PortfoliosLab logo
FNDC vs. SCHY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNDC and SCHY is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

FNDC vs. SCHY - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
7.26%
20.24%
FNDC
SCHY

Key characteristics

Sharpe Ratio

FNDC:

0.82

SCHY:

1.09

Sortino Ratio

FNDC:

1.27

SCHY:

1.56

Omega Ratio

FNDC:

1.17

SCHY:

1.22

Calmar Ratio

FNDC:

1.12

SCHY:

1.22

Martin Ratio

FNDC:

2.80

SCHY:

2.71

Ulcer Index

FNDC:

4.82%

SCHY:

5.49%

Daily Std Dev

FNDC:

16.49%

SCHY:

13.65%

Max Drawdown

FNDC:

-43.22%

SCHY:

-24.03%

Current Drawdown

FNDC:

0.00%

SCHY:

0.00%

Returns By Period

In the year-to-date period, FNDC achieves a 10.19% return, which is significantly lower than SCHY's 13.64% return.


FNDC

YTD

10.19%

1M

1.10%

6M

6.96%

1Y

13.07%

5Y*

11.49%

10Y*

5.27%

SCHY

YTD

13.64%

1M

2.79%

6M

6.38%

1Y

15.38%

5Y*

N/A

10Y*

N/A

*Annualized

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. SCHY - Expense Ratio Comparison

FNDC has a 0.39% expense ratio, which is higher than SCHY's 0.14% expense ratio.


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%
Expense ratio chart for SCHY: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHY: 0.14%

Risk-Adjusted Performance

FNDC vs. SCHY — 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

SCHY
The Risk-Adjusted Performance Rank of SCHY is 8181
Overall Rank
The Sharpe Ratio Rank of SCHY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHY is 8383
Sortino Ratio Rank
The Omega Ratio Rank of SCHY is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SCHY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SCHY is 7171
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. 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.


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
SCHY: 1.09
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
SCHY: 1.56
The chart of Omega ratio for FNDC, currently valued at 1.17, compared to the broader market0.501.001.502.00
FNDC: 1.17
SCHY: 1.22
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
SCHY: 1.22
The chart of Martin ratio for FNDC, currently valued at 2.80, compared to the broader market0.0020.0040.0060.00
FNDC: 2.80
SCHY: 2.71

The current FNDC Sharpe Ratio is 0.82, which is comparable to the SCHY Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of FNDC and SCHY, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.82
1.09
FNDC
SCHY

Dividends

FNDC vs. SCHY - Dividend Comparison

FNDC's dividend yield for the trailing twelve months is around 3.26%, less than SCHY's 4.03% 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%
SCHY
Schwab International Dividend Equity ETF
4.03%4.64%3.97%3.67%1.73%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 -24.03%. Use the drawdown chart below to compare losses from any high point for FNDC and SCHY. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril00
FNDC
SCHY

Volatility

FNDC vs. SCHY - Volatility Comparison

Schwab Fundamental International Small Co. Index ETF (FNDC) has a higher volatility of 10.13% compared to Schwab International Dividend Equity ETF (SCHY) at 8.69%. 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.13%
8.69%
FNDC
SCHY