FNDE vs. VWIGX
Compare and contrast key facts about Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) and Vanguard International Growth Fund Investor Shares (VWIGX).
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. VWIGX is managed by Vanguard. It was launched on Sep 30, 1981.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNDE or VWIGX.
Performance
FNDE vs. VWIGX - Performance Comparison
Returns By Period
In the year-to-date period, FNDE achieves a 14.00% return, which is significantly higher than VWIGX's 11.59% return. Over the past 10 years, FNDE has underperformed VWIGX with an annualized return of 5.05%, while VWIGX has yielded a comparatively higher 8.28% annualized return.
FNDE
14.00%
-4.33%
3.07%
19.31%
5.45%
5.05%
VWIGX
11.59%
-2.30%
2.06%
17.52%
8.49%
8.28%
Key characteristics
| FNDE | VWIGX | |
|---|---|---|
| Sharpe Ratio | 1.13 | 1.11 |
| Sortino Ratio | 1.66 | 1.61 |
| Omega Ratio | 1.21 | 1.20 |
| Calmar Ratio | 1.30 | 0.53 |
| Martin Ratio | 5.20 | 6.46 |
| Ulcer Index | 3.64% | 2.77% |
| Daily Std Dev | 16.80% | 16.10% |
| Max Drawdown | -43.55% | -59.58% |
| Current Drawdown | -9.57% | -22.31% |
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FNDE vs. VWIGX - Expense Ratio Comparison
FNDE has a 0.39% expense ratio, which is lower than VWIGX's 0.43% expense ratio.
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.
Risk-Adjusted Performance
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.
Dividends
FNDE vs. VWIGX - Dividend Comparison
FNDE's dividend yield for the trailing twelve months is around 4.07%, more than VWIGX's 0.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 4.07% | 4.74% | 5.59% | 4.31% | 2.49% | 3.47% | 3.05% | 2.05% | 1.65% | 2.02% | 1.36% | 0.51% |
VWIGX Vanguard International Growth Fund Investor Shares | 0.90% | 1.01% | 1.37% | 0.93% | 0.21% | 1.20% | 1.62% | 0.84% | 1.26% | 1.39% | 2.29% | 1.44% |
Drawdowns
FNDE vs. VWIGX - Drawdown Comparison
The maximum FNDE drawdown since its inception was -43.55%, smaller than the maximum VWIGX drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for FNDE and VWIGX. For additional features, visit the drawdowns tool.
Volatility
FNDE vs. VWIGX - Volatility Comparison
Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) has a higher volatility of 5.55% compared to Vanguard International Growth Fund Investor Shares (VWIGX) at 3.58%. This indicates that FNDE's price experiences larger fluctuations and is considered to be riskier than VWIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.