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

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.


-0.50.00.51.00.9

Performance

FNDC vs. DFISX - Performance Comparison

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

70.00%80.00%90.00%100.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
76.08%
84.70%
FNDC
DFISX

Key characteristics

Sharpe Ratio

FNDC:

0.29

DFISX:

0.36

Sortino Ratio

FNDC:

0.49

DFISX:

0.58

Omega Ratio

FNDC:

1.06

DFISX:

1.07

Calmar Ratio

FNDC:

0.32

DFISX:

0.38

Martin Ratio

FNDC:

1.13

DFISX:

1.45

Ulcer Index

FNDC:

3.52%

DFISX:

3.28%

Daily Std Dev

FNDC:

13.53%

DFISX:

13.15%

Max Drawdown

FNDC:

-43.22%

DFISX:

-60.66%

Current Drawdown

FNDC:

-9.36%

DFISX:

-10.34%

Returns By Period

In the year-to-date period, FNDC achieves a 0.84% return, which is significantly lower than DFISX's 1.50% return. Over the past 10 years, FNDC has underperformed DFISX with an annualized return of 5.21%, while DFISX has yielded a comparatively higher 5.83% annualized return.


FNDC

YTD

0.84%

1M

-1.28%

6M

-0.41%

1Y

2.94%

5Y*

3.20%

10Y*

5.21%

DFISX

YTD

1.50%

1M

-3.08%

6M

-2.25%

1Y

3.48%

5Y*

4.07%

10Y*

5.83%

Compare stocks, funds, or ETFs

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


FNDC vs. DFISX - Expense Ratio Comparison

Both FNDC and DFISX have an expense ratio of 0.39%.


FNDC
Schwab Fundamental International Small Co. Index ETF
Expense ratio chart for FNDC: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for DFISX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%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.


Sharpe ratio
The chart of Sharpe ratio for FNDC, currently valued at 0.29, compared to the broader market0.002.004.000.290.36
The chart of Sortino ratio for FNDC, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.0010.000.490.58
The chart of Omega ratio for FNDC, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.07
The chart of Calmar ratio for FNDC, currently valued at 0.32, compared to the broader market0.005.0010.0015.000.320.38
The chart of Martin ratio for FNDC, currently valued at 1.13, compared to the broader market0.0020.0040.0060.0080.00100.001.131.45
FNDC
DFISX

The current FNDC Sharpe Ratio is 0.29, which is comparable to the DFISX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of FNDC and DFISX, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.29
0.36
FNDC
DFISX

Dividends

FNDC vs. DFISX - Dividend Comparison

FNDC's dividend yield for the trailing twelve months is around 3.61%, more than DFISX's 2.16% yield.


TTM20232022202120202019201820172016201520142013
FNDC
Schwab Fundamental International Small Co. Index ETF
3.61%2.86%1.98%2.58%1.77%2.71%2.68%1.94%1.96%1.30%1.61%0.64%
DFISX
DFA International Small Company Portfolio
2.16%3.02%2.31%2.53%1.71%2.42%2.61%2.36%2.59%2.17%2.63%2.44%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.36%
-10.34%
FNDC
DFISX

Volatility

FNDC vs. DFISX - Volatility Comparison

The current volatility for Schwab Fundamental International Small Co. Index ETF (FNDC) is 3.19%, while DFA International Small Company Portfolio (DFISX) has a volatility of 3.68%. This indicates that FNDC experiences smaller price fluctuations and is considered to be less risky than DFISX 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
3.19%
3.68%
FNDC
DFISX
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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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