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FNDB vs. RSP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNDB and RSP is 0.91, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FNDB vs. RSP - 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 Invesco S&P 500® Equal Weight ETF (RSP). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
317.87%
218.88%
FNDB
RSP

Key characteristics

Sharpe Ratio

FNDB:

0.50

RSP:

0.34

Sortino Ratio

FNDB:

0.80

RSP:

0.60

Omega Ratio

FNDB:

1.12

RSP:

1.08

Calmar Ratio

FNDB:

0.50

RSP:

0.33

Martin Ratio

FNDB:

2.06

RSP:

1.30

Ulcer Index

FNDB:

4.08%

RSP:

4.49%

Daily Std Dev

FNDB:

16.87%

RSP:

17.09%

Max Drawdown

FNDB:

-38.17%

RSP:

-59.92%

Current Drawdown

FNDB:

-9.64%

RSP:

-9.88%

Returns By Period

In the year-to-date period, FNDB achieves a -4.50% return, which is significantly lower than RSP's -3.84% return. Over the past 10 years, FNDB has outperformed RSP with an annualized return of 12.24%, while RSP has yielded a comparatively lower 9.27% annualized return.


FNDB

YTD

-4.50%

1M

-5.19%

6M

-4.95%

1Y

7.28%

5Y*

19.03%

10Y*

12.24%

RSP

YTD

-3.84%

1M

-4.32%

6M

-5.52%

1Y

4.76%

5Y*

14.82%

10Y*

9.27%

*Annualized

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FNDB vs. RSP - Expense Ratio Comparison

FNDB has a 0.25% expense ratio, which is higher than RSP's 0.20% 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%.


Expense ratio chart for FNDB: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNDB: 0.25%
Expense ratio chart for RSP: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RSP: 0.20%

Risk-Adjusted Performance

FNDB vs. RSP — Risk-Adjusted Performance Rank

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

FNDB
The Risk-Adjusted Performance Rank of FNDB is 6161
Overall Rank
The Sharpe Ratio Rank of FNDB is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDB is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FNDB is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FNDB is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FNDB is 6262
Martin Ratio Rank

RSP
The Risk-Adjusted Performance Rank of RSP is 4949
Overall Rank
The Sharpe Ratio Rank of RSP is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of RSP is 4848
Sortino Ratio Rank
The Omega Ratio Rank of RSP is 4949
Omega Ratio Rank
The Calmar Ratio Rank of RSP is 5151
Calmar Ratio Rank
The Martin Ratio Rank of RSP is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FNDB vs. RSP - 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 Invesco S&P 500® Equal Weight ETF (RSP). 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.


The chart of Sharpe ratio for FNDB, currently valued at 0.50, compared to the broader market-1.000.001.002.003.004.00
FNDB: 0.50
RSP: 0.34
The chart of Sortino ratio for FNDB, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.00
FNDB: 0.80
RSP: 0.60
The chart of Omega ratio for FNDB, currently valued at 1.12, compared to the broader market0.501.001.502.00
FNDB: 1.12
RSP: 1.08
The chart of Calmar ratio for FNDB, currently valued at 0.50, compared to the broader market0.002.004.006.008.0010.0012.00
FNDB: 0.50
RSP: 0.33
The chart of Martin ratio for FNDB, currently valued at 2.06, compared to the broader market0.0020.0040.0060.00
FNDB: 2.06
RSP: 1.30

The current FNDB Sharpe Ratio is 0.50, which is higher than the RSP Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of FNDB and RSP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.50
0.34
FNDB
RSP

Dividends

FNDB vs. RSP - Dividend Comparison

FNDB's dividend yield for the trailing twelve months is around 1.87%, more than RSP's 1.68% yield.


TTM20242023202220212020201920182017201620152014
FNDB
Schwab Fundamental U.S. Broad Market Index ETF
1.87%1.74%1.80%1.98%1.63%2.15%2.24%2.41%1.92%2.06%2.26%1.65%
RSP
Invesco S&P 500® Equal Weight ETF
1.68%1.52%1.63%1.82%1.28%1.64%1.69%2.02%1.52%1.20%1.70%1.46%

Drawdowns

FNDB vs. RSP - Drawdown Comparison

The maximum FNDB drawdown since its inception was -38.17%, smaller than the maximum RSP drawdown of -59.92%. Use the drawdown chart below to compare losses from any high point for FNDB and RSP. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.64%
-9.88%
FNDB
RSP

Volatility

FNDB vs. RSP - Volatility Comparison

Schwab Fundamental U.S. Broad Market Index ETF (FNDB) and Invesco S&P 500® Equal Weight ETF (RSP) have volatilities of 12.35% and 12.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.35%
12.78%
FNDB
RSP