EGLE vs. FNDX
EGLE (Eagle Bulk Shipping Inc.) is a stock, while FNDX (Schwab Fundamental U.S. Large Company Index ETF) is Large Cap Value Equities fund tracking the RAFI Fundamental High Liquidity US Large Index. Over the past year, EGLE returned 13.71% vs 31.80% for FNDX. Their correlation of 0.81 suggests significant overlap in exposure.
Performance
EGLE vs. FNDX - Performance Comparison
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Returns By Period
In the year-to-date period, EGLE achieves a 5.20% return, which is significantly lower than FNDX's 14.79% return.
EGLE
- 1D
- -0.17%
- 1M
- 1.00%
- YTD
- 5.20%
- 6M
- 4.44%
- 1Y
- 13.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FNDX
- 1D
- 0.19%
- 1M
- 0.94%
- YTD
- 14.79%
- 6M
- 14.33%
- 1Y
- 31.80%
- 3Y*
- 20.50%
- 5Y*
- 13.48%
- 10Y*
- 14.53%
EGLE vs. FNDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EGLE Eagle Bulk Shipping Inc. | 5.20% | 18.69% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 14.79% | 24.07% |
Correlation
The correlation between EGLE and FNDX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2025 | 0.81 |
The correlation between EGLE and FNDX has been stable across timeframes, ranging from 0.79 to 0.81 - a consistent structural relationship.
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Return for Risk
EGLE vs. FNDX — Risk / Return Rank
EGLE
FNDX
EGLE vs. FNDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eagle Bulk Shipping Inc. (EGLE) 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.
| EGLE | FNDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.56 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 5.27 | -3.86 |
| Martin ratioReturn relative to average drawdown | 5.11 | 20.40 | -15.29 |
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Drawdowns
EGLE vs. FNDX - Drawdown Comparison
The maximum EGLE drawdown since its inception was -9.78%, smaller than the maximum FNDX drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for EGLE and FNDX.
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Drawdown Indicators
| EGLE | FNDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.78% | -37.72% | +27.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.78% | -6.06% | -3.72% |
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 DrawdownCurrent decline from peak | -3.06% | -1.02% | -2.04% |
Average DrawdownAverage peak-to-trough decline | -1.65% | -3.55% | +1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 1.56% | +1.13% |
Volatility
EGLE vs. FNDX - Volatility Comparison
Eagle Bulk Shipping Inc. (EGLE) has a higher volatility of 4.32% compared to Schwab Fundamental U.S. Large Company Index ETF (FNDX) at 3.29%. This indicates that EGLE'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
| EGLE | FNDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 3.29% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.75% | 7.61% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.07% | 10.47% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.80% | 15.18% | -3.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.80% | 17.52% | -5.72% |
Dividends
EGLE vs. FNDX - Dividend Comparison
EGLE's dividend yield for the trailing twelve months is around 0.94%, less than FNDX's 1.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGLE Eagle Bulk Shipping Inc. | 0.94% | 0.99% | 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
EGLE and FNDX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EGLE has higher volatility (4.32%) compared to FNDX (3.29%). In terms of maximum drawdown, EGLE dropped -9.78% vs FNDX's -37.72%.
FNDX currently has the higher Sharpe Ratio (3.06 vs 1.25), 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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