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FNDF vs. DFAI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNDF and DFAI is 0.72, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FNDF vs. DFAI - Performance Comparison

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

20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
54.89%
42.31%
FNDF
DFAI

Key characteristics

Sharpe Ratio

FNDF:

0.61

DFAI:

0.74

Sortino Ratio

FNDF:

0.96

DFAI:

1.13

Omega Ratio

FNDF:

1.13

DFAI:

1.15

Calmar Ratio

FNDF:

0.75

DFAI:

0.94

Martin Ratio

FNDF:

2.21

DFAI:

2.95

Ulcer Index

FNDF:

4.71%

DFAI:

4.21%

Daily Std Dev

FNDF:

17.20%

DFAI:

16.84%

Max Drawdown

FNDF:

-40.14%

DFAI:

-27.44%

Current Drawdown

FNDF:

-1.44%

DFAI:

-0.96%

Returns By Period

In the year-to-date period, FNDF achieves a 11.14% return, which is significantly higher than DFAI's 9.89% return.


FNDF

YTD

11.14%

1M

-0.70%

6M

6.03%

1Y

9.85%

5Y*

15.31%

10Y*

5.84%

DFAI

YTD

9.89%

1M

-0.37%

6M

5.87%

1Y

11.66%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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FNDF vs. DFAI - Expense Ratio Comparison

FNDF has a 0.25% expense ratio, which is higher than DFAI's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for FNDF: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNDF: 0.25%
Expense ratio chart for DFAI: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFAI: 0.18%

Risk-Adjusted Performance

FNDF vs. DFAI — Risk-Adjusted Performance Rank

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

FNDF
The Risk-Adjusted Performance Rank of FNDF is 6767
Overall Rank
The Sharpe Ratio Rank of FNDF is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDF is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FNDF is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FNDF is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FNDF is 6464
Martin Ratio Rank

DFAI
The Risk-Adjusted Performance Rank of DFAI is 7474
Overall Rank
The Sharpe Ratio Rank of DFAI is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAI is 7272
Sortino Ratio Rank
The Omega Ratio Rank of DFAI is 7272
Omega Ratio Rank
The Calmar Ratio Rank of DFAI is 8282
Calmar Ratio Rank
The Martin Ratio Rank of DFAI is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FNDF vs. DFAI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Large Company Index ETF (FNDF) and Dimensional International Core Equity Market ETF (DFAI). 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.


The chart of Sharpe ratio for FNDF, currently valued at 0.61, compared to the broader market-1.000.001.002.003.004.00
FNDF: 0.61
DFAI: 0.74
The chart of Sortino ratio for FNDF, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.00
FNDF: 0.96
DFAI: 1.13
The chart of Omega ratio for FNDF, currently valued at 1.13, compared to the broader market0.501.001.502.00
FNDF: 1.13
DFAI: 1.15
The chart of Calmar ratio for FNDF, currently valued at 0.75, compared to the broader market0.002.004.006.008.0010.0012.00
FNDF: 0.75
DFAI: 0.94
The chart of Martin ratio for FNDF, currently valued at 2.21, compared to the broader market0.0020.0040.0060.00
FNDF: 2.21
DFAI: 2.95

The current FNDF Sharpe Ratio is 0.61, which is comparable to the DFAI Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FNDF and DFAI, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.61
0.74
FNDF
DFAI

Dividends

FNDF vs. DFAI - Dividend Comparison

FNDF's dividend yield for the trailing twelve months is around 3.61%, more than DFAI's 2.64% yield.


TTM20242023202220212020201920182017201620152014
FNDF
Schwab Fundamental International Large Company Index ETF
3.61%4.01%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%1.84%
DFAI
Dimensional International Core Equity Market ETF
2.64%2.72%2.64%2.72%2.06%0.09%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FNDF vs. DFAI - Drawdown Comparison

The maximum FNDF drawdown since its inception was -40.14%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for FNDF and DFAI. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.44%
-0.96%
FNDF
DFAI

Volatility

FNDF vs. DFAI - Volatility Comparison

Schwab Fundamental International Large Company Index ETF (FNDF) and Dimensional International Core Equity Market ETF (DFAI) have volatilities of 11.46% and 11.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.46%
11.30%
FNDF
DFAI