FNDA vs. IGF
Compare and contrast key facts about Schwab Fundamental US Small Co. Index ETF (FNDA) and iShares Global Infrastructure ETF (IGF).
FNDA and IGF 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. IGF is a passively managed fund by iShares that tracks the performance of the S&P Global Infrastructure Index. It was launched on Dec 10, 2007. Both FNDA and IGF 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 IGF.
Key characteristics
| FNDA | IGF | |
|---|---|---|
| YTD Return | 7.54% | 14.62% |
| 1Y Return | 23.42% | 24.17% |
| 3Y Return (Ann) | 3.24% | 6.44% |
| 5Y Return (Ann) | 10.45% | 5.35% |
| 10Y Return (Ann) | 9.30% | 5.24% |
| Sharpe Ratio | 1.60 | 2.36 |
| Sortino Ratio | 2.33 | 3.33 |
| Omega Ratio | 1.28 | 1.43 |
| Calmar Ratio | 1.92 | 2.15 |
| Martin Ratio | 8.99 | 13.48 |
| Ulcer Index | 3.36% | 2.15% |
| Daily Std Dev | 18.93% | 12.31% |
| Max Drawdown | -44.64% | -58.33% |
| Current Drawdown | -3.29% | -4.14% |
Correlation
The correlation between FNDA and IGF is 0.67, 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
FNDA vs. IGF - Performance Comparison
In the year-to-date period, FNDA achieves a 7.54% return, which is significantly lower than IGF's 14.62% return. Over the past 10 years, FNDA has outperformed IGF with an annualized return of 9.30%, while IGF has yielded a comparatively lower 5.24% 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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FNDA vs. IGF - Expense Ratio Comparison
FNDA has a 0.25% expense ratio, which is lower than IGF's 0.46% expense ratio.
Risk-Adjusted Performance
FNDA vs. IGF - 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 Global Infrastructure ETF (IGF). 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. IGF - Dividend Comparison
FNDA's dividend yield for the trailing twelve months is around 2.22%, less than IGF's 3.28% 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% |
IGF iShares Global Infrastructure ETF | 3.28% | 3.36% | 2.67% | 2.42% | 2.33% | 3.27% | 3.52% | 2.95% | 2.98% | 3.25% | 3.00% | 3.45% |
Drawdowns
FNDA vs. IGF - Drawdown Comparison
The maximum FNDA drawdown since its inception was -44.64%, smaller than the maximum IGF drawdown of -58.33%. Use the drawdown chart below to compare losses from any high point for FNDA and IGF. For additional features, visit the drawdowns tool.
Volatility
FNDA vs. IGF - Volatility Comparison
Schwab Fundamental US Small Co. Index ETF (FNDA) has a higher volatility of 3.95% compared to iShares Global Infrastructure ETF (IGF) at 3.26%. This indicates that FNDA's price experiences larger fluctuations and is considered to be riskier than IGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.