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FNDC vs. AVDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNDC and AVDV is 0.72, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FNDC vs. AVDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental International Small Co. Index ETF (FNDC) and Avantis International Small Cap Value ETF (AVDV). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
41.50%
68.54%
FNDC
AVDV

Key characteristics

Sharpe Ratio

FNDC:

0.82

AVDV:

0.86

Sortino Ratio

FNDC:

1.27

AVDV:

1.27

Omega Ratio

FNDC:

1.17

AVDV:

1.18

Calmar Ratio

FNDC:

1.12

AVDV:

1.12

Martin Ratio

FNDC:

2.80

AVDV:

3.93

Ulcer Index

FNDC:

4.82%

AVDV:

4.05%

Daily Std Dev

FNDC:

16.49%

AVDV:

18.64%

Max Drawdown

FNDC:

-43.22%

AVDV:

-43.01%

Current Drawdown

FNDC:

0.00%

AVDV:

-0.57%

Returns By Period

The year-to-date returns for both stocks are quite close, with FNDC having a 10.19% return and AVDV slightly lower at 9.94%.


FNDC

YTD

10.19%

1M

1.10%

6M

6.96%

1Y

13.07%

5Y*

11.49%

10Y*

5.27%

AVDV

YTD

9.94%

1M

-0.01%

6M

8.42%

1Y

15.66%

5Y*

16.17%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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FNDC vs. AVDV - Expense Ratio Comparison

FNDC has a 0.39% expense ratio, which is higher than AVDV's 0.36% expense ratio.


Expense ratio chart for FNDC: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNDC: 0.39%
Expense ratio chart for AVDV: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVDV: 0.36%

Risk-Adjusted Performance

FNDC vs. AVDV — Risk-Adjusted Performance Rank

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

FNDC
The Risk-Adjusted Performance Rank of FNDC is 7777
Overall Rank
The Sharpe Ratio Rank of FNDC is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDC is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FNDC is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FNDC is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FNDC is 7272
Martin Ratio Rank

AVDV
The Risk-Adjusted Performance Rank of AVDV is 7979
Overall Rank
The Sharpe Ratio Rank of AVDV is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDV is 7676
Sortino Ratio Rank
The Omega Ratio Rank of AVDV is 7777
Omega Ratio Rank
The Calmar Ratio Rank of AVDV is 8585
Calmar Ratio Rank
The Martin Ratio Rank of AVDV is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FNDC vs. AVDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Small Co. Index ETF (FNDC) and Avantis International Small Cap Value ETF (AVDV). 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.


The chart of Sharpe ratio for FNDC, currently valued at 0.82, compared to the broader market-1.000.001.002.003.004.00
FNDC: 0.82
AVDV: 0.86
The chart of Sortino ratio for FNDC, currently valued at 1.27, compared to the broader market-2.000.002.004.006.008.00
FNDC: 1.27
AVDV: 1.27
The chart of Omega ratio for FNDC, currently valued at 1.17, compared to the broader market0.501.001.502.00
FNDC: 1.17
AVDV: 1.18
The chart of Calmar ratio for FNDC, currently valued at 1.12, compared to the broader market0.002.004.006.008.0010.0012.00
FNDC: 1.12
AVDV: 1.12
The chart of Martin ratio for FNDC, currently valued at 2.80, compared to the broader market0.0020.0040.0060.00
FNDC: 2.80
AVDV: 3.93

The current FNDC Sharpe Ratio is 0.82, which is comparable to the AVDV Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of FNDC and AVDV, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.82
0.86
FNDC
AVDV

Dividends

FNDC vs. AVDV - Dividend Comparison

FNDC's dividend yield for the trailing twelve months is around 3.26%, less than AVDV's 3.92% yield.


TTM20242023202220212020201920182017201620152014
FNDC
Schwab Fundamental International Small Co. Index ETF
3.26%3.59%2.86%1.98%2.58%1.77%2.71%2.68%1.94%1.96%1.30%1.61%
AVDV
Avantis International Small Cap Value ETF
3.92%4.31%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FNDC vs. AVDV - Drawdown Comparison

The maximum FNDC drawdown since its inception was -43.22%, roughly equal to the maximum AVDV drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for FNDC and AVDV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-0.57%
FNDC
AVDV

Volatility

FNDC vs. AVDV - Volatility Comparison

The current volatility for Schwab Fundamental International Small Co. Index ETF (FNDC) is 10.13%, while Avantis International Small Cap Value ETF (AVDV) has a volatility of 12.42%. This indicates that FNDC experiences smaller price fluctuations and is considered to be less risky than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.13%
12.42%
FNDC
AVDV