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

Correlation

The correlation between FNDE and VWO is 0.93, 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.


-0.50.00.51.00.9

Performance

FNDE vs. VWO - 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 FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
66.09%
56.34%
FNDE
VWO

Key characteristics

Sharpe Ratio

FNDE:

0.99

VWO:

1.05

Sortino Ratio

FNDE:

1.49

VWO:

1.54

Omega Ratio

FNDE:

1.19

VWO:

1.19

Calmar Ratio

FNDE:

1.17

VWO:

0.66

Martin Ratio

FNDE:

3.80

VWO:

4.30

Ulcer Index

FNDE:

4.51%

VWO:

3.64%

Daily Std Dev

FNDE:

17.22%

VWO:

14.94%

Max Drawdown

FNDE:

-43.55%

VWO:

-67.68%

Current Drawdown

FNDE:

-10.94%

VWO:

-10.25%

Returns By Period

In the year-to-date period, FNDE achieves a 12.29% return, which is significantly higher than VWO's 11.50% return. Over the past 10 years, FNDE has outperformed VWO with an annualized return of 5.72%, while VWO has yielded a comparatively lower 4.14% annualized return.


FNDE

YTD

12.29%

1M

-1.70%

6M

1.96%

1Y

14.78%

5Y*

4.15%

10Y*

5.72%

VWO

YTD

11.50%

1M

0.16%

6M

3.77%

1Y

13.82%

5Y*

3.23%

10Y*

4.14%

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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.


FNDE
Schwab Fundamental Emerging Markets Large Company Index ETF
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%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

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.


Sharpe ratio
The chart of Sharpe ratio for FNDE, currently valued at 0.99, compared to the broader market0.002.004.000.991.05
The chart of Sortino ratio for FNDE, currently valued at 1.49, compared to the broader market-2.000.002.004.006.008.0010.001.491.54
The chart of Omega ratio for FNDE, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.19
The chart of Calmar ratio for FNDE, currently valued at 1.17, compared to the broader market0.005.0010.0015.001.170.66
The chart of Martin ratio for FNDE, currently valued at 3.80, compared to the broader market0.0020.0040.0060.0080.00100.003.804.30
FNDE
VWO

The current FNDE Sharpe Ratio is 0.99, which is comparable to the VWO Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FNDE and VWO, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.99
1.05
FNDE
VWO

Dividends

FNDE vs. VWO - Dividend Comparison

FNDE's dividend yield for the trailing twelve months is around 4.81%, more than VWO's 3.17% yield.


TTM20232022202120202019201820172016201520142013
FNDE
Schwab Fundamental Emerging Markets Large Company Index ETF
4.81%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
3.17%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.94%
-10.25%
FNDE
VWO

Volatility

FNDE vs. VWO - Volatility Comparison

Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) has a higher volatility of 5.09% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 4.30%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.09%
4.30%
FNDE
VWO
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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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