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FNDE vs. SSHQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNDE vs. SSHQX - 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 State Street Hedged International Developed Equity Index Fund (SSHQX). The values are adjusted to include any dividend payments, if applicable.

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FNDE vs. SSHQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNDE
Schwab Fundamental Emerging Markets Large Company Index ETF
5.77%29.46%12.10%14.99%-15.58%14.41%-2.77%19.75%-10.37%26.77%
SSHQX
State Street Hedged International Developed Equity Index Fund
2.41%23.42%13.71%19.74%-4.73%19.32%-89.75%24.83%-9.27%16.85%

Returns By Period

In the year-to-date period, FNDE achieves a 5.77% return, which is significantly higher than SSHQX's 2.41% return. Over the past 10 years, FNDE has outperformed SSHQX with an annualized return of 10.20%, while SSHQX has yielded a comparatively lower -11.24% annualized 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%

SSHQX

1D
1.89%
1M
-4.81%
YTD
2.41%
6M
8.34%
1Y
21.02%
3Y*
16.59%
5Y*
12.47%
10Y*
-11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FNDE vs. SSHQX - Expense Ratio Comparison

FNDE has a 0.39% expense ratio, which is higher than SSHQX's 0.20% expense ratio.


Return for Risk

FNDE vs. SSHQX — Risk / Return Rank

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

FNDE
FNDE Risk / Return Rank: 8181
Overall Rank
FNDE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FNDE Sortino Ratio Rank: 8282
Sortino Ratio Rank
FNDE Omega Ratio Rank: 8383
Omega Ratio Rank
FNDE Calmar Ratio Rank: 7777
Calmar Ratio Rank
FNDE Martin Ratio Rank: 8282
Martin Ratio Rank

SSHQX
SSHQX Risk / Return Rank: 7373
Overall Rank
SSHQX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SSHQX Sortino Ratio Rank: 7272
Sortino Ratio Rank
SSHQX Omega Ratio Rank: 7676
Omega Ratio Rank
SSHQX Calmar Ratio Rank: 7171
Calmar Ratio Rank
SSHQX Martin Ratio Rank: 7373
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. SSHQX - 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 State Street Hedged International Developed Equity Index Fund (SSHQX). 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.


FNDESSHQXDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.36

+0.26

Sortino ratio

Return per unit of downside risk

2.19

1.89

+0.30

Omega ratio

Gain probability vs. loss probability

1.33

1.30

+0.03

Calmar ratio

Return relative to maximum drawdown

2.12

1.77

+0.35

Martin ratio

Return relative to average drawdown

9.45

7.39

+2.06

FNDE vs. SSHQX - Sharpe Ratio Comparison

The current FNDE Sharpe Ratio is 1.62, which is comparable to the SSHQX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of FNDE and SSHQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FNDESSHQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.36

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.94

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

-0.35

+0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

-0.36

+0.70

Correlation

The correlation between FNDE and SSHQX is 0.62, 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. SSHQX - Dividend Comparison

FNDE's dividend yield for the trailing twelve months is around 3.96%, more than SSHQX's 3.52% yield.


TTM20252024202320222021202020192018201720162015
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%
SSHQX
State Street Hedged International Developed Equity Index Fund
3.52%3.60%3.11%3.77%22.27%2.93%2.03%5.14%7.33%3.12%4.30%0.00%

Drawdowns

FNDE vs. SSHQX - Drawdown Comparison

The maximum FNDE drawdown since its inception was -43.55%, smaller than the maximum SSHQX drawdown of -92.12%. Use the drawdown chart below to compare losses from any high point for FNDE and SSHQX.


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Drawdown Indicators


FNDESSHQXDifference

Max Drawdown

Largest peak-to-trough decline

-43.55%

-92.12%

+48.57%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-11.15%

-2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-14.79%

-14.65%

Max Drawdown (10Y)

Largest decline over 10 years

-39.93%

-92.12%

+52.19%

Current Drawdown

Current decline from peak

-6.70%

-80.46%

+73.76%

Average Drawdown

Average peak-to-trough decline

-11.84%

-51.83%

+39.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

2.74%

+0.35%

Volatility

FNDE vs. SSHQX - Volatility Comparison

Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) has a higher volatility of 6.91% compared to State Street Hedged International Developed Equity Index Fund (SSHQX) at 6.05%. This indicates that FNDE's price experiences larger fluctuations and is considered to be riskier than SSHQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNDESSHQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

6.05%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

11.93%

9.40%

+2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

17.79%

15.69%

+2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

13.32%

+3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.41%

32.23%

-12.82%