FNDF vs. DFAI
Compare and contrast key facts about Schwab Fundamental International Large Company Index ETF (FNDF) and Dimensional International Core Equity Market ETF (DFAI).
FNDF and DFAI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. DFAI is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Nov 17, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNDF or DFAI.
Performance
FNDF vs. DFAI - Performance Comparison
Returns By Period
In the year-to-date period, FNDF achieves a 4.26% return, which is significantly lower than DFAI's 5.64% return.
FNDF
4.26%
-3.73%
-2.42%
10.19%
7.26%
5.44%
DFAI
5.64%
-3.76%
-0.93%
12.41%
N/A
N/A
Key characteristics
| FNDF | DFAI | |
|---|---|---|
| Sharpe Ratio | 0.76 | 0.97 |
| Sortino Ratio | 1.09 | 1.39 |
| Omega Ratio | 1.14 | 1.17 |
| Calmar Ratio | 1.15 | 1.58 |
| Martin Ratio | 3.59 | 4.72 |
| Ulcer Index | 2.67% | 2.55% |
| Daily Std Dev | 12.62% | 12.42% |
| Max Drawdown | -40.14% | -27.44% |
| Current Drawdown | -7.58% | -7.39% |
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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%.
Correlation
The correlation between FNDF and DFAI is 0.97, 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
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.
Dividends
FNDF vs. DFAI - Dividend Comparison
FNDF's dividend yield for the trailing twelve months is around 3.12%, more than DFAI's 2.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDF Schwab Fundamental International Large Company Index ETF | 3.12% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% | 1.83% | 0.48% |
DFAI Dimensional International Core Equity Market ETF | 2.49% | 2.64% | 2.72% | 2.06% | 0.09% | 0.00% | 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.
Volatility
FNDF vs. DFAI - Volatility Comparison
Schwab Fundamental International Large Company Index ETF (FNDF) has a higher volatility of 3.97% compared to Dimensional International Core Equity Market ETF (DFAI) at 3.61%. This indicates that FNDF's price experiences larger fluctuations and is considered to be riskier than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.