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

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.


-0.50.00.51.00.9

Performance

FNDB vs. VTI - 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 Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

260.00%280.00%300.00%320.00%340.00%360.00%380.00%JulyAugustSeptemberOctoberNovemberDecember
346.11%
314.64%
FNDB
VTI

Key characteristics

Sharpe Ratio

FNDB:

1.72

VTI:

2.10

Sortino Ratio

FNDB:

2.40

VTI:

2.80

Omega Ratio

FNDB:

1.32

VTI:

1.39

Calmar Ratio

FNDB:

3.04

VTI:

3.14

Martin Ratio

FNDB:

10.31

VTI:

13.44

Ulcer Index

FNDB:

1.91%

VTI:

2.00%

Daily Std Dev

FNDB:

11.45%

VTI:

12.79%

Max Drawdown

FNDB:

-38.17%

VTI:

-55.45%

Current Drawdown

FNDB:

-5.20%

VTI:

-3.03%

Returns By Period

In the year-to-date period, FNDB achieves a 17.57% return, which is significantly lower than VTI's 24.89% return. Over the past 10 years, FNDB has outperformed VTI with an annualized return of 13.18%, while VTI has yielded a comparatively lower 12.52% annualized return.


FNDB

YTD

17.57%

1M

-2.31%

6M

8.67%

1Y

18.49%

5Y*

14.56%

10Y*

13.18%

VTI

YTD

24.89%

1M

-0.60%

6M

10.03%

1Y

25.20%

5Y*

14.09%

10Y*

12.52%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


FNDB
Schwab Fundamental U.S. Broad Market Index ETF
Expense ratio chart for FNDB: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


Sharpe ratio
The chart of Sharpe ratio for FNDB, currently valued at 1.72, compared to the broader market0.002.004.001.722.10
The chart of Sortino ratio for FNDB, currently valued at 2.40, compared to the broader market-2.000.002.004.006.008.0010.002.402.80
The chart of Omega ratio for FNDB, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.39
The chart of Calmar ratio for FNDB, currently valued at 3.04, compared to the broader market0.005.0010.0015.003.043.14
The chart of Martin ratio for FNDB, currently valued at 10.31, compared to the broader market0.0020.0040.0060.0080.00100.0010.3113.44
FNDB
VTI

The current FNDB Sharpe Ratio is 1.72, which is comparable to the VTI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of FNDB and VTI, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.72
2.10
FNDB
VTI

Dividends

FNDB vs. VTI - Dividend Comparison

FNDB's dividend yield for the trailing twelve months is around 3.35%, more than VTI's 0.93% yield.


TTM20232022202120202019201820172016201520142013
FNDB
Schwab Fundamental U.S. Broad Market Index ETF
3.35%3.47%4.12%1.66%4.51%3.21%6.24%4.95%5.29%3.29%3.38%0.48%
VTI
Vanguard Total Stock Market ETF
0.93%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.20%
-3.03%
FNDB
VTI

Volatility

FNDB vs. VTI - Volatility Comparison

The current volatility for Schwab Fundamental U.S. Broad Market Index ETF (FNDB) is 3.70%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.00%. This indicates that FNDB experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.70%
4.00%
FNDB
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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