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FNDC vs. EMLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNDC vs. EMLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental International Small Co. Index ETF (FNDC) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FNDC achieves a 11.54% return, which is significantly higher than EMLC's 1.40% return. Over the past 10 years, FNDC has outperformed EMLC with an annualized return of 9.15%, while EMLC has yielded a comparatively lower 2.28% annualized return.


FNDC

1D
0.34%
1M
-1.02%
YTD
11.54%
6M
12.98%
1Y
24.92%
3Y*
17.46%
5Y*
7.25%
10Y*
9.15%

EMLC

1D
0.28%
1M
0.58%
YTD
1.40%
6M
2.50%
1Y
8.78%
3Y*
6.63%
5Y*
1.36%
10Y*
2.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNDC vs. EMLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNDC
Schwab Fundamental International Small Co. Index ETF
11.54%35.65%1.38%14.92%-14.71%10.26%6.58%20.58%-19.10%29.22%
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
1.40%18.81%-2.97%11.18%-10.58%-9.72%3.08%9.79%-7.57%13.84%

Correlation

The correlation between FNDC and EMLC is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2013

0.60

The correlation between FNDC and EMLC shifts across timeframes, from 0.60 (all time) to 0.74 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FNDC vs. EMLC — Risk / Return Rank

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

FNDC
FNDC Risk / Return Rank: 5656
Overall Rank
FNDC Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FNDC Sortino Ratio Rank: 5757
Sortino Ratio Rank
FNDC Omega Ratio Rank: 5757
Omega Ratio Rank
FNDC Calmar Ratio Rank: 5252
Calmar Ratio Rank
FNDC Martin Ratio Rank: 5454
Martin Ratio Rank

EMLC
EMLC Risk / Return Rank: 3737
Overall Rank
EMLC Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EMLC Sortino Ratio Rank: 3838
Sortino Ratio Rank
EMLC Omega Ratio Rank: 4242
Omega Ratio Rank
EMLC Calmar Ratio Rank: 3232
Calmar Ratio Rank
EMLC Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FNDC vs. EMLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Small Co. Index ETF (FNDC) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FNDCEMLCDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.31

1.24

+0.06

Calmar ratioReturn relative to maximum drawdown

2.23

1.42

+0.81

Martin ratioReturn relative to average drawdown

8.23

4.75

+3.48

FNDC vs. EMLC - Sharpe Ratio Comparison

The current FNDC Sharpe Ratio is 1.69, which is higher than the EMLC Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FNDC and EMLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FNDC vs. EMLC - Drawdown Comparison

The maximum FNDC drawdown since its inception was -43.22%, which is greater than EMLC's maximum drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for FNDC and EMLC.


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Drawdown Indicators


FNDCEMLCDifference

Max Drawdown

Largest peak-to-trough decline

-43.22%

-32.43%

-10.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.20%

-6.19%

-5.01%

Max Drawdown (3Y)

Largest decline over 3 years

-12.98%

-9.15%

-3.83%

Max Drawdown (5Y)

Largest decline over 5 years

-32.13%

-24.70%

-7.43%

Max Drawdown (10Y)

Largest decline over 10 years

-43.22%

-26.47%

-16.75%

Current Drawdown

Current decline from peak

-1.93%

-3.83%

+1.90%

Average Drawdown

Average peak-to-trough decline

-8.44%

-14.35%

+5.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

1.86%

+1.18%

Volatility

FNDC vs. EMLC - Volatility Comparison

Schwab Fundamental International Small Co. Index ETF (FNDC) has a higher volatility of 5.51% compared to VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) at 2.44%. This indicates that FNDC's price experiences larger fluctuations and is considered to be riskier than EMLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNDCEMLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

2.44%

+3.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.47%

6.17%

+6.30%

Volatility (1Y)

Calculated over the trailing 1-year period

14.81%

7.06%

+7.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.08%

9.14%

+6.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.82%

10.04%

+6.78%

FNDC vs. EMLC - Expense Ratio Comparison

FNDC has a 0.39% expense ratio, which is higher than EMLC's 0.30% expense ratio.


Dividends

FNDC vs. EMLC - Dividend Comparison

FNDC's dividend yield for the trailing twelve months is around 3.46%, less than EMLC's 6.16% yield.


PositionTTM20252024202320222021202020192018201720162015
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
6.16%5.91%6.55%5.97%5.54%5.25%4.90%6.25%6.50%5.34%5.32%6.25%
FNDC
Schwab Fundamental International Small Co. Index ETF
3.46%3.86%3.59%2.86%1.98%2.58%1.77%2.71%2.68%1.94%1.95%1.30%

Frequently Asked Questions


FNDC and EMLC have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNDC has higher volatility (5.51%) compared to EMLC (2.44%). In terms of maximum drawdown, FNDC dropped -43.22% vs EMLC's -32.43%.

On 10-year performance, FNDC leads with 9.15% vs 2.28% for EMLC. On fees, EMLC is cheaper at 0.30% per year. On volatility, EMLC has been the lower-risk option at 2.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FNDC has performed better with a 9.15% return vs 2.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMLC is cheaper with a 0.30% expense ratio, compared with 0.39% for FNDC.

EMLC has the higher dividend yield at 6.16%, compared with 3.46% for FNDC.

FNDC is categorized as Foreign Small & Mid Cap Equities, while EMLC is Emerging Markets Bonds. FNDC tracks Russell RAFI Small Company Developed x US, while EMLC tracks J.P. Morgan Government Bond Index Emerging Markets Global Core Index. They also come from different issuers: Charles Schwab and VanEck. Their fees differ too: 0.39% for FNDC and 0.30% for EMLC.

FNDC currently has the higher Sharpe Ratio (1.69 vs 1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FNDC and EMLC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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