FNDE vs. VWO
Compare and contrast key facts about Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) and Vanguard FTSE Emerging Markets ETF (VWO).
FNDE and VWO 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. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005. Both FNDE and VWO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNDE or VWO.
Performance
FNDE vs. VWO - Performance Comparison
Returns By Period
In the year-to-date period, FNDE achieves a 14.23% return, which is significantly higher than VWO's 11.71% return. Over the past 10 years, FNDE has outperformed VWO with an annualized return of 5.02%, while VWO has yielded a comparatively lower 3.36% annualized return.
FNDE
14.23%
-4.00%
2.28%
19.15%
5.50%
5.02%
VWO
11.71%
-4.06%
3.31%
15.58%
4.50%
3.36%
Key characteristics
| FNDE | VWO | |
|---|---|---|
| Sharpe Ratio | 1.11 | 1.01 |
| Sortino Ratio | 1.63 | 1.50 |
| Omega Ratio | 1.20 | 1.19 |
| Calmar Ratio | 1.27 | 0.63 |
| Martin Ratio | 5.18 | 5.01 |
| Ulcer Index | 3.59% | 2.98% |
| Daily Std Dev | 16.81% | 14.73% |
| Max Drawdown | -43.55% | -67.68% |
| Current Drawdown | -9.40% | -10.08% |
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FNDE vs. VWO - Expense Ratio Comparison
FNDE has a 0.39% expense ratio, which is higher than VWO's 0.08% expense ratio.
Correlation
The correlation between FNDE and VWO is 0.94, 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. VWO - 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 FTSE Emerging Markets ETF (VWO). 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. VWO - Dividend Comparison
FNDE's dividend yield for the trailing twelve months is around 4.06%, more than VWO's 2.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 4.06% | 4.74% | 5.59% | 4.31% | 2.49% | 3.47% | 3.05% | 2.05% | 1.65% | 2.02% | 1.36% | 0.51% |
VWO Vanguard FTSE Emerging Markets ETF | 2.65% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Drawdowns
FNDE vs. VWO - Drawdown Comparison
The maximum FNDE drawdown since its inception was -43.55%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for FNDE and VWO. For additional features, visit the drawdowns tool.
Volatility
FNDE vs. VWO - Volatility Comparison
Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) has a higher volatility of 5.60% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 4.49%. This indicates that FNDE's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.