PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FNDA vs. IJR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FNDA vs. IJR - 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 Core S&P Small-Cap ETF (IJR). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.63%
14.99%
FNDA
IJR

Returns By Period

The year-to-date returns for both stocks are quite close, with FNDA having a 14.98% return and IJR slightly lower at 14.87%. Both investments have delivered pretty close results over the past 10 years, with FNDA having a 9.85% annualized return and IJR not far behind at 9.72%.


FNDA

YTD

14.98%

1M

5.80%

6M

14.63%

1Y

29.08%

5Y (annualized)

12.26%

10Y (annualized)

9.85%

IJR

YTD

14.87%

1M

6.58%

6M

14.99%

1Y

29.99%

5Y (annualized)

10.65%

10Y (annualized)

9.72%

Key characteristics


FNDAIJR
Sharpe Ratio1.601.54
Sortino Ratio2.312.28
Omega Ratio1.281.27
Calmar Ratio2.791.71
Martin Ratio8.798.58
Ulcer Index3.38%3.58%
Daily Std Dev18.58%19.94%
Max Drawdown-44.64%-58.15%
Current Drawdown-1.81%-2.60%

Compare stocks, funds, or ETFs

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


FNDA vs. IJR - Expense Ratio Comparison

FNDA has a 0.25% expense ratio, which is higher than IJR's 0.07% 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%.


FNDA
Schwab Fundamental US Small Co. Index ETF
Expense ratio chart for FNDA: 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%
Expense ratio chart for IJR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Correlation

-0.50.00.51.01.0

The correlation between FNDA and IJR is 0.98, 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.

Risk-Adjusted Performance

FNDA vs. IJR - 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 Core S&P Small-Cap ETF (IJR). 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.


Sharpe ratio
The chart of Sharpe ratio for FNDA, currently valued at 1.60, compared to the broader market0.002.004.001.601.54
The chart of Sortino ratio for FNDA, currently valued at 2.31, compared to the broader market-2.000.002.004.006.008.0010.0012.002.312.28
The chart of Omega ratio for FNDA, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.27
The chart of Calmar ratio for FNDA, currently valued at 2.79, compared to the broader market0.005.0010.0015.002.791.71
The chart of Martin ratio for FNDA, currently valued at 8.79, compared to the broader market0.0020.0040.0060.0080.00100.008.798.58
FNDA
IJR

The current FNDA Sharpe Ratio is 1.60, which is comparable to the IJR Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of FNDA and IJR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.60
1.54
FNDA
IJR

Dividends

FNDA vs. IJR - Dividend Comparison

FNDA's dividend yield for the trailing twelve months is around 1.92%, more than IJR's 1.23% yield.


TTM20232022202120202019201820172016201520142013
FNDA
Schwab Fundamental US Small Co. Index ETF
1.92%1.71%1.94%1.36%1.88%2.76%2.37%1.83%1.82%2.08%1.91%0.33%
IJR
iShares Core S&P Small-Cap ETF
1.23%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%1.00%

Drawdowns

FNDA vs. IJR - Drawdown Comparison

The maximum FNDA drawdown since its inception was -44.64%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for FNDA and IJR. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.81%
-2.60%
FNDA
IJR

Volatility

FNDA vs. IJR - Volatility Comparison

The current volatility for Schwab Fundamental US Small Co. Index ETF (FNDA) is 6.34%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 7.49%. This indicates that FNDA experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
6.34%
7.49%
FNDA
IJR