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FNDA vs. BSMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNDA vs. BSMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental US Small Co. Index ETF (FNDA) and iShares Russell Small/Mid-Cap Index Fund (BSMIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FNDA achieves a 14.87% return, which is significantly lower than BSMIX's 19.06% return. Over the past 10 years, FNDA has underperformed BSMIX with an annualized return of 10.87%, while BSMIX has yielded a comparatively higher 11.77% annualized return.


FNDA

1D
-1.01%
1M
2.29%
YTD
14.87%
6M
14.27%
1Y
30.96%
3Y*
15.77%
5Y*
7.06%
10Y*
10.87%

BSMIX

1D
0.93%
1M
5.13%
YTD
19.06%
6M
18.96%
1Y
36.89%
3Y*
18.79%
5Y*
7.82%
10Y*
11.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNDA vs. BSMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNDA
Schwab Fundamental US Small Co. Index ETF
14.87%7.44%9.00%20.29%-14.83%31.12%8.44%24.34%-12.12%12.68%
BSMIX
iShares Russell Small/Mid-Cap Index Fund
19.06%11.92%12.04%17.15%-18.39%18.00%20.28%27.62%-10.22%16.75%

Correlation

The correlation between FNDA and BSMIX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.96

The correlation between FNDA and BSMIX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

FNDA vs. BSMIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FNDA
FNDA Risk / Return Rank: 5656
Overall Rank
FNDA Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FNDA Sortino Ratio Rank: 5454
Sortino Ratio Rank
FNDA Omega Ratio Rank: 4949
Omega Ratio Rank
FNDA Calmar Ratio Rank: 6666
Calmar Ratio Rank
FNDA Martin Ratio Rank: 6060
Martin Ratio Rank

BSMIX
BSMIX Risk / Return Rank: 6767
Overall Rank
BSMIX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BSMIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
BSMIX Omega Ratio Rank: 4949
Omega Ratio Rank
BSMIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
BSMIX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FNDA vs. BSMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Small Co. Index ETF (FNDA) and iShares Russell Small/Mid-Cap Index Fund (BSMIX). 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.


FNDABSMIXDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.32

1.38

-0.07

Calmar ratioReturn relative to maximum drawdown

3.32

4.15

-0.82

Martin ratioReturn relative to average drawdown

10.73

15.76

-5.03

FNDA vs. BSMIX - Sharpe Ratio Comparison

The current FNDA Sharpe Ratio is 1.82, which is comparable to the BSMIX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of FNDA and BSMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FNDABSMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

2.26

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.37

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.54

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.56

-0.07

Drawdowns

FNDA vs. BSMIX - Drawdown Comparison

The maximum FNDA drawdown since its inception was -44.64%, which is greater than BSMIX's maximum drawdown of -41.32%. Use the drawdown chart below to compare losses from any high point for FNDA and BSMIX.


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Drawdown Indicators


FNDABSMIXDifference

Max Drawdown

Largest peak-to-trough decline

-44.64%

-41.32%

-3.32%

Max Drawdown (1Y)

Largest decline over 1 year

-9.36%

-9.39%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-25.92%

-25.49%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-25.92%

-28.33%

+2.41%

Max Drawdown (10Y)

Largest decline over 10 years

-44.64%

-41.32%

-3.32%

Current Drawdown

Current decline from peak

-1.01%

0.00%

-1.01%

Average Drawdown

Average peak-to-trough decline

-6.69%

-7.41%

+0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.47%

+0.42%

Volatility

FNDA vs. BSMIX - Volatility Comparison

The current volatility for Schwab Fundamental US Small Co. Index ETF (FNDA) is 4.38%, while iShares Russell Small/Mid-Cap Index Fund (BSMIX) has a volatility of 5.13%. This indicates that FNDA experiences smaller price fluctuations and is considered to be less risky than BSMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNDABSMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

5.13%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

11.79%

12.67%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

17.13%

17.21%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.89%

21.18%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.37%

21.71%

+0.66%

FNDA vs. BSMIX - Expense Ratio Comparison

FNDA has a 0.25% expense ratio, which is higher than BSMIX's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FNDA vs. BSMIX - Dividend Comparison

FNDA's dividend yield for the trailing twelve months is around 1.09%, less than BSMIX's 2.43% yield.


PositionTTM20252024202320222021202020192018201720162015
BSMIX
iShares Russell Small/Mid-Cap Index Fund
2.43%2.90%2.04%1.37%4.94%4.77%4.42%2.83%4.33%2.83%1.45%0.00%
FNDA
Schwab Fundamental US Small Co. Index ETF
1.09%1.22%1.53%1.37%1.38%1.15%1.31%1.38%1.64%1.30%1.18%1.33%

Frequently Asked Questions


With a correlation of 0.95, FNDA and BSMIX 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.

BSMIX has higher volatility (5.13%) compared to FNDA (4.38%). In terms of maximum drawdown, FNDA dropped -44.64% vs BSMIX's -41.32%.

BSMIX currently has the higher Sharpe Ratio (2.26 vs 1.82), 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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