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

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.


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Performance

FNDE vs. SCHH - 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 US REIT ETF (SCHH). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-2.39%
1.95%
FNDE
SCHH

Key characteristics

Sharpe Ratio

FNDE:

0.76

SCHH:

0.21

Sortino Ratio

FNDE:

1.18

SCHH:

0.39

Omega Ratio

FNDE:

1.15

SCHH:

1.05

Calmar Ratio

FNDE:

0.89

SCHH:

0.13

Martin Ratio

FNDE:

2.61

SCHH:

0.81

Ulcer Index

FNDE:

4.98%

SCHH:

4.13%

Daily Std Dev

FNDE:

17.07%

SCHH:

15.75%

Max Drawdown

FNDE:

-43.55%

SCHH:

-44.22%

Current Drawdown

FNDE:

-11.85%

SCHH:

-13.99%

Returns By Period

In the year-to-date period, FNDE achieves a -0.86% return, which is significantly higher than SCHH's -1.76% return. Over the past 10 years, FNDE has outperformed SCHH with an annualized return of 5.74%, while SCHH has yielded a comparatively lower 2.83% annualized return.


FNDE

YTD

-0.86%

1M

-4.27%

6M

-2.40%

1Y

14.94%

5Y*

3.63%

10Y*

5.74%

SCHH

YTD

-1.76%

1M

-6.24%

6M

1.95%

1Y

3.84%

5Y*

0.85%

10Y*

2.83%

*Annualized

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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.


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 SCHH: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

FNDE vs. SCHH — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FNDE
The Risk-Adjusted Performance Rank of FNDE is 3939
Overall Rank
The Sharpe Ratio Rank of FNDE is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDE is 3838
Sortino Ratio Rank
The Omega Ratio Rank of FNDE is 3838
Omega Ratio Rank
The Calmar Ratio Rank of FNDE is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FNDE is 3535
Martin Ratio Rank

SCHH
The Risk-Adjusted Performance Rank of SCHH is 1616
Overall Rank
The Sharpe Ratio Rank of SCHH is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHH is 1515
Sortino Ratio Rank
The Omega Ratio Rank of SCHH is 1515
Omega Ratio Rank
The Calmar Ratio Rank of SCHH is 1616
Calmar Ratio Rank
The Martin Ratio Rank of SCHH is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for FNDE, currently valued at 0.76, compared to the broader market0.002.004.000.760.21
The chart of Sortino ratio for FNDE, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.0010.0012.001.180.39
The chart of Omega ratio for FNDE, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.05
The chart of Calmar ratio for FNDE, currently valued at 0.89, compared to the broader market0.005.0010.0015.000.890.13
The chart of Martin ratio for FNDE, currently valued at 2.61, compared to the broader market0.0020.0040.0060.0080.00100.002.610.81
FNDE
SCHH

The current FNDE Sharpe Ratio is 0.76, which is higher than the SCHH Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of FNDE and SCHH, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.76
0.21
FNDE
SCHH

Dividends

FNDE vs. SCHH - Dividend Comparison

FNDE's dividend yield for the trailing twelve months is around 4.86%, more than SCHH's 3.28% yield.


TTM20242023202220212020201920182017201620152014
FNDE
Schwab Fundamental Emerging Markets Large Company Index ETF
4.86%4.82%4.74%5.59%4.32%2.50%3.47%3.05%2.05%1.65%2.02%1.36%
SCHH
Schwab US REIT ETF
3.28%3.22%3.24%2.55%1.50%2.86%2.87%3.66%2.22%2.81%2.48%2.18%

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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.85%
-13.99%
FNDE
SCHH

Volatility

FNDE vs. SCHH - Volatility Comparison

The current volatility for Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) is 5.17%, while Schwab US REIT ETF (SCHH) has a volatility of 5.66%. This indicates that FNDE experiences smaller price fluctuations and is considered to be less risky than SCHH 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%AugustSeptemberOctoberNovemberDecember2025
5.17%
5.66%
FNDE
SCHH