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FIVA vs. FNDF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FIVAFNDF
YTD Return7.32%6.49%
1Y Return16.86%16.63%
3Y Return (Ann)5.61%5.66%
5Y Return (Ann)7.55%8.90%
Sharpe Ratio1.311.28
Daily Std Dev12.20%12.31%
Max Drawdown-39.76%-40.14%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between FIVA and FNDF is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

FIVA vs. FNDF - Performance Comparison

In the year-to-date period, FIVA achieves a 7.32% return, which is significantly higher than FNDF's 6.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


10.00%15.00%20.00%25.00%30.00%35.00%December2024FebruaryMarchAprilMay
27.57%
36.34%
FIVA
FNDF

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Fidelity International Value Factor ETF

Schwab Fundamental International Large Company Index ETF

FIVA vs. FNDF - Expense Ratio Comparison

FIVA has a 0.39% expense ratio, which is higher than FNDF's 0.25% expense ratio.


FIVA
Fidelity International Value Factor ETF
Expense ratio chart for FIVA: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for FNDF: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

FIVA vs. FNDF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Value Factor ETF (FIVA) and Schwab Fundamental International Large Company Index 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.


FIVA
Sharpe ratio
The chart of Sharpe ratio for FIVA, currently valued at 1.31, compared to the broader market0.002.004.001.31
Sortino ratio
The chart of Sortino ratio for FIVA, currently valued at 1.92, compared to the broader market-2.000.002.004.006.008.0010.001.92
Omega ratio
The chart of Omega ratio for FIVA, currently valued at 1.23, compared to the broader market0.501.001.502.002.501.23
Calmar ratio
The chart of Calmar ratio for FIVA, currently valued at 1.65, compared to the broader market0.002.004.006.008.0010.0012.0014.001.65
Martin ratio
The chart of Martin ratio for FIVA, currently valued at 5.20, compared to the broader market0.0020.0040.0060.0080.005.20
FNDF
Sharpe ratio
The chart of Sharpe ratio for FNDF, currently valued at 1.28, compared to the broader market0.002.004.001.28
Sortino ratio
The chart of Sortino ratio for FNDF, currently valued at 1.85, compared to the broader market-2.000.002.004.006.008.0010.001.85
Omega ratio
The chart of Omega ratio for FNDF, currently valued at 1.22, compared to the broader market0.501.001.502.002.501.22
Calmar ratio
The chart of Calmar ratio for FNDF, currently valued at 1.60, compared to the broader market0.002.004.006.008.0010.0012.0014.001.60
Martin ratio
The chart of Martin ratio for FNDF, currently valued at 4.73, compared to the broader market0.0020.0040.0060.0080.004.73

FIVA vs. FNDF - Sharpe Ratio Comparison

The current FIVA Sharpe Ratio is 1.31, which roughly equals the FNDF Sharpe Ratio of 1.28. The chart below compares the 12-month rolling Sharpe Ratio of FIVA and FNDF.


Rolling 12-month Sharpe Ratio0.600.801.001.201.401.601.80December2024FebruaryMarchAprilMay
1.31
1.28
FIVA
FNDF

Dividends

FIVA vs. FNDF - Dividend Comparison

FIVA's dividend yield for the trailing twelve months is around 3.48%, more than FNDF's 3.20% yield.


TTM20232022202120202019201820172016201520142013
FIVA
Fidelity International Value Factor ETF
3.48%3.63%3.62%3.76%2.46%3.61%3.28%0.00%0.00%0.00%0.00%0.00%
FNDF
Schwab Fundamental International Large Company Index ETF
3.20%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%1.84%0.48%

Drawdowns

FIVA vs. FNDF - Drawdown Comparison

The maximum FIVA drawdown since its inception was -39.76%, roughly equal to the maximum FNDF drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for FIVA and FNDF. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay00
FIVA
FNDF

Volatility

FIVA vs. FNDF - Volatility Comparison

Fidelity International Value Factor ETF (FIVA) and Schwab Fundamental International Large Company Index ETF (FNDF) have volatilities of 3.59% and 3.65%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
3.59%
3.65%
FIVA
FNDF