FNDC vs. VSS
Compare and contrast key facts about Schwab Fundamental International Small Co. Index ETF (FNDC) and Vanguard FTSE All-World ex-US Small-Cap ETF (VSS).
FNDC and VSS 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. VSS is a passively managed fund by Vanguard that tracks the performance of the FTSE Global Small Cap ex US Index. It was launched on Apr 2, 2009. Both FNDC and VSS 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 VSS.
Performance
FNDC vs. VSS - Performance Comparison
Returns By Period
In the year-to-date period, FNDC achieves a 1.46% return, which is significantly lower than VSS's 2.97% return. Over the past 10 years, FNDC has outperformed VSS with an annualized return of 5.18%, while VSS has yielded a comparatively lower 4.48% annualized return.
FNDC
1.46%
-5.21%
-2.00%
10.85%
3.94%
5.18%
VSS
2.97%
-5.17%
-2.00%
11.70%
4.42%
4.48%
Key characteristics
| FNDC | VSS | |
|---|---|---|
| Sharpe Ratio | 0.75 | 0.84 |
| Sortino Ratio | 1.11 | 1.21 |
| Omega Ratio | 1.14 | 1.15 |
| Calmar Ratio | 0.64 | 0.58 |
| Martin Ratio | 3.59 | 4.38 |
| Ulcer Index | 2.84% | 2.53% |
| Daily Std Dev | 13.65% | 13.22% |
| Max Drawdown | -43.22% | -43.51% |
| Current Drawdown | -8.81% | -9.75% |
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FNDC vs. VSS - Expense Ratio Comparison
FNDC has a 0.39% expense ratio, which is higher than VSS's 0.07% expense ratio.
Correlation
The correlation between FNDC and VSS 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.
Risk-Adjusted Performance
FNDC vs. VSS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Small Co. Index ETF (FNDC) and Vanguard FTSE All-World ex-US Small-Cap ETF (VSS). 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. VSS - Dividend Comparison
FNDC's dividend yield for the trailing twelve months is around 2.90%, less than VSS's 2.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDC Schwab Fundamental International Small Co. Index ETF | 2.90% | 2.86% | 1.98% | 2.58% | 1.77% | 2.71% | 2.68% | 1.94% | 1.96% | 1.30% | 1.61% | 0.64% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 2.95% | 3.14% | 2.30% | 2.74% | 1.90% | 3.25% | 2.80% | 2.83% | 2.93% | 2.66% | 2.67% | 2.71% |
Drawdowns
FNDC vs. VSS - Drawdown Comparison
The maximum FNDC drawdown since its inception was -43.22%, roughly equal to the maximum VSS drawdown of -43.51%. Use the drawdown chart below to compare losses from any high point for FNDC and VSS. For additional features, visit the drawdowns tool.
Volatility
FNDC vs. VSS - Volatility Comparison
Schwab Fundamental International Small Co. Index ETF (FNDC) has a higher volatility of 3.96% compared to Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) at 3.75%. This indicates that FNDC's price experiences larger fluctuations and is considered to be riskier than VSS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.