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

Correlation

The correlation between FNDE and VWIGX is 0.74, 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.


-0.50.00.51.00.7

Performance

FNDE vs. VWIGX - 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 Vanguard International Growth Fund Investor Shares (VWIGX). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%AugustSeptemberOctoberNovemberDecember2025
65.29%
79.88%
FNDE
VWIGX

Key characteristics

Sharpe Ratio

FNDE:

1.09

VWIGX:

0.44

Sortino Ratio

FNDE:

1.62

VWIGX:

0.65

Omega Ratio

FNDE:

1.21

VWIGX:

1.10

Calmar Ratio

FNDE:

1.32

VWIGX:

0.19

Martin Ratio

FNDE:

3.48

VWIGX:

1.82

Ulcer Index

FNDE:

5.34%

VWIGX:

4.56%

Daily Std Dev

FNDE:

17.03%

VWIGX:

19.06%

Max Drawdown

FNDE:

-43.55%

VWIGX:

-65.63%

Current Drawdown

FNDE:

-11.36%

VWIGX:

-40.18%

Returns By Period

In the year-to-date period, FNDE achieves a -0.31% return, which is significantly lower than VWIGX's 2.69% return. Both investments have delivered pretty close results over the past 10 years, with FNDE having a 5.49% annualized return and VWIGX not far ahead at 5.50%.


FNDE

YTD

-0.31%

1M

0.03%

6M

2.04%

1Y

16.83%

5Y*

3.58%

10Y*

5.49%

VWIGX

YTD

2.69%

1M

1.93%

6M

-4.37%

1Y

7.20%

5Y*

0.41%

10Y*

5.50%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FNDE vs. VWIGX - Expense Ratio Comparison

FNDE has a 0.39% expense ratio, which is lower than VWIGX's 0.43% expense ratio.


VWIGX
Vanguard International Growth Fund Investor Shares
Expense ratio chart for VWIGX: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
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%

Risk-Adjusted Performance

FNDE vs. VWIGX — 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 4242
Overall Rank
The Sharpe Ratio Rank of FNDE is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDE is 4141
Sortino Ratio Rank
The Omega Ratio Rank of FNDE is 4242
Omega Ratio Rank
The Calmar Ratio Rank of FNDE is 4848
Calmar Ratio Rank
The Martin Ratio Rank of FNDE is 3535
Martin Ratio Rank

VWIGX
The Risk-Adjusted Performance Rank of VWIGX is 1818
Overall Rank
The Sharpe Ratio Rank of VWIGX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIGX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of VWIGX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of VWIGX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of VWIGX is 2323
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. VWIGX - 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 Vanguard International Growth Fund Investor Shares (VWIGX). 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.


Sharpe ratio
The chart of Sharpe ratio for FNDE, currently valued at 1.09, compared to the broader market0.002.004.001.090.44
The chart of Sortino ratio for FNDE, currently valued at 1.62, compared to the broader market0.005.0010.001.620.65
The chart of Omega ratio for FNDE, currently valued at 1.21, compared to the broader market1.002.003.001.211.10
The chart of Calmar ratio for FNDE, currently valued at 1.32, compared to the broader market0.005.0010.0015.0020.001.320.19
The chart of Martin ratio for FNDE, currently valued at 3.48, compared to the broader market0.0020.0040.0060.0080.00100.003.481.82
FNDE
VWIGX

The current FNDE Sharpe Ratio is 1.09, which is higher than the VWIGX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of FNDE and VWIGX, 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
1.09
0.44
FNDE
VWIGX

Dividends

FNDE vs. VWIGX - Dividend Comparison

FNDE's dividend yield for the trailing twelve months is around 4.83%, more than VWIGX's 0.80% yield.


TTM20242023202220212020201920182017201620152014
FNDE
Schwab Fundamental Emerging Markets Large Company Index ETF
4.83%4.82%4.74%5.59%4.31%2.49%3.47%3.05%2.05%1.65%2.02%1.36%
VWIGX
Vanguard International Growth Fund Investor Shares
0.80%0.83%1.01%1.37%0.93%0.21%1.20%1.62%0.84%2.53%1.39%2.29%

Drawdowns

FNDE vs. VWIGX - Drawdown Comparison

The maximum FNDE drawdown since its inception was -43.55%, smaller than the maximum VWIGX drawdown of -65.63%. Use the drawdown chart below to compare losses from any high point for FNDE and VWIGX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.36%
-40.18%
FNDE
VWIGX

Volatility

FNDE vs. VWIGX - Volatility Comparison

The current volatility for Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) is 4.23%, while Vanguard International Growth Fund Investor Shares (VWIGX) has a volatility of 11.99%. This indicates that FNDE experiences smaller price fluctuations and is considered to be less risky than VWIGX 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%12.00%AugustSeptemberOctoberNovemberDecember2025
4.23%
11.99%
FNDE
VWIGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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