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DAK vs. FNDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DAK vs. FNDX - Performance Comparison

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

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Returns By Period

In the year-to-date period, DAK achieves a 10.36% return, which is significantly lower than FNDX's 17.56% return.


DAK

1D
0.74%
1M
0.91%
6M
9.09%
YTD
10.36%
1Y
20.52%
3Y*
5Y*
10Y*
ALL TIME*
17.77%

FNDX

1D
0.13%
1M
1.50%
6M
12.72%
YTD
17.56%
1Y
32.35%
3Y*
18.99%
5Y*
13.78%
10Y*
14.28%
ALL TIME*
13.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.23K$2.63K$4.01K
$79.55M$81.34M$109.11M

DAK vs. FNDX - Yearly Performance Comparison


Correlation

The correlation between DAK and FNDX is 0.84, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.84

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2025

0.84

The correlation between DAK and FNDX has been stable across timeframes, ranging from 0.84 to 0.84 - a consistent structural relationship.

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Return for Risk

DAK vs. FNDX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DAK
DAK Risk / Return Rank: 7272
Overall Rank
DAK Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DAK Sortino Ratio Rank: 7272
Sortino Ratio Rank
DAK Omega Ratio Rank: 7070
Omega Ratio Rank
DAK Calmar Ratio Rank: 6868
Calmar Ratio Rank
DAK Martin Ratio Rank: 7878
Martin Ratio Rank

FNDX
FNDX Risk / Return Rank: 9595
Overall Rank
FNDX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FNDX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FNDX Omega Ratio Rank: 9595
Omega Ratio Rank
FNDX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FNDX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DAK vs. FNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dakota Active Equity ETF (DAK) 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.


DAKFNDXDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.76

Omega ratioGain probability vs. loss probability

1.30

1.56

-0.26

Calmar ratioReturn relative to maximum drawdown

2.42

5.07

-2.64

Martin ratioReturn relative to average drawdown

10.16

20.26

-10.09

DAK vs. FNDX - Sharpe Ratio Comparison

The current DAK Sharpe Ratio is 1.68, which is lower than the FNDX Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of DAK 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.


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Drawdowns

DAK vs. FNDX - Drawdown Comparison

The maximum DAK drawdown since its inception was -7.87%, smaller than the maximum FNDX drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for DAK and FNDX.


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Drawdown Indicators


DAKFNDXDifference

Max Drawdown

Largest peak-to-trough decline

-7.87%

-37.72%

+29.85%

Max Drawdown (1Y)

Largest decline over 1 year

-7.87%

-6.06%

-1.81%

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

-0.55%

-0.41%

-0.14%

Average Drawdown

Average peak-to-trough decline

-1.18%

-3.52%

+2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

1.52%

+0.35%

Volatility

DAK vs. FNDX - Volatility Comparison

Dakota Active Equity ETF (DAK) has a higher volatility of 2.91% compared to Schwab Fundamental U.S. Large Company Index ETF (FNDX) at 2.37%. This indicates that DAK'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.


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Volatility by Period


DAKFNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

2.37%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

7.34%

+1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

11.39%

10.32%

+1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.39%

15.08%

-3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.39%

17.44%

-6.05%

DAK vs. FNDX - Expense Ratio Comparison

DAK has a 0.43% expense ratio, which is higher than FNDX's 0.25% expense ratio.


Dividends

DAK vs. FNDX - Dividend Comparison

DAK's dividend yield for the trailing twelve months is around 0.75%, less than FNDX's 1.45% yield.


PositionTTM20252024202320222021202020192018201720162015
DAK
Dakota Active Equity ETF
0.75%0.42%0.00%0.00%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
1.45%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


DAK and FNDX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DAK has higher volatility (2.91%) compared to FNDX (2.37%). In terms of maximum drawdown, DAK dropped -7.87% vs FNDX's -37.72%.

On 1-year performance, FNDX leads with 32.35% vs 20.52% for DAK. On fees, FNDX is cheaper at 0.25% per year. On volatility, FNDX has been the lower-risk option at 2.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FNDX has performed better with a 32.35% return vs 20.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FNDX is cheaper with a 0.25% expense ratio, compared with 0.43% for DAK.

FNDX has the higher dividend yield at 1.45%, compared with 0.75% for DAK.

DAK is categorized as Large Cap Blend Equities, while FNDX is Large Cap Value Equities. They also come from different issuers: Dakota Wealth and Charles Schwab. Their fees differ too: 0.43% for DAK and 0.25% for FNDX.

FNDX currently has the higher Sharpe Ratio (2.99 vs 1.68), 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.

Portfolio Optimizer

Find the right allocation for DAK and FNDX

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