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FNDB vs. CDC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FNDB vs. CDC

Last updated Apr 1, 2026

Compare and contrast key facts about Schwab Fundamental U.S. Broad Market Index ETF (FNDB) and VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC).

FNDB and CDC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FNDB is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI US. It was launched on Aug 8, 2013. CDC is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory U.S. Large Cap High Dividend 100 Long/Cash Volatility Weighted Index. It was launched on Jul 2, 2014. Both FNDB and CDC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

FNDB vs. CDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental U.S. Broad Market Index ETF (FNDB) and VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC). The values are adjusted to include any dividend payments, if applicable.

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FNDB vs. CDC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FNDB
Schwab Fundamental U.S. Broad Market Index ETF		2.77%16.23%16.25%18.42%-7.53%31.55%9.40%28.88%-8.20%16.94%
CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF		9.03%8.96%14.48%-4.99%-7.86%33.05%12.88%19.64%-5.97%15.77%

Returns By Period

In the year-to-date period, FNDB achieves a 2.77% return, which is significantly lower than CDC's 9.03% return. Over the past 10 years, FNDB has outperformed CDC with an annualized return of 13.03%, while CDC has yielded a comparatively lower 10.00% annualized return.

FNDB

1D
2.03%
1M
-3.82%
YTD
2.77%
6M
6.56%
1Y
20.23%
3Y*
16.75%
5Y*
11.53%
10Y*
13.03%

CDC

1D
0.77%
1M
-2.88%
YTD
9.03%
6M
8.89%
1Y
12.52%
3Y*
9.63%
5Y*
6.27%
10Y*
10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

Schwab Fundamental U.S. Broad Market Index ETF

VictoryShares US EQ Income Enhanced Volatility Wtd ETF

Often compared with FNDB:
FNDB vs. FNDXFNDB vs. SCHBFNDB vs. SCHDFNDB vs. VTIFNDB vs. SPYFNDB vs. VTVFNDB vs. RSP
Often compared with CDC:
CDC vs. SCHDCDC vs. VSDACDC vs. JEPICDC vs. VOOCDC vs. DGROCDC vs. DIACDC vs. JNK

FNDB vs. CDC - Expense Ratio Comparison

FNDB has a 0.25% expense ratio, which is lower than CDC's 0.37% expense ratio.

CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
FNDB
Schwab Fundamental U.S. Broad Market Index ETF

Return for Risk

FNDB vs. CDC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FNDB
FNDB Risk / Return Rank: 7474
Overall Rank
FNDB Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FNDB Sortino Ratio Rank: 7474
Sortino Ratio Rank
FNDB Omega Ratio Rank: 7676
Omega Ratio Rank
FNDB Calmar Ratio Rank: 7171
Calmar Ratio Rank
FNDB Martin Ratio Rank: 7979
Martin Ratio Rank
CDC
CDC Risk / Return Rank: 5151
Overall Rank
CDC Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CDC Sortino Ratio Rank: 5050
Sortino Ratio Rank
CDC Omega Ratio Rank: 5050
Omega Ratio Rank
CDC Calmar Ratio Rank: 4949
Calmar Ratio Rank
CDC Martin Ratio Rank: 5252
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.

FNDB vs. CDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental U.S. Broad Market Index ETF (FNDB) and VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC). 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.

FNDBCDCDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.93

+0.32

Sortino ratio

Return per unit of downside risk

1.79

1.33

+0.46

Omega ratio

Gain probability vs. loss probability

1.27

1.19

+0.09

Calmar ratio

Return relative to maximum drawdown

1.72

1.23

+0.50

Martin ratio

Return relative to average drawdown

8.07

4.90

+3.17

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FNDB vs. CDC - Sharpe Ratio Comparison

The current FNDB Sharpe Ratio is 1.24, which is higher than the CDC Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FNDB and CDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

FNDBCDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.93

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.50

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.76

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.74

-0.01

Correlation

The correlation between FNDB and CDC is 0.85, 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.

Dividends

FNDB vs. CDC - Dividend Comparison

FNDB's dividend yield for the trailing twelve months is around 1.61%, less than CDC's 3.19% yield.

TTM20252024202320222021202020192018201720162015
FNDB
Schwab Fundamental U.S. Broad Market Index ETF		1.61%1.62%1.74%1.80%1.98%1.63%2.15%2.23%2.41%1.91%2.06%2.26%
CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF		3.19%3.36%3.32%4.24%3.48%2.65%2.48%3.04%3.37%2.81%2.99%3.17%

Drawdowns

FNDB vs. CDC - Drawdown Comparison

The maximum FNDB drawdown since its inception was -38.17%, which is greater than CDC's maximum drawdown of -21.37%. Use the drawdown chart below to compare losses from any high point for FNDB and CDC.

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Drawdown Indicators

FNDBCDCDifference

Max Drawdown

Largest peak-to-trough decline

-38.17%

-21.37%

-16.80%

Max Drawdown (1Y)

Largest decline over 1 year

-12.24%

-11.27%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-19.29%

-21.37%

+2.08%

Max Drawdown (10Y)

Largest decline over 10 years

-38.17%

-21.37%

-16.80%

Current Drawdown

Current decline from peak

-4.39%

-3.07%

-1.32%

Average Drawdown

Average peak-to-trough decline

-3.70%

-5.14%

+1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.84%

-0.22%

Volatility

FNDB vs. CDC - Volatility Comparison

Schwab Fundamental U.S. Broad Market Index ETF (FNDB) has a higher volatility of 4.19% compared to VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) at 2.97%. This indicates that FNDB's price experiences larger fluctuations and is considered to be riskier than CDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FNDBCDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

2.97%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

8.43%

7.03%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

16.35%

13.63%

+2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

12.56%

+2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

13.22%

+4.27%