FNDC vs. DFISX
Compare and contrast key facts about Schwab Fundamental International Small Co. Index ETF (FNDC) and DFA International Small Company Portfolio (DFISX).
FNDC is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI Small Company Developed x US. It was launched on Aug 15, 2013. DFISX is managed by Dimensional Fund Advisors LP. It was launched on Sep 30, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNDC or DFISX.
Key characteristics
| FNDC | DFISX | |
|---|---|---|
| YTD Return | -1.32% | 0.67% |
| 1Y Return | 5.23% | 6.82% |
| 3Y Return (Ann) | -1.37% | -0.38% |
| 5Y Return (Ann) | 4.24% | 5.66% |
| 10Y Return (Ann) | 4.28% | 4.55% |
| Sharpe Ratio | 0.38 | 0.51 |
| Daily Std Dev | 13.28% | 12.71% |
| Max Drawdown | -43.22% | -60.66% |
| Current Drawdown | -9.27% | -8.15% |
Correlation
The correlation between FNDC and DFISX is 0.94, 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.
Performance
FNDC vs. DFISX - Performance Comparison
In the year-to-date period, FNDC achieves a -1.32% return, which is significantly lower than DFISX's 0.67% return. Over the past 10 years, FNDC has underperformed DFISX with an annualized return of 4.28%, while DFISX has yielded a comparatively higher 4.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FNDC vs. DFISX - Expense Ratio Comparison
Both FNDC and DFISX have an expense ratio of 0.39%.
Risk-Adjusted Performance
FNDC vs. DFISX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Small Co. Index ETF (FNDC) and DFA International Small Company Portfolio (DFISX). 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
FNDC vs. DFISX - Dividend Comparison
FNDC's dividend yield for the trailing twelve months is around 2.90%, less than DFISX's 2.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDC Schwab Fundamental International Small Co. Index ETF | 2.90% | 2.86% | 1.98% | 2.58% | 1.77% | 2.71% | 2.68% | 1.94% | 1.95% | 1.30% | 1.61% | 0.64% |
DFISX DFA International Small Company Portfolio | 2.99% | 3.01% | 3.51% | 6.17% | 1.71% | 4.54% | 7.74% | 5.52% | 5.28% | 4.47% | 5.99% | 5.26% |
Drawdowns
FNDC vs. DFISX - Drawdown Comparison
The maximum FNDC drawdown since its inception was -43.22%, smaller than the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for FNDC and DFISX. For additional features, visit the drawdowns tool.
Volatility
FNDC vs. DFISX - Volatility Comparison
Schwab Fundamental International Small Co. Index ETF (FNDC) has a higher volatility of 4.19% compared to DFA International Small Company Portfolio (DFISX) at 3.91%. This indicates that FNDC's price experiences larger fluctuations and is considered to be riskier than DFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.