FNDE vs. SCHH
Compare and contrast key facts about Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) and Schwab US REIT ETF (SCHH).
FNDE and SCHH 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. SCHH is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Select REIT Index. It was launched on Jan 13, 2011. Both FNDE and SCHH 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: FNDE or SCHH.
Performance
FNDE vs. SCHH - Performance Comparison
Returns By Period
In the year-to-date period, FNDE achieves a 14.00% return, which is significantly higher than SCHH's 11.39% return. Over the past 10 years, FNDE has outperformed SCHH with an annualized return of 5.05%, while SCHH has yielded a comparatively lower 4.58% annualized return.
FNDE
14.00%
-4.33%
3.07%
19.31%
5.45%
5.05%
SCHH
11.39%
-0.79%
18.76%
24.85%
2.40%
4.58%
Key characteristics
| FNDE | SCHH | |
|---|---|---|
| Sharpe Ratio | 1.13 | 1.59 |
| Sortino Ratio | 1.66 | 2.22 |
| Omega Ratio | 1.21 | 1.28 |
| Calmar Ratio | 1.30 | 0.99 |
| Martin Ratio | 5.20 | 5.84 |
| Ulcer Index | 3.64% | 4.33% |
| Daily Std Dev | 16.80% | 15.97% |
| Max Drawdown | -43.55% | -44.22% |
| Current Drawdown | -9.57% | -7.11% |
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FNDE vs. SCHH - Expense Ratio Comparison
FNDE has a 0.39% expense ratio, which is higher than SCHH's 0.07% expense ratio.
Correlation
The correlation between FNDE and SCHH is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
FNDE vs. SCHH - 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 US REIT ETF (SCHH). 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. SCHH - Dividend Comparison
FNDE's dividend yield for the trailing twelve months is around 4.07%, more than SCHH's 2.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 4.07% | 4.74% | 5.59% | 4.31% | 2.49% | 3.47% | 3.05% | 2.05% | 1.65% | 2.02% | 1.36% | 0.51% |
SCHH Schwab US REIT ETF | 2.93% | 3.24% | 2.55% | 1.50% | 2.86% | 2.87% | 3.66% | 2.22% | 2.81% | 2.48% | 2.18% | 2.59% |
Drawdowns
FNDE vs. SCHH - Drawdown Comparison
The maximum FNDE drawdown since its inception was -43.55%, roughly equal to the maximum SCHH drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for FNDE and SCHH. For additional features, visit the drawdowns tool.
Volatility
FNDE vs. SCHH - Volatility Comparison
Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) has a higher volatility of 5.55% compared to Schwab US REIT ETF (SCHH) at 4.62%. This indicates that FNDE's price experiences larger fluctuations and is considered to be riskier than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.