FNDF vs. DESIX
Compare and contrast key facts about Schwab Fundamental International Large Company Index ETF (FNDF) and DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX).
FNDF is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental Developed ex-U.S. Large Company Index. It was launched on Aug 15, 2013. DESIX is managed by Dimensional. It was launched on Mar 26, 2018.
Performance
FNDF vs. DESIX - Performance Comparison
Loading graphics...
FNDF vs. DESIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FNDF Schwab Fundamental International Large Company Index ETF | 8.23% | 40.99% | 2.29% | 20.22% | -7.78% | 14.97% | 3.61% | 18.46% | -10.87% |
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | -1.30% | 27.87% | 6.66% | 14.24% | -18.07% | 24.59% | 14.05% | 16.69% | -6.48% |
Returns By Period
In the year-to-date period, FNDF achieves a 8.23% return, which is significantly higher than DESIX's -1.30% return.
FNDF
- 1D
- 2.95%
- 1M
- -7.26%
- YTD
- 8.23%
- 6M
- 17.33%
- 1Y
- 40.22%
- 3Y*
- 20.38%
- 5Y*
- 12.44%
- 10Y*
- 11.09%
DESIX
- 1D
- -1.13%
- 1M
- -11.90%
- YTD
- -1.30%
- 6M
- 0.35%
- 1Y
- 24.39%
- 3Y*
- 13.31%
- 5Y*
- 8.46%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FNDF vs. DESIX - Expense Ratio Comparison
FNDF has a 0.25% expense ratio, which is lower than DESIX's 0.46% expense ratio.
Return for Risk
FNDF vs. DESIX — Risk / Return Rank
FNDF
DESIX
FNDF vs. DESIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Large Company Index ETF (FNDF) and DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX). 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.
| FNDF | DESIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.31 | 1.54 | +0.78 |
Sortino ratioReturn per unit of downside risk | 3.02 | 2.03 | +0.99 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.29 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 3.52 | 1.68 | +1.84 |
Martin ratioReturn relative to average drawdown | 13.78 | 6.42 | +7.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FNDF | DESIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 1.54 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.47 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.49 | 0.00 |
Correlation
The correlation between FNDF and DESIX is 0.71, 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.
Dividends
FNDF vs. DESIX - Dividend Comparison
FNDF's dividend yield for the trailing twelve months is around 3.18%, more than DESIX's 2.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDF Schwab Fundamental International Large Company Index ETF | 3.18% | 3.44% | 4.01% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% |
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | 2.67% | 2.63% | 2.79% | 2.85% | 2.51% | 22.49% | 1.38% | 1.99% | 1.21% | 0.00% | 0.00% | 0.00% |
Drawdowns
FNDF vs. DESIX - Drawdown Comparison
The maximum FNDF drawdown since its inception was -40.14%, which is greater than DESIX's maximum drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for FNDF and DESIX.
Loading graphics...
Drawdown Indicators
| FNDF | DESIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.14% | -36.03% | -4.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.08% | -12.70% | +1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -29.09% | +3.53% |
Max Drawdown (10Y)Largest decline over 10 years | -40.14% | — | — |
Current DrawdownCurrent decline from peak | -7.26% | -12.70% | +5.44% |
Average DrawdownAverage peak-to-trough decline | -7.72% | -7.86% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 3.32% | -0.49% |
Volatility
FNDF vs. DESIX - Volatility Comparison
Schwab Fundamental International Large Company Index ETF (FNDF) has a higher volatility of 8.06% compared to DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) at 7.33%. This indicates that FNDF's price experiences larger fluctuations and is considered to be riskier than DESIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FNDF | DESIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 7.33% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 10.95% | +0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.50% | 15.51% | +1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 18.17% | -2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.64% | 18.51% | -0.87% |