FNDE vs. SCHY
Compare and contrast key facts about Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) and Schwab International Dividend Equity ETF (SCHY).
FNDE and SCHY 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. SCHY is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones International Dividend 100 Index. It was launched on Apr 29, 2021. Both FNDE and SCHY 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. SCHY - Performance Comparison
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FNDE vs. SCHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 5.77% | 29.46% | 12.10% | 14.99% | -15.58% | 1.55% |
SCHY Schwab International Dividend Equity ETF | 7.07% | 33.98% | -1.79% | 14.27% | -9.43% | 4.08% |
Returns By Period
In the year-to-date period, FNDE achieves a 5.77% return, which is significantly lower than SCHY's 7.07% return.
FNDE
- 1D
- -0.31%
- 1M
- -4.39%
- YTD
- 5.77%
- 6M
- 8.85%
- 1Y
- 28.73%
- 3Y*
- 18.86%
- 5Y*
- 9.45%
- 10Y*
- 10.20%
SCHY
- 1D
- 0.25%
- 1M
- -4.32%
- YTD
- 7.07%
- 6M
- 14.73%
- 1Y
- 29.70%
- 3Y*
- 15.16%
- 5Y*
- —
- 10Y*
- —
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FNDE vs. SCHY - Expense Ratio Comparison
FNDE has a 0.39% expense ratio, which is higher than SCHY's 0.14% expense ratio.
Return for Risk
FNDE vs. SCHY — Risk / Return Rank
FNDE
SCHY
FNDE vs. SCHY - 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 International Dividend Equity ETF (SCHY). 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 | SCHY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 2.14 | -0.52 |
Sortino ratioReturn per unit of downside risk | 2.19 | 2.83 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 3.29 | -1.16 |
Martin ratioReturn relative to average drawdown | 9.45 | 12.05 | -2.60 |
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 | SCHY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 2.14 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.67 | -0.33 |
Correlation
The correlation between FNDE and SCHY is 0.72, 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.
Dividends
FNDE vs. SCHY - Dividend Comparison
FNDE's dividend yield for the trailing twelve months is around 3.96%, more than SCHY's 3.47% 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% |
SCHY Schwab International Dividend Equity ETF | 3.47% | 3.55% | 4.64% | 3.97% | 3.67% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FNDE vs. SCHY - Drawdown Comparison
The maximum FNDE drawdown since its inception was -43.55%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for FNDE and SCHY.
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Drawdown Indicators
| FNDE | SCHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.55% | -24.04% | -19.51% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -9.11% | -4.56% |
Max Drawdown (5Y)Largest decline over 5 years | -29.44% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.93% | — | — |
Current DrawdownCurrent decline from peak | -6.70% | -5.90% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -11.84% | -5.00% | -6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.49% | +0.60% |
Volatility
FNDE vs. SCHY - Volatility Comparison
Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) has a higher volatility of 6.91% compared to Schwab International Dividend Equity ETF (SCHY) at 5.39%. This indicates that FNDE's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNDE | SCHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 5.39% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 11.93% | 9.04% | +2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.79% | 13.95% | +3.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 13.24% | +3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.41% | 13.24% | +6.17% |