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

Correlation

The correlation between FNDC and DLS is 0.75, 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. DLS - Performance Comparison

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

60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
95.05%
79.65%
FNDC
DLS

Key characteristics

Sharpe Ratio

FNDC:

0.82

DLS:

0.76

Sortino Ratio

FNDC:

1.27

DLS:

1.13

Omega Ratio

FNDC:

1.17

DLS:

1.15

Calmar Ratio

FNDC:

1.12

DLS:

0.99

Martin Ratio

FNDC:

2.80

DLS:

2.64

Ulcer Index

FNDC:

4.82%

DLS:

4.77%

Daily Std Dev

FNDC:

16.49%

DLS:

16.66%

Max Drawdown

FNDC:

-43.22%

DLS:

-63.09%

Current Drawdown

FNDC:

0.00%

DLS:

-0.09%

Returns By Period

In the year-to-date period, FNDC achieves a 10.19% return, which is significantly higher than DLS's 8.74% return. Over the past 10 years, FNDC has outperformed DLS with an annualized return of 5.27%, while DLS has yielded a comparatively lower 4.56% annualized return.


FNDC

YTD

10.19%

1M

1.10%

6M

6.96%

1Y

13.07%

5Y*

11.49%

10Y*

5.27%

DLS

YTD

8.74%

1M

0.89%

6M

6.53%

1Y

11.79%

5Y*

10.77%

10Y*

4.56%

*Annualized

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FNDC vs. DLS - Expense Ratio Comparison

FNDC has a 0.39% expense ratio, which is lower than DLS's 0.58% expense ratio.


Expense ratio chart for DLS: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DLS: 0.58%
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%

Risk-Adjusted Performance

FNDC vs. DLS — 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

DLS
The Risk-Adjusted Performance Rank of DLS is 7474
Overall Rank
The Sharpe Ratio Rank of DLS is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of DLS is 7272
Sortino Ratio Rank
The Omega Ratio Rank of DLS is 7171
Omega Ratio Rank
The Calmar Ratio Rank of DLS is 8383
Calmar Ratio Rank
The Martin Ratio Rank of DLS is 7070
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. DLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Small Co. Index ETF (FNDC) and WisdomTree International SmallCap Dividend (DLS). 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
DLS: 0.76
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
DLS: 1.13
The chart of Omega ratio for FNDC, currently valued at 1.17, compared to the broader market0.501.001.502.002.50
FNDC: 1.17
DLS: 1.15
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
DLS: 0.99
The chart of Martin ratio for FNDC, currently valued at 2.80, compared to the broader market0.0020.0040.0060.00
FNDC: 2.80
DLS: 2.64

The current FNDC Sharpe Ratio is 0.82, which is comparable to the DLS Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of FNDC and DLS, 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 Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.82
0.76
FNDC
DLS

Dividends

FNDC vs. DLS - Dividend Comparison

FNDC's dividend yield for the trailing twelve months is around 3.26%, less than DLS's 3.96% 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%
DLS
WisdomTree International SmallCap Dividend
3.96%4.56%4.29%4.96%3.29%2.50%3.37%3.66%2.79%3.29%2.72%3.61%

Drawdowns

FNDC vs. DLS - Drawdown Comparison

The maximum FNDC drawdown since its inception was -43.22%, smaller than the maximum DLS drawdown of -63.09%. Use the drawdown chart below to compare losses from any high point for FNDC and DLS. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril0
-0.09%
FNDC
DLS

Volatility

FNDC vs. DLS - Volatility Comparison

Schwab Fundamental International Small Co. Index ETF (FNDC) and WisdomTree International SmallCap Dividend (DLS) have volatilities of 10.13% and 10.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.13%
10.22%
FNDC
DLS