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FNDF vs. BUFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNDF vs. BUFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental International Large Company Index ETF (FNDF) and AB International Buffer ETF (BUFI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FNDF achieves a 21.21% return, which is significantly higher than BUFI's 4.92% return.


FNDF

1D
-0.67%
1M
6.97%
YTD
21.21%
6M
24.72%
1Y
44.71%
3Y*
24.10%
5Y*
13.35%
10Y*
11.93%

BUFI

1D
-0.31%
1M
1.83%
YTD
4.92%
6M
6.32%
1Y
12.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNDF vs. BUFI - Yearly Performance Comparison


2026 (YTD)20252024
FNDF
Schwab Fundamental International Large Company Index ETF
21.21%40.99%-3.33%
BUFI
AB International Buffer ETF
4.92%16.50%-1.31%

Correlation

The correlation between FNDF and BUFI is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2024

0.92

The correlation between FNDF and BUFI has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.

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Return for Risk

FNDF vs. BUFI — Risk / Return Rank

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

FNDF
FNDF Risk / Return Rank: 8484
Overall Rank
FNDF Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FNDF Sortino Ratio Rank: 8585
Sortino Ratio Rank
FNDF Omega Ratio Rank: 8585
Omega Ratio Rank
FNDF Calmar Ratio Rank: 8080
Calmar Ratio Rank
FNDF Martin Ratio Rank: 8080
Martin Ratio Rank

BUFI
BUFI Risk / Return Rank: 4747
Overall Rank
BUFI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BUFI Sortino Ratio Rank: 4646
Sortino Ratio Rank
BUFI Omega Ratio Rank: 4747
Omega Ratio Rank
BUFI Calmar Ratio Rank: 4646
Calmar Ratio Rank
BUFI Martin Ratio Rank: 5353
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.

FNDF vs. BUFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Large Company Index ETF (FNDF) and AB International Buffer ETF (BUFI). 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.


FNDFBUFIDifference
Sharpe ratioReturn per unit of total volatility

+1.46

Sortino ratioReturn per unit of downside risk

+1.64

Omega ratioGain probability vs. loss probability

1.53

1.30

+0.24

Calmar ratioReturn relative to maximum drawdown

4.24

2.26

+1.98

Martin ratioReturn relative to average drawdown

16.19

8.98

+7.21

FNDF vs. BUFI - Sharpe Ratio Comparison

The current FNDF Sharpe Ratio is 2.99, which is higher than the BUFI Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of FNDF and BUFI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FNDFBUFIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.99

1.53

+1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.50

-0.96

Drawdowns

FNDF vs. BUFI - Drawdown Comparison

The maximum FNDF drawdown since its inception was -40.14%, which is greater than BUFI's maximum drawdown of -7.43%. Use the drawdown chart below to compare losses from any high point for FNDF and BUFI.


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Drawdown Indicators


FNDFBUFIDifference

Max Drawdown

Largest peak-to-trough decline

-40.14%

-7.43%

-32.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.60%

-5.69%

-4.91%

Max Drawdown (3Y)

Largest decline over 3 years

-13.89%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

Max Drawdown (10Y)

Largest decline over 10 years

-40.14%

Current Drawdown

Current decline from peak

-0.67%

-0.32%

-0.35%

Average Drawdown

Average peak-to-trough decline

-7.64%

-0.86%

-6.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

1.43%

+1.34%

Volatility

FNDF vs. BUFI - Volatility Comparison

Schwab Fundamental International Large Company Index ETF (FNDF) has a higher volatility of 5.26% compared to AB International Buffer ETF (BUFI) at 2.20%. This indicates that FNDF's price experiences larger fluctuations and is considered to be riskier than BUFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNDFBUFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

2.20%

+3.06%

Volatility (6M)

Calculated over the trailing 6-month period

12.53%

7.05%

+5.48%

Volatility (1Y)

Calculated over the trailing 1-year period

15.06%

8.43%

+6.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

9.15%

+7.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.67%

9.15%

+8.52%

FNDF vs. BUFI - Expense Ratio Comparison

FNDF has a 0.25% expense ratio, which is lower than BUFI's 0.69% expense ratio.


Dividends

FNDF vs. BUFI - Dividend Comparison

FNDF's dividend yield for the trailing twelve months is around 2.84%, while BUFI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BUFI
AB International Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FNDF
Schwab Fundamental International Large Company Index ETF
2.84%3.44%4.01%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%

Frequently Asked Questions


With a correlation of 0.92, FNDF and BUFI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FNDF has higher volatility (5.26%) compared to BUFI (2.20%). In terms of maximum drawdown, FNDF dropped -40.14% vs BUFI's -7.43%.

On 1-year performance, FNDF leads with 44.71% vs 12.80% for BUFI. On fees, FNDF is cheaper at 0.25% per year. On volatility, BUFI has been the lower-risk option at 2.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FNDF has performed better with a 44.71% return vs 12.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FNDF is cheaper with a 0.25% expense ratio, compared with 0.69% for BUFI.

FNDF has the higher dividend yield at 2.84%, compared with 0.00% for BUFI.

FNDF is categorized as Foreign Large Cap Equities, while BUFI is Defined Outcome. They also come from different issuers: Charles Schwab and AllianceBernstein. Their fees differ too: 0.25% for FNDF and 0.69% for BUFI.

FNDF currently has the higher Sharpe Ratio (2.99 vs 1.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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