FDIV vs. FNDF
FDIV (MarketDesk Focused U.S. Dividend ETF) and FNDF (Schwab Fundamental International Equity ETF) are both exchange-traded funds - FDIV is a Dividend fund actively managed by MarketDesk, while FNDF is a Foreign Large Cap Equities fund tracking the RAFI Fundamental High Liquidity Developed ex US Large Index (Net). FDIV is actively managed, while FNDF is passively managed. Over the past 10 years, FDIV returned -2.01%/yr vs 11.87%/yr for FNDF. Their 0.47 correlation means their historical movements had little consistent relationship. FDIV charges 0.35%/yr vs 0.25%/yr for FNDF.
Performance
FDIV vs. FNDF - Performance Comparison
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Returns By Period
In the year-to-date period, FDIV achieves a 5.02% return, which is significantly lower than FNDF's 21.52% return. Over the past 10 years, FDIV has underperformed FNDF with an annualized return of -2.01%, while FNDF has yielded a comparatively higher 11.87% annualized return.
FDIV
- 1D
- -0.08%
- 1M
- 0.02%
- 6M
- -0.02%
- YTD
- 5.02%
- 1Y
- 10.10%
- 3Y*
- -10.77%
- 5Y*
- -7.83%
- 10Y*
- -2.01%
- ALL TIME*
- -0.96%
FNDF
- 1D
- -0.07%
- 1M
- 2.05%
- 6M
- 10.61%
- YTD
- 21.52%
- 1Y
- 39.70%
- 3Y*
- 22.94%
- 5Y*
- 14.22%
- 10Y*
- 11.87%
- ALL TIME*
- 9.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.37M | $1.03M | $539.07K | |
| $80.54M | $73.00M | $75.40M |
FDIV vs. FNDF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDIV MarketDesk Focused U.S. Dividend ETF | 5.02% | 2.95% | -37.35% | 6.78% | -9.97% | 10.20% | -2.84% | 15.78% | -5.04% | 6.19% |
FNDF Schwab Fundamental International Equity ETF | 21.52% | 40.99% | 2.29% | 20.22% | -7.78% | 14.97% | 3.61% | 18.46% | -14.21% | 23.98% |
Correlation
The correlation between FDIV and FNDF is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.50 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2014 | 0.47 |
The correlation between FDIV and FNDF has been stable across timeframes, ranging from 0.43 to 0.53 - a consistent structural relationship.
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Return for Risk
FDIV vs. FNDF — Risk / Return Rank
FDIV
FNDF
FDIV vs. FNDF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MarketDesk Focused U.S. Dividend ETF (FDIV) and Schwab Fundamental International Equity 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.
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.
| FDIV | FNDF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.45 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 3.76 | -2.50 |
| Martin ratioReturn relative to average drawdown | 3.33 | 13.18 | -9.85 |
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Drawdowns
FDIV vs. FNDF - Drawdown Comparison
The maximum FDIV drawdown since its inception was -47.90%, which is greater than FNDF's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for FDIV and FNDF.
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Drawdown Indicators
| FDIV | FNDF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.90% | -40.14% | -7.76% |
Max Drawdown (1Y)Largest decline over 1 year | -8.01% | -10.60% | +2.59% |
Max Drawdown (3Y)Largest decline over 3 years | -45.64% | -13.89% | -31.75% |
Max Drawdown (5Y)Largest decline over 5 years | -47.90% | -25.56% | -22.34% |
Max Drawdown (10Y)Largest decline over 10 years | -47.90% | -40.14% | -7.76% |
Current DrawdownCurrent decline from peak | -35.40% | -0.42% | -34.98% |
Average DrawdownAverage peak-to-trough decline | -11.50% | -7.58% | -3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 3.02% | +0.02% |
Volatility
FDIV vs. FNDF - Volatility Comparison
MarketDesk Focused U.S. Dividend ETF (FDIV) and Schwab Fundamental International Equity ETF (FNDF) have volatilities of 4.09% and 4.14%, 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.
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Volatility by Period
| FDIV | FNDF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 4.14% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 14.18% | -4.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.28% | 16.17% | -3.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.92% | 16.34% | +4.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.38% | 17.44% | -0.06% |
FDIV vs. FNDF - Expense Ratio Comparison
FDIV has a 0.35% expense ratio, which is higher than FNDF's 0.25% expense ratio.
Dividends
FDIV vs. FNDF - Dividend Comparison
FDIV's dividend yield for the trailing twelve months is around 2.35%, less than FNDF's 3.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDIV MarketDesk Focused U.S. Dividend ETF | 2.35% | 2.95% | 4.12% | 4.63% | 3.81% | 3.79% | 4.17% | 3.93% | 5.13% | 3.81% | 3.84% | 4.13% |
FNDF Schwab Fundamental International Equity ETF | 3.00% | 3.44% | 4.01% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% |
Frequently Asked Questions
FDIV and FNDF have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FNDF has higher volatility (4.14%) compared to FDIV (4.09%). In terms of maximum drawdown, FDIV dropped -47.90% vs FNDF's -40.14%.
On 10-year performance, FNDF leads with 11.87% vs -2.01% for FDIV. On fees, FNDF is cheaper at 0.25% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, FNDF has performed better with a 11.87% return vs -2.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FNDF is cheaper with a 0.25% expense ratio, compared with 0.35% for FDIV.
FNDF has the higher dividend yield at 3.00%, compared with 2.35% for FDIV.
FDIV is categorized as Dividend, while FNDF is Foreign Large Cap Equities. They also come from different issuers: MarketDesk and Charles Schwab. Their fees differ too: 0.35% for FDIV and 0.25% for FNDF.
FNDF currently has the higher Sharpe Ratio (2.47 vs 0.83), 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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