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FNDA vs. RB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNDA vs. RB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental US Small Co. Index ETF (FNDA) and ProShares Russell 2000 Dynamic Daily Buffer ETF (RB). 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 higher than RB's 6.76% 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%

RB

1D
-0.17%
1M
1.63%
YTD
6.76%
6M
8.48%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNDA vs. RB - Yearly Performance Comparison


Correlation

The correlation between FNDA and RB is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.74

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Return for Risk

FNDA vs. RB — 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

RB
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. RB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Small Co. Index ETF (FNDA) and ProShares Russell 2000 Dynamic Daily Buffer ETF (RB). 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.


FNDARBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

3.32

Martin ratioReturn relative to average drawdown

10.73

FNDA vs. RB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FNDARBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

3.15

-2.66

Drawdowns

FNDA vs. RB - Drawdown Comparison

The maximum FNDA drawdown since its inception was -44.64%, which is greater than RB's maximum drawdown of -1.70%. Use the drawdown chart below to compare losses from any high point for FNDA and RB.


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Drawdown Indicators


FNDARBDifference

Max Drawdown

Largest peak-to-trough decline

-44.64%

-1.70%

-42.94%

Max Drawdown (1Y)

Largest decline over 1 year

-9.36%

Max Drawdown (3Y)

Largest decline over 3 years

-25.92%

Max Drawdown (5Y)

Largest decline over 5 years

-25.92%

Max Drawdown (10Y)

Largest decline over 10 years

-44.64%

Current Drawdown

Current decline from peak

-1.01%

-0.47%

-0.54%

Average Drawdown

Average peak-to-trough decline

-6.69%

-0.41%

-6.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

Volatility

FNDA vs. RB - Volatility Comparison


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Volatility by Period


FNDARBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

Volatility (6M)

Calculated over the trailing 6-month period

11.79%

Volatility (1Y)

Calculated over the trailing 1-year period

17.13%

6.21%

+10.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.89%

6.21%

+14.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.37%

6.21%

+16.16%

FNDA vs. RB - Expense Ratio Comparison

FNDA has a 0.25% expense ratio, which is lower than RB's 0.58% expense ratio.


Dividends

FNDA vs. RB - Dividend Comparison

FNDA's dividend yield for the trailing twelve months is around 1.09%, less than RB's 2.00% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
RB
ProShares Russell 2000 Dynamic Daily Buffer ETF
2.00%1.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FNDA and RB have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FNDA is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FNDA is cheaper with a 0.25% expense ratio, compared with 0.58% for RB.

RB has the higher dividend yield at 2.00%, compared with 1.09% for FNDA.

FNDA is categorized as Small Cap Blend Equities, while RB is Defined Outcome. FNDA tracks Russell RAFI Small Company US, while RB tracks Russell 2000. They also come from different issuers: Charles Schwab and ProShares. Their fees differ too: 0.25% for FNDA and 0.58% for RB.

Portfolio Optimizer

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