PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BBIN vs. FNDF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBIN 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.


-0.50.00.51.01.0

Performance

BBIN vs. FNDF - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025
3.50%
1.96%
BBIN
FNDF

Key characteristics

Sharpe Ratio

BBIN:

0.67

FNDF:

0.64

Sortino Ratio

BBIN:

1.00

FNDF:

0.94

Omega Ratio

BBIN:

1.13

FNDF:

1.12

Calmar Ratio

BBIN:

0.88

FNDF:

0.80

Martin Ratio

BBIN:

2.09

FNDF:

1.94

Ulcer Index

BBIN:

4.37%

FNDF:

4.23%

Daily Std Dev

BBIN:

13.65%

FNDF:

12.72%

Max Drawdown

BBIN:

-33.37%

FNDF:

-40.14%

Current Drawdown

BBIN:

-4.33%

FNDF:

-4.85%

Returns By Period

In the year-to-date period, BBIN achieves a 5.53% return, which is significantly higher than FNDF's 4.94% return.


BBIN

YTD

5.53%

1M

5.53%

6M

3.49%

1Y

9.71%

5Y*

6.66%

10Y*

N/A

FNDF

YTD

4.94%

1M

4.94%

6M

1.97%

1Y

8.80%

5Y*

8.23%

10Y*

6.12%

*Annualized

Compare stocks, funds, or ETFs

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


BBIN vs. FNDF - Expense Ratio Comparison

BBIN has a 0.07% 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%.


FNDF
Schwab Fundamental International Large Company Index ETF
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%
Expense ratio chart for BBIN: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

BBIN vs. FNDF — Risk-Adjusted Performance Rank

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

BBIN
The Risk-Adjusted Performance Rank of BBIN is 2929
Overall Rank
The Sharpe Ratio Rank of BBIN is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of BBIN is 2727
Sortino Ratio Rank
The Omega Ratio Rank of BBIN is 2727
Omega Ratio Rank
The Calmar Ratio Rank of BBIN is 4040
Calmar Ratio Rank
The Martin Ratio Rank of BBIN is 2626
Martin Ratio Rank

FNDF
The Risk-Adjusted Performance Rank of FNDF is 2727
Overall Rank
The Sharpe Ratio Rank of FNDF is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDF is 2424
Sortino Ratio Rank
The Omega Ratio Rank of FNDF is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FNDF is 3737
Calmar Ratio Rank
The Martin Ratio Rank of FNDF is 2424
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.

BBIN vs. FNDF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders International Equity ETF (BBIN) 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.


Sharpe ratio
The chart of Sharpe ratio for BBIN, currently valued at 0.67, compared to the broader market0.002.004.000.670.64
The chart of Sortino ratio for BBIN, currently valued at 1.00, compared to the broader market0.005.0010.001.000.94
The chart of Omega ratio for BBIN, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.12
The chart of Calmar ratio for BBIN, currently valued at 0.88, compared to the broader market0.005.0010.0015.000.880.80
The chart of Martin ratio for BBIN, currently valued at 2.09, compared to the broader market0.0020.0040.0060.0080.00100.002.091.94
BBIN
FNDF

The current BBIN Sharpe Ratio is 0.67, which is comparable to the FNDF Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of BBIN 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025
0.67
0.64
BBIN
FNDF

Dividends

BBIN vs. FNDF - Dividend Comparison

BBIN's dividend yield for the trailing twelve months is around 3.23%, less than FNDF's 3.82% yield.


TTM20242023202220212020201920182017201620152014
BBIN
JPMorgan BetaBuilders International Equity ETF
3.23%3.41%3.20%2.83%3.54%1.07%0.09%0.00%0.00%0.00%0.00%0.00%
FNDF
Schwab Fundamental International Large Company Index ETF
3.82%4.01%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%1.83%

Drawdowns

BBIN vs. FNDF - Drawdown Comparison

The maximum BBIN drawdown since its inception was -33.37%, smaller than the maximum FNDF drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for BBIN and FNDF. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025
-4.33%
-4.85%
BBIN
FNDF

Volatility

BBIN vs. FNDF - Volatility Comparison

JPMorgan BetaBuilders International Equity ETF (BBIN) has a higher volatility of 3.69% compared to Schwab Fundamental International Large Company Index ETF (FNDF) at 3.41%. This indicates that BBIN'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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025
3.69%
3.41%
BBIN
FNDF
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab