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FNDB vs. SCHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNDB vs. SCHH - 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 Schwab US REIT ETF (SCHH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with FNDB having a 16.67% return and SCHH slightly lower at 16.52%. Over the past 10 years, FNDB has outperformed SCHH with an annualized return of 13.81%, while SCHH has yielded a comparatively lower 3.74% annualized return.


FNDB

1D
0.19%
1M
0.92%
6M
12.81%
YTD
16.67%
1Y
28.33%
3Y*
19.34%
5Y*
13.30%
10Y*
13.81%

SCHH

1D
0.63%
1M
0.17%
6M
15.09%
YTD
16.52%
1Y
16.45%
3Y*
9.53%
5Y*
3.19%
10Y*
3.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNDB vs. SCHH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNDB
Schwab Fundamental U.S. Broad Market Index ETF
16.67%16.23%16.25%18.42%-7.53%31.55%9.40%28.88%-8.20%16.94%
SCHH
Schwab US REIT ETF
16.52%2.20%4.99%11.18%-24.99%41.07%-14.81%22.85%-4.26%3.68%

Correlation

The correlation between FNDB and SCHH is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2013

0.59

The correlation between FNDB and SCHH shifts across timeframes, from 0.49 (1 year) to 0.67 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FNDB vs. SCHH — Risk / Return Rank

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

FNDB
FNDB Risk / Return Rank: 9292
Overall Rank
FNDB Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FNDB Sortino Ratio Rank: 9393
Sortino Ratio Rank
FNDB Omega Ratio Rank: 9292
Omega Ratio Rank
FNDB Calmar Ratio Rank: 9191
Calmar Ratio Rank
FNDB Martin Ratio Rank: 9191
Martin Ratio Rank

SCHH
SCHH Risk / Return Rank: 4343
Overall Rank
SCHH Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SCHH Sortino Ratio Rank: 3939
Sortino Ratio Rank
SCHH Omega Ratio Rank: 3939
Omega Ratio Rank
SCHH Calmar Ratio Rank: 5050
Calmar Ratio Rank
SCHH Martin Ratio Rank: 4747
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. SCHH - 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 Schwab US REIT ETF (SCHH). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FNDBSCHHDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+2.01

Omega ratioGain probability vs. loss probability

1.49

1.21

+0.28

Calmar ratioReturn relative to maximum drawdown

4.52

1.99

+2.53

Martin ratioReturn relative to average drawdown

17.24

6.26

+10.98

FNDB vs. SCHH - Sharpe Ratio Comparison

The current FNDB Sharpe Ratio is 2.64, which is higher than the SCHH Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of FNDB and SCHH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FNDB vs. SCHH - Drawdown Comparison

The maximum FNDB drawdown since its inception was -38.17%, smaller than the maximum SCHH drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for FNDB and SCHH.


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Drawdown Indicators


FNDBSCHHDifference

Max Drawdown

Largest peak-to-trough decline

-38.17%

-44.22%

+6.05%

Max Drawdown (1Y)

Largest decline over 1 year

-6.29%

-8.28%

+1.99%

Max Drawdown (3Y)

Largest decline over 3 years

-16.83%

-17.76%

+0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-19.29%

-33.28%

+13.99%

Max Drawdown (10Y)

Largest decline over 10 years

-38.17%

-44.22%

+6.05%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-3.64%

-9.39%

+5.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

2.63%

-0.98%

Volatility

FNDB vs. SCHH - Volatility Comparison

The current volatility for Schwab Fundamental U.S. Broad Market Index ETF (FNDB) is 2.64%, while Schwab US REIT ETF (SCHH) has a volatility of 4.96%. This indicates that FNDB experiences smaller price fluctuations and is considered to be less risky than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNDBSCHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

4.96%

-2.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.77%

10.83%

-3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

10.82%

13.99%

-3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

18.79%

-3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

21.01%

-3.59%

FNDB vs. SCHH - Expense Ratio Comparison

FNDB has a 0.25% expense ratio, which is higher than SCHH's 0.07% 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%.


Dividends

FNDB vs. SCHH - Dividend Comparison

FNDB's dividend yield for the trailing twelve months is around 1.44%, less than SCHH's 2.75% yield.


PositionTTM20252024202320222021202020192018201720162015
FNDB
Schwab Fundamental U.S. Broad Market Index ETF
1.44%1.62%1.74%1.80%1.98%1.63%2.15%2.23%2.41%1.91%2.06%2.26%
SCHH
Schwab US REIT ETF
2.75%3.04%3.22%3.24%2.55%1.50%2.86%2.86%3.64%2.22%2.81%2.48%

Frequently Asked Questions


FNDB and SCHH have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHH has higher volatility (4.96%) compared to FNDB (2.64%). In terms of maximum drawdown, FNDB dropped -38.17% vs SCHH's -44.22%.

On 10-year performance, FNDB leads with 13.81% vs 3.74% for SCHH. On fees, SCHH is cheaper at 0.07% per year. On volatility, FNDB has been the lower-risk option at 2.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FNDB has performed better with a 13.81% return vs 3.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHH is cheaper with a 0.07% expense ratio, compared with 0.25% for FNDB.

SCHH has the higher dividend yield at 2.75%, compared with 1.44% for FNDB.

FNDB is categorized as Large Cap Value Equities, while SCHH is REIT. FNDB tracks RAFI Fundamental High Liquidity US All Index, while SCHH tracks Dow Jones Equity All REIT Capped Index. Their fees differ too: 0.25% for FNDB and 0.07% for SCHH.

FNDB currently has the higher Sharpe Ratio (2.64 vs 1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FNDB and SCHH

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