FNDC vs. SCHY
Compare and contrast key facts about Schwab Fundamental International Small Co. Index ETF (FNDC) and Schwab International Dividend Equity ETF (SCHY).
FNDC and SCHY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SCHY is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones International Dividend 100 Index. It was launched on Apr 29, 2021. Both FNDC and SCHY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNDC or SCHY.
Performance
FNDC vs. SCHY - Performance Comparison
Returns By Period
In the year-to-date period, FNDC achieves a 2.10% return, which is significantly higher than SCHY's 0.68% return.
FNDC
2.10%
-4.77%
-1.38%
10.13%
4.13%
5.34%
SCHY
0.68%
-5.96%
-1.47%
7.66%
N/A
N/A
Key characteristics
| FNDC | SCHY | |
|---|---|---|
| Sharpe Ratio | 0.85 | 0.71 |
| Sortino Ratio | 1.24 | 1.04 |
| Omega Ratio | 1.15 | 1.13 |
| Calmar Ratio | 0.78 | 0.83 |
| Martin Ratio | 4.01 | 2.84 |
| Ulcer Index | 2.88% | 2.73% |
| Daily Std Dev | 13.62% | 10.90% |
| Max Drawdown | -43.22% | -24.04% |
| Current Drawdown | -8.23% | -9.13% |
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FNDC vs. SCHY - Expense Ratio Comparison
FNDC has a 0.39% expense ratio, which is higher than SCHY's 0.14% expense ratio.
Correlation
The correlation between FNDC and SCHY is 0.88, 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.
Risk-Adjusted Performance
FNDC vs. SCHY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Small Co. Index ETF (FNDC) and Schwab International Dividend Equity ETF (SCHY). 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. SCHY - Dividend Comparison
FNDC's dividend yield for the trailing twelve months is around 2.88%, less than SCHY's 6.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDC Schwab Fundamental International Small Co. Index ETF | 2.88% | 2.86% | 1.98% | 2.58% | 1.77% | 2.71% | 2.68% | 1.94% | 1.96% | 1.30% | 1.61% | 0.64% |
SCHY Schwab International Dividend Equity ETF | 6.12% | 3.97% | 3.68% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FNDC vs. SCHY - Drawdown Comparison
The maximum FNDC drawdown since its inception was -43.22%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for FNDC and SCHY. For additional features, visit the drawdowns tool.
Volatility
FNDC vs. SCHY - Volatility Comparison
Schwab Fundamental International Small Co. Index ETF (FNDC) has a higher volatility of 3.98% compared to Schwab International Dividend Equity ETF (SCHY) at 3.79%. This indicates that FNDC's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.