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FNDE vs. SPIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNDE vs. SPIP - Performance Comparison

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

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Returns By Period

In the year-to-date period, FNDE achieves a 13.70% return, which is significantly higher than SPIP's 1.26% return. Over the past 10 years, FNDE has outperformed SPIP with an annualized return of 11.35%, while SPIP has yielded a comparatively lower 2.57% annualized return.


FNDE

1D
0.66%
1M
2.02%
YTD
13.70%
6M
15.79%
1Y
31.37%
3Y*
19.78%
5Y*
9.29%
10Y*
11.35%

SPIP

1D
-0.08%
1M
0.28%
YTD
1.26%
6M
1.35%
1Y
4.68%
3Y*
3.94%
5Y*
0.79%
10Y*
2.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNDE vs. SPIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNDE
Schwab Fundamental Emerging Markets Equity ETF
13.70%29.46%12.10%14.99%-15.58%14.41%-2.77%19.75%-10.37%26.77%
SPIP
SPDR Portfolio TIPS ETF
1.26%6.78%2.35%2.98%-12.84%5.80%11.41%9.14%-1.53%3.16%

Correlation

The correlation between FNDE and SPIP is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2013

0.04

Over the past year, FNDE and SPIP have become more correlated (0.28) than their long-term average of 0.04, meaning their price movements have been converging.

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Return for Risk

FNDE vs. SPIP — Risk / Return Rank

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

FNDE
FNDE Risk / Return Rank: 6767
Overall Rank
FNDE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FNDE Sortino Ratio Rank: 6565
Sortino Ratio Rank
FNDE Omega Ratio Rank: 6969
Omega Ratio Rank
FNDE Calmar Ratio Rank: 6767
Calmar Ratio Rank
FNDE Martin Ratio Rank: 6767
Martin Ratio Rank

SPIP
SPIP Risk / Return Rank: 4343
Overall Rank
SPIP Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SPIP Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPIP Omega Ratio Rank: 3939
Omega Ratio Rank
SPIP Calmar Ratio Rank: 5050
Calmar Ratio Rank
SPIP Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FNDE vs. SPIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental Emerging Markets Equity ETF (FNDE) and SPDR Portfolio TIPS ETF (SPIP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FNDESPIPDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.35

1.23

+0.12

Calmar ratioReturn relative to maximum drawdown

2.93

2.22

+0.71

Martin ratioReturn relative to average drawdown

10.67

6.47

+4.20

FNDE vs. SPIP - Sharpe Ratio Comparison

The current FNDE Sharpe Ratio is 1.92, which is higher than the SPIP Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of FNDE and SPIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FNDE vs. SPIP - Drawdown Comparison

The maximum FNDE drawdown since its inception was -43.55%, which is greater than SPIP's maximum drawdown of -15.39%. Use the drawdown chart below to compare losses from any high point for FNDE and SPIP.


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Drawdown Indicators


FNDESPIPDifference

Max Drawdown

Largest peak-to-trough decline

-43.55%

-15.39%

-28.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.23%

-2.04%

-8.19%

Max Drawdown (3Y)

Largest decline over 3 years

-18.40%

-4.76%

-13.64%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-15.39%

-14.05%

Max Drawdown (10Y)

Largest decline over 10 years

-39.93%

-15.39%

-24.54%

Current Drawdown

Current decline from peak

-3.19%

-1.25%

-1.94%

Average Drawdown

Average peak-to-trough decline

-11.69%

-4.10%

-7.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

0.70%

+2.10%

Volatility

FNDE vs. SPIP - Volatility Comparison

Schwab Fundamental Emerging Markets Equity ETF (FNDE) has a higher volatility of 6.30% compared to SPDR Portfolio TIPS ETF (SPIP) at 1.02%. This indicates that FNDE's price experiences larger fluctuations and is considered to be riskier than SPIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNDESPIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

1.02%

+5.28%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

2.58%

+10.49%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

3.57%

+12.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

6.57%

+10.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

6.01%

+13.29%

FNDE vs. SPIP - Expense Ratio Comparison

FNDE has a 0.39% expense ratio, which is higher than SPIP's 0.12% expense ratio.


Dividends

FNDE vs. SPIP - Dividend Comparison

FNDE's dividend yield for the trailing twelve months is around 3.68%, less than SPIP's 4.76% yield.


PositionTTM20252024202320222021202020192018201720162015
FNDE
Schwab Fundamental Emerging Markets Equity ETF
3.68%4.19%4.82%4.74%5.59%4.32%2.50%3.47%2.98%2.05%1.65%2.02%
SPIP
SPDR Portfolio TIPS ETF
4.76%4.09%3.36%3.70%7.05%4.53%1.97%2.91%2.80%3.02%1.88%0.14%

Frequently Asked Questions


FNDE and SPIP have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNDE has higher volatility (6.30%) compared to SPIP (1.02%). In terms of maximum drawdown, FNDE dropped -43.55% vs SPIP's -15.39%.

On 10-year performance, FNDE leads with 11.35% vs 2.57% for SPIP. On fees, SPIP is cheaper at 0.12% per year. On volatility, SPIP has been the lower-risk option at 1.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FNDE has performed better with a 11.35% return vs 2.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPIP is cheaper with a 0.12% expense ratio, compared with 0.39% for FNDE.

SPIP has the higher dividend yield at 4.76%, compared with 3.68% for FNDE.

FNDE is categorized as Emerging Markets Equities, while SPIP is Inflation-Protected Bonds. FNDE tracks RAFI Fundamental High Liquidity Emerging Markets Index (Net), while SPIP tracks Bloomberg Barclays US Government Inflation-linked Bond Index. They also come from different issuers: Charles Schwab and State Street. Their fees differ too: 0.39% for FNDE and 0.12% for SPIP.

FNDE currently has the higher Sharpe Ratio (1.92 vs 1.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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