FNDA vs. VTMSX
Compare and contrast key facts about Schwab Fundamental US Small Co. Index ETF (FNDA) and Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX).
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. VTMSX is managed by Blackrock. It was launched on Mar 25, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNDA or VTMSX.
Key characteristics
| FNDA | VTMSX | |
|---|---|---|
| YTD Return | 7.54% | 6.84% |
| 1Y Return | 23.42% | 23.03% |
| 3Y Return (Ann) | 3.24% | 0.61% |
| 5Y Return (Ann) | 10.45% | 8.71% |
| 10Y Return (Ann) | 9.30% | 9.03% |
| Sharpe Ratio | 1.60 | 1.48 |
| Sortino Ratio | 2.33 | 2.21 |
| Omega Ratio | 1.28 | 1.26 |
| Calmar Ratio | 1.92 | 1.34 |
| Martin Ratio | 8.99 | 8.51 |
| Ulcer Index | 3.36% | 3.50% |
| Daily Std Dev | 18.93% | 20.07% |
| Max Drawdown | -44.64% | -57.84% |
| Current Drawdown | -3.29% | -3.61% |
Correlation
The correlation between FNDA and VTMSX 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.
Performance
FNDA vs. VTMSX - Performance Comparison
In the year-to-date period, FNDA achieves a 7.54% return, which is significantly higher than VTMSX's 6.84% return. Both investments have delivered pretty close results over the past 10 years, with FNDA having a 9.30% annualized return and VTMSX not far behind at 9.03%. 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. VTMSX - Expense Ratio Comparison
FNDA has a 0.25% expense ratio, which is higher than VTMSX's 0.09% 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%.
Risk-Adjusted Performance
FNDA vs. VTMSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Small Co. Index ETF (FNDA) and Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX). 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. VTMSX - Dividend Comparison
FNDA's dividend yield for the trailing twelve months is around 2.22%, more than VTMSX's 1.57% 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% |
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 1.57% | 1.50% | 1.51% | 1.16% | 1.09% | 1.15% | 1.26% | 1.11% | 1.01% | 1.26% | 0.99% | 0.92% |
Drawdowns
FNDA vs. VTMSX - Drawdown Comparison
The maximum FNDA drawdown since its inception was -44.64%, smaller than the maximum VTMSX drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for FNDA and VTMSX. For additional features, visit the drawdowns tool.
Volatility
FNDA vs. VTMSX - Volatility Comparison
The current volatility for Schwab Fundamental US Small Co. Index ETF (FNDA) is 3.95%, while Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) has a volatility of 4.45%. This indicates that FNDA experiences smaller price fluctuations and is considered to be less risky than VTMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.