FNDB vs. CDC
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNDB or CDC.
Performance
FNDB vs. CDC - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with FNDB having a 21.66% return and CDC slightly lower at 20.93%. Over the past 10 years, FNDB has outperformed CDC with an annualized return of 14.41%, while CDC has yielded a comparatively lower 9.69% annualized return.
FNDB
21.66%
2.63%
13.95%
31.39%
17.98%
14.41%
CDC
20.93%
2.24%
14.72%
23.32%
10.48%
9.69%
Key characteristics
| FNDB | CDC | |
|---|---|---|
| Sharpe Ratio | 2.83 | 2.28 |
| Sortino Ratio | 3.88 | 3.22 |
| Omega Ratio | 1.52 | 1.42 |
| Calmar Ratio | 4.96 | 1.14 |
| Martin Ratio | 18.17 | 13.92 |
| Ulcer Index | 1.77% | 1.68% |
| Daily Std Dev | 11.35% | 10.23% |
| Max Drawdown | -38.17% | -21.37% |
| Current Drawdown | -0.62% | -1.02% |
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FNDB vs. CDC - Expense Ratio Comparison
FNDB has a 0.25% expense ratio, which is lower than CDC's 0.37% expense ratio.
Correlation
The correlation between FNDB and CDC is 0.86, 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.
Risk-Adjusted Performance
FNDB vs. CDC - Risk-Adjusted Performance 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.
Dividends
FNDB vs. CDC - Dividend Comparison
FNDB's dividend yield for the trailing twelve months is around 4.03%, more than CDC's 3.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDB Schwab Fundamental U.S. Broad Market Index ETF | 4.03% | 3.51% | 4.12% | 3.23% | 5.46% | 3.21% | 3.64% | 3.63% | 4.25% | 3.43% | 3.21% | 0.74% |
CDC VictoryShares US EQ Income Enhanced Volatility Wtd ETF | 3.16% | 4.24% | 3.48% | 2.66% | 2.49% | 3.04% | 3.37% | 2.81% | 2.99% | 3.17% | 1.20% | 0.00% |
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. For additional features, visit the drawdowns tool.
Volatility
FNDB vs. CDC - Volatility Comparison
Schwab Fundamental U.S. Broad Market Index ETF (FNDB) has a higher volatility of 4.13% compared to VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) at 3.73%. 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.