FNDB vs. RSSY

Last updated Apr 2, 2026

Compare and contrast key facts about Schwab Fundamental U.S. Broad Market Index ETF (FNDB) and Return Stacked US Stocks & Futures Yield ETF (RSSY).

FNDB and RSSY 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. RSSY is an actively managed fund by Return Stacked. It was launched on May 28, 2024.

Performance

FNDB vs. RSSY - 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 Return Stacked US Stocks & Futures Yield ETF (RSSY). The values are adjusted to include any dividend payments, if applicable.

FNDB vs. RSSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FNDB Schwab Fundamental U.S. Broad Market Index ETF	2.99%	16.23%	9.85%
RSSY Return Stacked US Stocks & Futures Yield ETF	16.06%	-3.52%	1.10%

Returns By Period

In the year-to-date period, FNDB achieves a 2.99% return, which is significantly lower than RSSY's 16.06% return.

FNDB

• 1D: 0.22%
• 1M: -3.51%
• YTD: 2.99%
• 6M: 6.55%
• 1Y: 20.39%
• 3Y*: 16.83%
• 5Y*: 11.58%
• 10Y*: 13.06%

RSSY

• 1D: 0.18%
• 1M: 4.57%
• YTD: 16.06%
• 6M: 12.53%
• 1Y: 26.42%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FNDB vs. RSSY - Expense Ratio Comparison

FNDB has a 0.25% expense ratio, which is lower than RSSY's 1.04% expense ratio.

RSSY

Return Stacked US Stocks & Futures Yield ETF

FNDB

Schwab Fundamental U.S. Broad Market Index ETF

Return for Risk

FNDB vs. RSSY — Risk / Return Rank

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

FNDB

FNDB Risk / Return Rank: 69
FNDB Sharpe Ratio Rank: 69
FNDB Sortino Ratio Rank: 69
FNDB Omega Ratio Rank: 72
FNDB Calmar Ratio Rank: 64
FNDB Martin Ratio Rank: 72

RSSY

RSSY Risk / Return Rank: 65
RSSY Sharpe Ratio Rank: 67
RSSY Sortino Ratio Rank: 66
RSSY Omega Ratio Rank: 70
RSSY Calmar Ratio Rank: 60
RSSY Martin Ratio Rank: 60

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. RSSY - 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 Return Stacked US Stocks & Futures Yield ETF (RSSY). 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.

	FNDB	RSSY	Difference
Sharpe ratio Return per unit of total volatility	1.25	1.23	+0.02
Sortino ratio Return per unit of downside risk	1.80	1.74	+0.07
Omega ratio Gain probability vs. loss probability	1.27	1.27	0.00
Calmar ratio Return relative to maximum drawdown	1.67	1.64	+0.04
Martin ratio Return relative to average drawdown	7.80	6.40	+1.40
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. RSSY - Sharpe Ratio Comparison

The current FNDB Sharpe Ratio is 1.25, which is comparable to the RSSY Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of FNDB and RSSY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FNDB	RSSY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	1.23	+0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.37	+0.37

Correlation

The correlation between FNDB and RSSY is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

FNDB vs. RSSY - Dividend Comparison

FNDB's dividend yield for the trailing twelve months is around 1.60%, less than RSSY's 1.75% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FNDB Schwab Fundamental U.S. Broad Market Index ETF	1.60%	1.62%	1.74%	1.80%	1.98%	1.63%	2.15%	2.23%	2.41%	1.91%	2.06%	2.26%
RSSY Return Stacked US Stocks & Futures Yield ETF	1.75%	2.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

FNDB vs. RSSY - Drawdown Comparison

The maximum FNDB drawdown since its inception was -38.17%, which is greater than RSSY's maximum drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for FNDB and RSSY.

Drawdown Indicators

	FNDB	RSSY	Difference
Max Drawdown Largest peak-to-trough decline	-38.17%	-29.57%	-8.60%
Max Drawdown (1Y) Largest decline over 1 year	-12.24%	-16.91%	+4.67%
Max Drawdown (5Y) Largest decline over 5 years	-19.29%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.17%	—	—
Current Drawdown Current decline from peak	-4.18%	-2.35%	-1.83%
Average Drawdown Average peak-to-trough decline	-3.70%	-8.02%	+4.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.63%	4.33%	-1.70%

Volatility

FNDB vs. RSSY - Volatility Comparison

Schwab Fundamental U.S. Broad Market Index ETF (FNDB) and Return Stacked US Stocks & Futures Yield ETF (RSSY) have volatilities of 4.10% and 4.16%, 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.

Volatility by Period

	FNDB	RSSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.10%	4.16%	-0.06%
Volatility (6M) Calculated over the trailing 6-month period	8.44%	10.95%	-2.51%
Volatility (1Y) Calculated over the trailing 1-year period	16.34%	21.54%	-5.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.45%	18.91%	-3.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.49%	18.91%	-1.42%