FNDA vs. ESML
Compare and contrast key facts about Schwab Fundamental US Small Co. Index ETF (FNDA) and iShares ESG Aware MSCI USA Small-Cap ETF (ESML).
FNDA and ESML are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FNDA is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI Small Company US. It was launched on Aug 15, 2013. ESML is a passively managed fund by iShares that tracks the performance of the MSCI USA Small Cap Extended ESG Focus Index. It was launched on Apr 10, 2018. Both FNDA and ESML 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: FNDA or ESML.
Key characteristics
| FNDA | ESML | |
|---|---|---|
| YTD Return | 7.54% | 10.47% |
| 1Y Return | 23.42% | 26.90% |
| 3Y Return (Ann) | 3.24% | 0.80% |
| 5Y Return (Ann) | 10.45% | 9.83% |
| Sharpe Ratio | 1.60 | 1.78 |
| Sortino Ratio | 2.33 | 2.54 |
| Omega Ratio | 1.28 | 1.31 |
| Calmar Ratio | 1.92 | 1.44 |
| Martin Ratio | 8.99 | 10.04 |
| Ulcer Index | 3.36% | 3.31% |
| Daily Std Dev | 18.93% | 18.64% |
| Max Drawdown | -44.64% | -41.97% |
| Current Drawdown | -3.29% | -2.66% |
Correlation
The correlation between FNDA and ESML is 0.96, 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
FNDA vs. ESML - Performance Comparison
In the year-to-date period, FNDA achieves a 7.54% return, which is significantly lower than ESML's 10.47% 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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FNDA vs. ESML - Expense Ratio Comparison
FNDA has a 0.25% expense ratio, which is higher than ESML's 0.17% 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%.
Risk-Adjusted Performance
FNDA vs. ESML - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Small Co. Index ETF (FNDA) and iShares ESG Aware MSCI USA Small-Cap ETF (ESML). 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
FNDA vs. ESML - Dividend Comparison
FNDA's dividend yield for the trailing twelve months is around 2.22%, more than ESML's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDA Schwab Fundamental US Small Co. Index ETF | 2.22% | 2.74% | 2.10% | 1.77% | 1.81% | 1.57% | 3.31% | 2.29% | 1.52% | 2.01% | 1.55% | 0.32% |
ESML iShares ESG Aware MSCI USA Small-Cap ETF | 1.14% | 1.31% | 1.46% | 0.94% | 0.99% | 1.10% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FNDA vs. ESML - Drawdown Comparison
The maximum FNDA drawdown since its inception was -44.64%, which is greater than ESML's maximum drawdown of -41.97%. Use the drawdown chart below to compare losses from any high point for FNDA and ESML. For additional features, visit the drawdowns tool.
Volatility
FNDA vs. ESML - Volatility Comparison
Schwab Fundamental US Small Co. Index ETF (FNDA) and iShares ESG Aware MSCI USA Small-Cap ETF (ESML) have volatilities of 3.95% and 3.94%, 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.