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FNDA vs. LRGF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNDA and LRGF is 0.83, 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.


-0.50.00.51.00.8

Performance

FNDA vs. LRGF - 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 MSCI USA Multifactor ETF (LRGF). The values are adjusted to include any dividend payments, if applicable.

120.00%140.00%160.00%180.00%200.00%AugustSeptemberOctoberNovemberDecember2025
132.32%
187.29%
FNDA
LRGF

Key characteristics

Sharpe Ratio

FNDA:

0.61

LRGF:

1.99

Sortino Ratio

FNDA:

0.97

LRGF:

2.67

Omega Ratio

FNDA:

1.12

LRGF:

1.36

Calmar Ratio

FNDA:

1.15

LRGF:

3.06

Martin Ratio

FNDA:

3.04

LRGF:

12.37

Ulcer Index

FNDA:

3.62%

LRGF:

2.12%

Daily Std Dev

FNDA:

18.15%

LRGF:

13.24%

Max Drawdown

FNDA:

-44.64%

LRGF:

-36.03%

Current Drawdown

FNDA:

-9.59%

LRGF:

-4.87%

Returns By Period

In the year-to-date period, FNDA achieves a -1.82% return, which is significantly lower than LRGF's -0.61% return.


FNDA

YTD

-1.82%

1M

-7.16%

6M

3.69%

1Y

11.35%

5Y*

9.91%

10Y*

9.38%

LRGF

YTD

-0.61%

1M

-3.58%

6M

5.48%

1Y

25.45%

5Y*

13.20%

10Y*

N/A

*Annualized

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FNDA vs. LRGF - Expense Ratio Comparison

FNDA has a 0.25% expense ratio, which is higher than LRGF's 0.20% 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%.


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 LRGF: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

FNDA vs. LRGF — Risk-Adjusted Performance Rank

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

FNDA
The Risk-Adjusted Performance Rank of FNDA is 4040
Overall Rank
The Sharpe Ratio Rank of FNDA is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDA is 3535
Sortino Ratio Rank
The Omega Ratio Rank of FNDA is 3535
Omega Ratio Rank
The Calmar Ratio Rank of FNDA is 5454
Calmar Ratio Rank
The Martin Ratio Rank of FNDA is 4242
Martin Ratio Rank

LRGF
The Risk-Adjusted Performance Rank of LRGF is 8484
Overall Rank
The Sharpe Ratio Rank of LRGF is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of LRGF is 8282
Sortino Ratio Rank
The Omega Ratio Rank of LRGF is 8383
Omega Ratio Rank
The Calmar Ratio Rank of LRGF is 8585
Calmar Ratio Rank
The Martin Ratio Rank of LRGF is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FNDA vs. LRGF - 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 MSCI USA Multifactor ETF (LRGF). 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.


The chart of Sharpe ratio for FNDA, currently valued at 0.61, compared to the broader market0.002.004.000.611.99
The chart of Sortino ratio for FNDA, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.0010.000.972.67
The chart of Omega ratio for FNDA, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.36
The chart of Calmar ratio for FNDA, currently valued at 1.15, compared to the broader market0.005.0010.0015.001.153.06
The chart of Martin ratio for FNDA, currently valued at 3.04, compared to the broader market0.0020.0040.0060.0080.00100.003.0412.37
FNDA
LRGF

The current FNDA Sharpe Ratio is 0.61, which is lower than the LRGF Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of FNDA and LRGF, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.61
1.99
FNDA
LRGF

Dividends

FNDA vs. LRGF - Dividend Comparison

FNDA's dividend yield for the trailing twelve months is around 1.93%, more than LRGF's 1.23% yield.


TTM20242023202220212020201920182017201620152014
FNDA
Schwab Fundamental US Small Co. Index ETF
1.93%1.89%1.62%2.76%1.15%2.21%1.38%2.31%1.85%1.19%1.98%1.85%
LRGF
iShares MSCI USA Multifactor ETF
1.23%1.23%1.50%1.78%1.06%1.35%1.76%3.27%1.68%1.56%0.84%0.00%

Drawdowns

FNDA vs. LRGF - Drawdown Comparison

The maximum FNDA drawdown since its inception was -44.64%, which is greater than LRGF's maximum drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for FNDA and LRGF. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.59%
-4.87%
FNDA
LRGF

Volatility

FNDA vs. LRGF - Volatility Comparison

Schwab Fundamental US Small Co. Index ETF (FNDA) has a higher volatility of 5.21% compared to iShares MSCI USA Multifactor ETF (LRGF) at 4.71%. This indicates that FNDA's price experiences larger fluctuations and is considered to be riskier than LRGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
5.21%
4.71%
FNDA
LRGF