FDN vs. SCHC
Compare and contrast key facts about First Trust Dow Jones Internet Index (FDN) and Schwab International Small-Cap Equity ETF (SCHC).
FDN and SCHC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FDN is a passively managed fund by First Trust that tracks the performance of the Dow Jones Internet Index. It was launched on Jun 23, 2006. SCHC is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Custom Developed Small Cap ex-US Liquid Net of Tax (Lux). It was launched on Jan 14, 2010. Both FDN and SCHC 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: FDN or SCHC.
Key characteristics
| FDN | SCHC | |
|---|---|---|
| YTD Return | 27.47% | 5.36% |
| 1Y Return | 47.73% | 18.59% |
| 3Y Return (Ann) | -1.40% | -2.93% |
| 5Y Return (Ann) | 12.40% | 4.40% |
| 10Y Return (Ann) | 14.39% | 4.59% |
| Sharpe Ratio | 2.68 | 1.31 |
| Sortino Ratio | 3.39 | 1.87 |
| Omega Ratio | 1.46 | 1.23 |
| Calmar Ratio | 1.38 | 0.78 |
| Martin Ratio | 14.05 | 7.22 |
| Ulcer Index | 3.57% | 2.64% |
| Daily Std Dev | 18.72% | 14.57% |
| Max Drawdown | -61.55% | -43.94% |
| Current Drawdown | -5.73% | -10.24% |
Correlation
The correlation between FDN and SCHC is 0.65, 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
FDN vs. SCHC - Performance Comparison
In the year-to-date period, FDN achieves a 27.47% return, which is significantly higher than SCHC's 5.36% return. Over the past 10 years, FDN has outperformed SCHC with an annualized return of 14.39%, while SCHC has yielded a comparatively lower 4.59% annualized 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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FDN vs. SCHC - Expense Ratio Comparison
FDN has a 0.52% expense ratio, which is higher than SCHC's 0.11% expense ratio.
Risk-Adjusted Performance
FDN vs. SCHC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones Internet Index (FDN) and Schwab International Small-Cap Equity ETF (SCHC). 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
FDN vs. SCHC - Dividend Comparison
FDN has not paid dividends to shareholders, while SCHC's dividend yield for the trailing twelve months is around 2.64%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDN First Trust Dow Jones Internet Index | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHC Schwab International Small-Cap Equity ETF | 2.64% | 2.94% | 1.78% | 3.02% | 1.62% | 3.23% | 2.51% | 2.72% | 2.01% | 2.34% | 2.59% | 2.80% |
Drawdowns
FDN vs. SCHC - Drawdown Comparison
The maximum FDN drawdown since its inception was -61.55%, which is greater than SCHC's maximum drawdown of -43.94%. Use the drawdown chart below to compare losses from any high point for FDN and SCHC. For additional features, visit the drawdowns tool.
Volatility
FDN vs. SCHC - Volatility Comparison
First Trust Dow Jones Internet Index (FDN) has a higher volatility of 4.92% compared to Schwab International Small-Cap Equity ETF (SCHC) at 3.60%. This indicates that FDN's price experiences larger fluctuations and is considered to be riskier than SCHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.