FNDB vs. VTV
Compare and contrast key facts about Schwab Fundamental U.S. Broad Market Index ETF (FNDB) and Vanguard Value ETF (VTV).
FNDB and VTV 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. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both FNDB and VTV 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 VTV.
Performance
FNDB vs. VTV - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with FNDB having a 21.66% return and VTV slightly higher at 21.74%. Over the past 10 years, FNDB has outperformed VTV with an annualized return of 14.41%, while VTV has yielded a comparatively lower 10.57% annualized return.
FNDB
21.66%
2.63%
13.95%
31.39%
17.98%
14.41%
VTV
21.74%
1.65%
12.77%
29.27%
11.77%
10.57%
Key characteristics
| FNDB | VTV | |
|---|---|---|
| Sharpe Ratio | 2.83 | 2.90 |
| Sortino Ratio | 3.88 | 4.08 |
| Omega Ratio | 1.52 | 1.53 |
| Calmar Ratio | 4.96 | 5.83 |
| Martin Ratio | 18.17 | 18.64 |
| Ulcer Index | 1.77% | 1.59% |
| Daily Std Dev | 11.35% | 10.23% |
| Max Drawdown | -38.17% | -59.27% |
| Current Drawdown | -0.62% | -0.22% |
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FNDB vs. VTV - Expense Ratio Comparison
FNDB has a 0.25% expense ratio, which is higher than VTV's 0.04% 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 VTV is 0.95, 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. VTV - 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 Value ETF (VTV). 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. VTV - Dividend Comparison
FNDB's dividend yield for the trailing twelve months is around 4.03%, more than VTV's 2.22% 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% |
VTV Vanguard Value ETF | 2.22% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
FNDB vs. VTV - Drawdown Comparison
The maximum FNDB drawdown since its inception was -38.17%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for FNDB and VTV. For additional features, visit the drawdowns tool.
Volatility
FNDB vs. VTV - Volatility Comparison
Schwab Fundamental U.S. Broad Market Index ETF (FNDB) has a higher volatility of 4.13% compared to Vanguard Value ETF (VTV) at 3.76%. This indicates that FNDB's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.