FNDE vs. AVES
Compare and contrast key facts about Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) and Avantis Emerging Markets Value ETF (AVES).
FNDE and AVES are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FNDE is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental Emerging Markets Large Company Index. It was launched on Aug 15, 2013. AVES is an actively managed fund by American Century Investments. It was launched on Sep 28, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNDE or AVES.
Performance
FNDE vs. AVES - Performance Comparison
Returns By Period
In the year-to-date period, FNDE achieves a 14.23% return, which is significantly higher than AVES's 7.20% return.
FNDE
14.23%
-4.00%
2.28%
19.15%
5.50%
5.02%
AVES
7.20%
-4.20%
-1.56%
12.81%
N/A
N/A
Key characteristics
| FNDE | AVES | |
|---|---|---|
| Sharpe Ratio | 1.11 | 0.78 |
| Sortino Ratio | 1.63 | 1.16 |
| Omega Ratio | 1.20 | 1.15 |
| Calmar Ratio | 1.27 | 1.21 |
| Martin Ratio | 5.18 | 3.96 |
| Ulcer Index | 3.59% | 3.05% |
| Daily Std Dev | 16.81% | 15.39% |
| Max Drawdown | -43.55% | -27.40% |
| Current Drawdown | -9.40% | -8.08% |
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FNDE vs. AVES - Expense Ratio Comparison
FNDE has a 0.39% expense ratio, which is higher than AVES's 0.36% expense ratio.
Correlation
The correlation between FNDE and AVES is 0.93, 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
FNDE vs. AVES - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) and Avantis Emerging Markets Value ETF (AVES). 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
FNDE vs. AVES - Dividend Comparison
FNDE's dividend yield for the trailing twelve months is around 4.06%, more than AVES's 3.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 4.06% | 4.74% | 5.59% | 4.31% | 2.49% | 3.47% | 3.05% | 2.05% | 1.65% | 2.02% | 1.36% | 0.51% |
AVES Avantis Emerging Markets Value ETF | 3.69% | 3.96% | 3.70% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FNDE vs. AVES - Drawdown Comparison
The maximum FNDE drawdown since its inception was -43.55%, which is greater than AVES's maximum drawdown of -27.40%. Use the drawdown chart below to compare losses from any high point for FNDE and AVES. For additional features, visit the drawdowns tool.
Volatility
FNDE vs. AVES - Volatility Comparison
Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) has a higher volatility of 5.60% compared to Avantis Emerging Markets Value ETF (AVES) at 4.99%. This indicates that FNDE's price experiences larger fluctuations and is considered to be riskier than AVES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.