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FNDE vs. SCHF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNDE and SCHF is 0.79, 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.


-0.50.00.51.00.8

Performance

FNDE vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) and Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.99%
-1.80%
FNDE
SCHF

Key characteristics

Sharpe Ratio

FNDE:

0.84

SCHF:

0.44

Sortino Ratio

FNDE:

1.29

SCHF:

0.69

Omega Ratio

FNDE:

1.16

SCHF:

1.08

Calmar Ratio

FNDE:

1.00

SCHF:

0.62

Martin Ratio

FNDE:

3.27

SCHF:

1.78

Ulcer Index

FNDE:

4.46%

SCHF:

3.19%

Daily Std Dev

FNDE:

17.30%

SCHF:

12.87%

Max Drawdown

FNDE:

-43.55%

SCHF:

-34.64%

Current Drawdown

FNDE:

-11.39%

SCHF:

-9.18%

Returns By Period

In the year-to-date period, FNDE achieves a 11.71% return, which is significantly higher than SCHF's 3.06% return. Over the past 10 years, FNDE has underperformed SCHF with an annualized return of 5.60%, while SCHF has yielded a comparatively higher 6.65% annualized return.


FNDE

YTD

11.71%

1M

-2.40%

6M

0.99%

1Y

16.52%

5Y*

4.05%

10Y*

5.60%

SCHF

YTD

3.06%

1M

-1.98%

6M

-1.78%

1Y

4.70%

5Y*

6.27%

10Y*

6.65%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FNDE vs. SCHF - Expense Ratio Comparison

FNDE has a 0.39% expense ratio, which is higher than SCHF's 0.06% expense ratio.


FNDE
Schwab Fundamental Emerging Markets Large Company Index ETF
Expense ratio chart for FNDE: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for SCHF: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

FNDE vs. SCHF - 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 Schwab International Equity ETF (SCHF). 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.


Sharpe ratio
The chart of Sharpe ratio for FNDE, currently valued at 0.84, compared to the broader market0.002.004.000.840.37
The chart of Sortino ratio for FNDE, currently valued at 1.29, compared to the broader market-2.000.002.004.006.008.0010.001.290.58
The chart of Omega ratio for FNDE, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.07
The chart of Calmar ratio for FNDE, currently valued at 1.00, compared to the broader market0.005.0010.0015.001.000.51
The chart of Martin ratio for FNDE, currently valued at 3.27, compared to the broader market0.0020.0040.0060.0080.00100.003.271.45
FNDE
SCHF

The current FNDE Sharpe Ratio is 0.84, which is higher than the SCHF Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of FNDE and SCHF, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.84
0.37
FNDE
SCHF

Dividends

FNDE vs. SCHF - Dividend Comparison

FNDE's dividend yield for the trailing twelve months is around 4.84%, more than SCHF's 3.27% yield.


TTM20232022202120202019201820172016201520142013
FNDE
Schwab Fundamental Emerging Markets Large Company Index ETF
4.84%4.74%5.59%4.31%2.49%3.47%3.05%2.05%1.65%2.02%1.36%0.51%
SCHF
Schwab International Equity ETF
3.27%4.03%5.61%5.39%2.08%5.13%3.06%4.70%5.15%2.26%2.90%4.42%

Drawdowns

FNDE vs. SCHF - Drawdown Comparison

The maximum FNDE drawdown since its inception was -43.55%, which is greater than SCHF's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for FNDE and SCHF. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.39%
-9.18%
FNDE
SCHF

Volatility

FNDE vs. SCHF - Volatility Comparison

Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) has a higher volatility of 5.05% compared to Schwab International Equity ETF (SCHF) at 3.56%. This indicates that FNDE's price experiences larger fluctuations and is considered to be riskier than SCHF 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%JulyAugustSeptemberOctoberNovemberDecember
5.05%
3.56%
FNDE
SCHF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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