FNDE vs. DFEVX
Compare and contrast key facts about Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) and DFA Emerging Markets Value Portfolio (DFEVX).
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. DFEVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 31, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNDE or DFEVX.
Correlation
The correlation between FNDE and DFEVX is 0.64, 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.
Performance
FNDE vs. DFEVX - Performance Comparison
Key characteristics
FNDE:
0.66
DFEVX:
0.39
FNDE:
1.06
DFEVX:
0.62
FNDE:
1.14
DFEVX:
1.08
FNDE:
0.73
DFEVX:
0.36
FNDE:
1.98
DFEVX:
1.03
FNDE:
6.79%
DFEVX:
5.71%
FNDE:
20.31%
DFEVX:
14.91%
FNDE:
-43.55%
DFEVX:
-72.12%
FNDE:
-8.15%
DFEVX:
-7.23%
Returns By Period
In the year-to-date period, FNDE achieves a 3.30% return, which is significantly higher than DFEVX's 1.87% return. Over the past 10 years, FNDE has outperformed DFEVX with an annualized return of 4.87%, while DFEVX has yielded a comparatively lower 4.01% annualized return.
FNDE
3.30%
-4.12%
-1.97%
10.93%
11.58%
4.87%
DFEVX
1.87%
-3.42%
-2.65%
4.14%
12.02%
4.01%
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FNDE vs. DFEVX - Expense Ratio Comparison
FNDE has a 0.39% expense ratio, which is lower than DFEVX's 0.45% expense ratio.
Risk-Adjusted Performance
FNDE vs. DFEVX — Risk-Adjusted Performance Rank
FNDE
DFEVX
FNDE vs. DFEVX - 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 DFA Emerging Markets Value Portfolio (DFEVX). 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. DFEVX - Dividend Comparison
FNDE's dividend yield for the trailing twelve months is around 4.67%, which matches DFEVX's 4.66% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 4.67% | 4.82% | 4.74% | 5.59% | 4.32% | 2.50% | 3.47% | 3.04% | 2.05% | 1.65% | 2.02% | 1.36% |
DFEVX DFA Emerging Markets Value Portfolio | 4.66% | 4.68% | 4.39% | 4.44% | 3.82% | 2.47% | 3.28% | 2.49% | 2.45% | 1.99% | 2.54% | 2.60% |
Drawdowns
FNDE vs. DFEVX - Drawdown Comparison
The maximum FNDE drawdown since its inception was -43.55%, smaller than the maximum DFEVX drawdown of -72.12%. Use the drawdown chart below to compare losses from any high point for FNDE and DFEVX. For additional features, visit the drawdowns tool.
Volatility
FNDE vs. DFEVX - Volatility Comparison
Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) has a higher volatility of 11.37% compared to DFA Emerging Markets Value Portfolio (DFEVX) at 8.36%. This indicates that FNDE's price experiences larger fluctuations and is considered to be riskier than DFEVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.