CSB vs. FNDF
Compare and contrast key facts about VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) and Schwab Fundamental International Large Company Index ETF (FNDF).
CSB and FNDF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CSB is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory U.S. Small Cap High Dividend 100 Volatility Weighted Index. It was launched on Jul 8, 2015. FNDF is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental Developed ex-U.S. Large Company Index. It was launched on Aug 15, 2013. Both CSB and FNDF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSB or FNDF.
Key characteristics
| CSB | FNDF | |
|---|---|---|
| YTD Return | 1.24% | 7.35% |
| 1Y Return | 18.58% | 16.66% |
| 3Y Return (Ann) | 0.05% | 5.75% |
| 5Y Return (Ann) | 8.89% | 9.22% |
| Sharpe Ratio | 1.08 | 1.43 |
| Daily Std Dev | 18.33% | 12.30% |
| Max Drawdown | -42.08% | -40.14% |
| Current Drawdown | -2.83% | 0.00% |
Correlation
The correlation between CSB and FNDF is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CSB vs. FNDF - Performance Comparison
In the year-to-date period, CSB achieves a 1.24% return, which is significantly lower than FNDF's 7.35% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CSB vs. FNDF - Expense Ratio Comparison
CSB has a 0.35% expense ratio, which is higher than FNDF's 0.25% expense ratio.
Risk-Adjusted Performance
CSB vs. FNDF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) 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.
Dividends
CSB vs. FNDF - Dividend Comparison
CSB's dividend yield for the trailing twelve months is around 3.47%, more than FNDF's 3.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSB VictoryShares US Small Cap High Dividend Volatility Wtd ETF | 3.47% | 3.45% | 3.60% | 3.11% | 3.70% | 3.19% | 3.45% | 3.19% | 2.85% | 1.57% | 0.00% | 0.00% |
FNDF Schwab Fundamental International Large Company Index ETF | 3.18% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% | 1.84% | 0.48% |
Drawdowns
CSB vs. FNDF - Drawdown Comparison
The maximum CSB drawdown since its inception was -42.08%, roughly equal to the maximum FNDF drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for CSB and FNDF. For additional features, visit the drawdowns tool.
Volatility
CSB vs. FNDF - Volatility Comparison
VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) and Schwab Fundamental International Large Company Index ETF (FNDF) have volatilities of 3.36% and 3.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.