FFND vs. SCHB

Last updated Aug 5, 2026

FFND (One Global ETF) and SCHB (Schwab U.S. Broad Market ETF) are both exchange-traded funds - FFND is a Large Cap Growth Equities fund actively managed by Future Fund, while SCHB is a Large Cap Blend Equities fund tracking the Dow Jones U.S. Broad Stock Market Index. FFND is actively managed, while SCHB is passively managed. Over the past 3 years, FFND returned 20.67%/yr vs 21.11%/yr for SCHB. Their correlation of 0.89 means they have usually moved in the same direction. FFND charges 1.00%/yr vs 0.03%/yr for SCHB.

Performance

FFND vs. SCHB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in One Global ETF (FFND) and Schwab U.S. Broad Market ETF (SCHB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FFND achieves a 11.26% return, which is significantly lower than SCHB's 14.22% return.

FFND

• 1D: 1.54%
• 1M: 2.38%
• 6M: 8.64%
• YTD: 11.26%
• 1Y: 18.86%
• 3Y*: 20.67%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 6.11%

SCHB

• 1D: 1.81%
• 1M: 3.22%
• 6M: 12.72%
• YTD: 14.22%
• 1Y: 23.84%
• 3Y*: 21.11%
• 5Y*: 12.34%
• 10Y*: 14.85%
• ALL TIME*: 14.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FFND One Global ETF	$316.09K	$218.99K	$261.85K
SCHB Schwab U.S. Broad Market ETF	$210.48M	$197.72M	$257.21M

FFND vs. SCHB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
FFND One Global ETF	11.26%	19.38%	24.05%	40.05%	-39.84%	-3.43%
SCHB Schwab U.S. Broad Market ETF	14.22%	16.94%	23.93%	26.16%	-19.46%	5.53%

Correlation

The correlation between FFND and SCHB is 0.92, 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.	0.92
Correlation (3Y) Balances recent behavior with more history.	0.90
Correlation (All Time) Calculated using the full available price history since Aug 24, 2021	0.89

The correlation between FFND and SCHB has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

FFND vs. SCHB - Sectors Allocation Comparison

Sectors	FFND	SCHB
Technology	30.2%	35.8%
Industrials	15.8%	9.8%
Healthcare	12.9%	9.6%
Financial Services	11.7%	11.9%
Consumer Cyclical	10.7%	9.6%
Communication Services	8.6%	9.2%
Consumer Defensive	4.0%	4.4%
Utilities	1.9%	2.2%
Basic Materials	1.6%	1.9%
Energy	1.4%	3.2%
Real Estate	1.1%	2.4%

Return for Risk

FFND vs. SCHB — Risk / Return Rank

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

FFND

FFND Risk / Return Rank: 50
FFND Sharpe Ratio Rank: 50
FFND Sortino Ratio Rank: 50
FFND Omega Ratio Rank: 48
FFND Calmar Ratio Rank: 45
FFND Martin Ratio Rank: 57

SCHB

SCHB Risk / Return Rank: 72
SCHB Sharpe Ratio Rank: 71
SCHB Sortino Ratio Rank: 69
SCHB Omega Ratio Rank: 69
SCHB Calmar Ratio Rank: 69
SCHB Martin Ratio Rank: 79

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.

FFND vs. SCHB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for One Global ETF (FFND) and Schwab U.S. Broad Market ETF (SCHB). 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.

	FFND	SCHB	Difference
Sharpe ratio: Return per unit of total volatility	1.40	1.83	-0.43
Sortino ratio: Return per unit of downside risk	2.02	2.52	-0.50
Omega ratio: Gain probability vs. loss probability	1.25	1.33	-0.07
Calmar ratio: Return relative to maximum drawdown	1.80	2.69	-0.89
Martin ratio: Return relative to average drawdown	7.56	11.52	-3.96

FFND vs. SCHB - Sharpe Ratio Comparison

The current FFND Sharpe Ratio is 1.40, which is comparable to the SCHB Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of FFND and SCHB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FFND vs. SCHB - Drawdown Comparison

The maximum FFND drawdown since its inception was -47.84%, which is greater than SCHB's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for FFND and SCHB.

Drawdown Indicators

	FFND	SCHB	Difference
Max Drawdown Largest peak-to-trough decline	-47.84%	-35.27%	-12.57%
Max Drawdown (1Y) Largest decline over 1 year	-10.53%	-8.91%	-1.62%
Max Drawdown (3Y) Largest decline over 3 years	-18.90%	-19.34%	+0.44%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.41%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.27%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-18.19%	-4.09%	-14.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	2.08%	+0.42%

Volatility

FFND vs. SCHB - Volatility Comparison

One Global ETF (FFND) and Schwab U.S. Broad Market ETF (SCHB) have volatilities of 4.13% and 4.09%, 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.

Volatility by Period

	FFND	SCHB	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.13%	4.09%	+0.04%
Volatility (6M) Calculated over the trailing 6-month period	11.25%	10.50%	+0.75%
Volatility (1Y) Calculated over the trailing 1-year period	13.66%	13.18%	+0.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.77%	17.39%	+7.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.77%	18.34%	+6.43%

FFND vs. SCHB - Expense Ratio Comparison

FFND has a 1.00% expense ratio, which is higher than SCHB's 0.03% expense ratio.

Dividends

FFND vs. SCHB - Dividend Comparison

FFND's dividend yield for the trailing twelve months is around 0.58%, less than SCHB's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FFND One Global ETF	0.58%	0.65%	0.00%	0.00%	0.00%	0.03%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHB Schwab U.S. Broad Market ETF	1.01%	1.11%	1.24%	1.40%	1.61%	1.21%	1.63%	1.80%	2.00%	1.65%	1.86%	2.00%

Frequently Asked Questions

Can I hold both FFND and SCHB in my portfolio?

With a correlation of 0.92, FFND and SCHB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FFND or SCHB?

FFND has higher volatility (4.13%) compared to SCHB (4.09%). In terms of maximum drawdown, FFND dropped -47.84% vs SCHB's -35.27%.

Which ETF is better, FFND or SCHB?

On 3-year performance, SCHB leads with 21.11% vs 20.67% for FFND. On fees, SCHB is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FFND or SCHB?

Over the 3-year period, SCHB has performed better with a 21.11% return vs 20.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FFND or SCHB?

SCHB is cheaper with a 0.03% expense ratio, compared with 1.00% for FFND.

Which ETF pays a higher dividend yield, FFND or SCHB?

SCHB has the higher dividend yield at 1.01%, compared with 0.58% for FFND.

What is the main difference between FFND and SCHB?

FFND is categorized as Large Cap Growth Equities, while SCHB is Large Cap Blend Equities. They also come from different issuers: Future Fund and Charles Schwab. Their fees differ too: 1.00% for FFND and 0.03% for SCHB.

Which has better risk-adjusted returns?

SCHB currently has the higher Sharpe Ratio (1.83 vs 1.40), 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.