FNDE vs. SCHK
Compare and contrast key facts about Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) and Schwab 1000 Index ETF (SCHK).
FNDE and SCHK 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. SCHK is a passively managed fund by Charles Schwab that tracks the performance of the Schwab 1000 Index. It was launched on Oct 11, 2017. Both FNDE and SCHK are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FNDE vs. SCHK - Performance Comparison
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FNDE vs. SCHK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 5.80% | 29.46% | 12.10% | 14.99% | -15.58% | 14.41% | -2.77% | 19.75% | -10.37% | 2.98% |
SCHK Schwab 1000 Index ETF | -3.36% | 17.23% | 24.48% | 26.63% | -19.51% | 26.17% | 20.75% | 31.31% | -5.09% | 5.07% |
Returns By Period
In the year-to-date period, FNDE achieves a 5.80% return, which is significantly higher than SCHK's -3.36% return.
FNDE
- 1D
- 0.03%
- 1M
- -1.24%
- YTD
- 5.80%
- 6M
- 8.85%
- 1Y
- 31.40%
- 3Y*
- 18.68%
- 5Y*
- 9.45%
- 10Y*
- 10.44%
SCHK
- 1D
- 0.16%
- 1M
- -3.97%
- YTD
- -3.36%
- 6M
- -1.53%
- 1Y
- 23.71%
- 3Y*
- 18.31%
- 5Y*
- 11.13%
- 10Y*
- —
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FNDE vs. SCHK - Expense Ratio Comparison
FNDE has a 0.39% expense ratio, which is higher than SCHK's 0.05% expense ratio.
Return for Risk
FNDE vs. SCHK — Risk / Return Rank
FNDE
SCHK
FNDE vs. SCHK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) and Schwab 1000 Index ETF (SCHK). 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.
| FNDE | SCHK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.63 | 0.94 | +0.68 |
Sortino ratioReturn per unit of downside risk | 2.20 | 1.46 | +0.75 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.22 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.49 | +0.61 |
Martin ratioReturn relative to average drawdown | 9.26 | 7.01 | +2.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FNDE | SCHK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 0.94 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.65 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.69 | -0.35 |
Correlation
The correlation between FNDE and SCHK is 0.65, 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.
Dividends
FNDE vs. SCHK - Dividend Comparison
FNDE's dividend yield for the trailing twelve months is around 3.96%, more than SCHK's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 3.96% | 4.19% | 4.82% | 4.74% | 5.59% | 4.32% | 2.50% | 3.47% | 2.98% | 2.05% | 1.65% | 2.02% |
SCHK Schwab 1000 Index ETF | 1.16% | 1.09% | 1.20% | 1.38% | 1.57% | 1.17% | 1.58% | 1.82% | 1.80% | 0.31% | 0.00% | 0.00% |
Drawdowns
FNDE vs. SCHK - Drawdown Comparison
The maximum FNDE drawdown since its inception was -43.55%, which is greater than SCHK's maximum drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for FNDE and SCHK.
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Drawdown Indicators
| FNDE | SCHK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.55% | -34.80% | -8.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.23% | -8.97% | -1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -29.44% | -25.44% | -4.00% |
Max Drawdown (10Y)Largest decline over 10 years | -39.93% | — | — |
Current DrawdownCurrent decline from peak | -6.68% | -5.40% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -11.84% | -5.27% | -6.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.62% | +0.49% |
Volatility
FNDE vs. SCHK - Volatility Comparison
Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) has a higher volatility of 6.90% compared to Schwab 1000 Index ETF (SCHK) at 5.42%. This indicates that FNDE's price experiences larger fluctuations and is considered to be riskier than SCHK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNDE | SCHK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 5.42% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 11.93% | 9.80% | +2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.79% | 18.61% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.86% | 17.23% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.40% | 19.23% | +0.17% |