

	BAMV	FNDX	Difference
Max Drawdown Largest peak-to-trough decline	-14.56%	-37.72%	+23.16%
Max Drawdown (1Y) Largest decline over 1 year	-6.23%	-6.06%	-0.17%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.06%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.72%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.97%	-3.54%	+1.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.07%	1.56%	+0.51%

Volatility

BAMV vs. FNDX - Volatility Comparison

Brookstone Value Stock ETF (BAMV) has a higher volatility of 3.20% compared to Schwab Fundamental U.S. Large Company Index ETF (FNDX) at 2.59%. This indicates that BAMV's price experiences larger fluctuations and is considered to be riskier than FNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BAMV	FNDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.20%	2.59%	+0.61%
Volatility (6M) Calculated over the trailing 6-month period	8.54%	7.42%	+1.12%
Volatility (1Y) Calculated over the trailing 1-year period	11.94%	10.33%	+1.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.65%	15.13%	-1.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.65%	17.44%	-3.79%

BAMV vs. FNDX - Expense Ratio Comparison

BAMV has a 0.95% expense ratio, which is higher than FNDX's 0.25% expense ratio.

Dividends

BAMV vs. FNDX - Dividend Comparison

BAMV's dividend yield for the trailing twelve months is around 1.25%, less than FNDX's 1.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BAMV Brookstone Value Stock ETF	1.25%	1.32%	3.66%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FNDX Schwab Fundamental U.S. Large Company Index ETF	1.46%	1.63%	1.76%	1.82%	2.07%	1.64%	2.29%	2.23%	2.40%	1.86%	2.01%	2.01%

Frequently Asked Questions

Can I hold both BAMV and FNDX in my portfolio?

BAMV and FNDX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BAMV or FNDX?

BAMV has higher volatility (3.20%) compared to FNDX (2.59%). In terms of maximum drawdown, BAMV dropped -14.56% vs FNDX's -37.72%.

Which ETF is better, BAMV or FNDX?

On 1-year performance, FNDX leads with 28.47% vs 13.63% for BAMV. On fees, FNDX is cheaper at 0.25% per year. On volatility, FNDX has been the lower-risk option at 2.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BAMV or FNDX?

Over the 1-year period, FNDX has performed better with a 28.47% return vs 13.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BAMV or FNDX?

FNDX is cheaper with a 0.25% expense ratio, compared with 0.95% for BAMV.

Which ETF pays a higher dividend yield, BAMV or FNDX?

FNDX has the higher dividend yield at 1.46%, compared with 1.25% for BAMV.

What is the main difference between BAMV and FNDX?

They also come from different issuers: Brookstone and Charles Schwab. Their fees differ too: 0.95% for BAMV and 0.25% for FNDX.

Which has better risk-adjusted returns?

FNDX currently has the higher Sharpe Ratio (2.78 vs 1.15), 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.