PortfoliosLab logoPortfoliosLab logo
FNDA vs. SCHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNDA vs. SCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental US Small Co. Index ETF (FNDA) and Schwab 5-10 Year Corporate Bond ETF (SCHI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FNDA achieves a 18.37% return, which is significantly higher than SCHI's 0.46% return.


FNDA

1D
0.05%
1M
6.71%
YTD
18.37%
6M
16.02%
1Y
35.48%
3Y*
15.76%
5Y*
7.73%
10Y*
11.33%

SCHI

1D
0.09%
1M
0.99%
YTD
0.46%
6M
0.82%
1Y
6.04%
3Y*
6.21%
5Y*
1.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNDA vs. SCHI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FNDA
Schwab Fundamental US Small Co. Index ETF
18.37%7.44%9.00%20.29%-14.83%31.12%8.44%10.44%
SCHI
Schwab 5-10 Year Corporate Bond ETF
0.46%9.47%3.32%8.97%-14.06%-1.85%9.74%0.83%

Correlation

The correlation between FNDA and SCHI is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2019

0.23

Over the past year, FNDA and SCHI have become more correlated (0.44) than their long-term average of 0.23, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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


Return for Risk

FNDA vs. SCHI — Risk / Return Rank

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

FNDA
FNDA Risk / Return Rank: 7272
Overall Rank
FNDA Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FNDA Sortino Ratio Rank: 7272
Sortino Ratio Rank
FNDA Omega Ratio Rank: 6565
Omega Ratio Rank
FNDA Calmar Ratio Rank: 8080
Calmar Ratio Rank
FNDA Martin Ratio Rank: 7272
Martin Ratio Rank

SCHI
SCHI Risk / Return Rank: 4646
Overall Rank
SCHI Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHI Sortino Ratio Rank: 4848
Sortino Ratio Rank
SCHI Omega Ratio Rank: 4444
Omega Ratio Rank
SCHI Calmar Ratio Rank: 4444
Calmar Ratio Rank
SCHI Martin Ratio Rank: 4444
Martin Ratio Rank
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. SCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Small Co. Index ETF (FNDA) and Schwab 5-10 Year Corporate Bond ETF (SCHI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FNDASCHIDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.35

1.26

+0.09

Calmar ratioReturn relative to maximum drawdown

3.81

2.01

+1.79

Martin ratioReturn relative to average drawdown

12.33

6.58

+5.76

FNDA vs. SCHI - Sharpe Ratio Comparison

The current FNDA Sharpe Ratio is 2.06, which is higher than the SCHI Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FNDA and SCHI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FNDA vs. SCHI - Drawdown Comparison

The maximum FNDA drawdown since its inception was -44.64%, which is greater than SCHI's maximum drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for FNDA and SCHI.


Loading charts...

Drawdown Indicators


FNDASCHIDifference

Max Drawdown

Largest peak-to-trough decline

-44.64%

-20.67%

-23.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.36%

-3.01%

-6.35%

Max Drawdown (3Y)

Largest decline over 3 years

-25.92%

-6.14%

-19.78%

Max Drawdown (5Y)

Largest decline over 5 years

-25.92%

-20.67%

-5.25%

Max Drawdown (10Y)

Largest decline over 10 years

-44.64%

Current Drawdown

Current decline from peak

0.00%

-1.10%

+1.10%

Average Drawdown

Average peak-to-trough decline

-6.68%

-5.69%

-0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

0.92%

+1.96%

Volatility

FNDA vs. SCHI - Volatility Comparison

Schwab Fundamental US Small Co. Index ETF (FNDA) has a higher volatility of 5.14% compared to Schwab 5-10 Year Corporate Bond ETF (SCHI) at 1.48%. This indicates that FNDA's price experiences larger fluctuations and is considered to be riskier than SCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FNDASCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

1.48%

+3.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

3.20%

+8.90%

Volatility (1Y)

Calculated over the trailing 1-year period

17.33%

4.12%

+13.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.94%

6.67%

+14.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.40%

7.39%

+15.01%

FNDA vs. SCHI - Expense Ratio Comparison

FNDA has a 0.25% expense ratio, which is higher than SCHI's 0.05% 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%.


Dividends

FNDA vs. SCHI - Dividend Comparison

FNDA's dividend yield for the trailing twelve months is around 1.06%, less than SCHI's 5.03% yield.


PositionTTM20252024202320222021202020192018201720162015
FNDA
Schwab Fundamental US Small Co. Index ETF
1.06%1.22%1.53%1.37%1.38%1.15%1.31%1.38%1.64%1.30%1.18%1.33%
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.03%4.99%5.11%4.27%3.10%1.93%2.31%0.53%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FNDA and SCHI have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNDA has higher volatility (5.14%) compared to SCHI (1.48%). In terms of maximum drawdown, FNDA dropped -44.64% vs SCHI's -20.67%.

On 5-year performance, FNDA leads with 7.73% vs 1.29% for SCHI. On fees, SCHI is cheaper at 0.05% per year. On volatility, SCHI has been the lower-risk option at 1.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FNDA has performed better with a 7.73% return vs 1.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHI is cheaper with a 0.05% expense ratio, compared with 0.25% for FNDA.

SCHI has the higher dividend yield at 5.03%, compared with 1.06% for FNDA.

FNDA is categorized as Small Cap Blend Equities, while SCHI is Corporate Bonds. FNDA tracks Russell RAFI Small Company US, while SCHI tracks Bloomberg US Aggregate Credit - Corporate (5-10 Y). Their fees differ too: 0.25% for FNDA and 0.05% for SCHI.

FNDA currently has the higher Sharpe Ratio (2.06 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FNDA and SCHI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer