FNDB vs. SCHH
FNDB (Schwab Fundamental U.S. Broad Market Index ETF) and SCHH (Schwab US REIT ETF) are both exchange-traded funds - FNDB is a Large Cap Value Equities fund tracking the RAFI Fundamental High Liquidity US All Index, while SCHH is a REIT fund tracking the Dow Jones Equity All REIT Capped Index. Both are passively managed. Over the past 10 years, FNDB returned 13.81%/yr vs 3.74%/yr for SCHH. A 0.59 correlation means they provide meaningful diversification when combined. FNDB charges 0.25%/yr vs 0.07%/yr for SCHH.
Performance
FNDB vs. SCHH - Performance Comparison
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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%
FNDB vs. SCHH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
FNDB
SCHH
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.
| FNDB | SCHH | Difference | |
|---|---|---|---|
| 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 |
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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
| FNDB | SCHH | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.74% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -3.64% | -9.39% | +5.75% |
Ulcer IndexDepth 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
| FNDB | SCHH | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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