FNDB vs. VTI
Compare and contrast key facts about Schwab Fundamental U.S. Broad Market Index ETF (FNDB) and Vanguard Total Stock Market ETF (VTI).
FNDB and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both FNDB and VTI 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 VTI.
Performance
FNDB vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, FNDB achieves a 21.66% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, FNDB has outperformed VTI with an annualized return of 14.41%, while VTI has yielded a comparatively lower 12.67% annualized return.
FNDB
21.66%
2.63%
13.95%
31.39%
17.98%
14.41%
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| FNDB | VTI | |
|---|---|---|
| Sharpe Ratio | 2.83 | 2.68 |
| Sortino Ratio | 3.88 | 3.57 |
| Omega Ratio | 1.52 | 1.49 |
| Calmar Ratio | 4.96 | 3.91 |
| Martin Ratio | 18.17 | 17.13 |
| Ulcer Index | 1.77% | 1.96% |
| Daily Std Dev | 11.35% | 12.51% |
| Max Drawdown | -38.17% | -55.45% |
| Current Drawdown | -0.62% | -0.84% |
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FNDB vs. VTI - Expense Ratio Comparison
FNDB has a 0.25% expense ratio, which is higher than VTI's 0.03% 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%.
Correlation
The correlation between FNDB and VTI is 0.92, 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. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
FNDB's dividend yield for the trailing twelve months is around 4.03%, more than VTI's 1.27% 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% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
FNDB vs. VTI - Drawdown Comparison
The maximum FNDB drawdown since its inception was -38.17%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FNDB and VTI. For additional features, visit the drawdowns tool.
Volatility
FNDB vs. VTI - Volatility Comparison
Schwab Fundamental U.S. Broad Market Index ETF (FNDB) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.13% and 4.19%, 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.