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

Correlation

The correlation between FNDF and FIVA 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FNDF vs. FIVA - Performance Comparison

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

20.00%25.00%30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
45.92%
38.72%
FNDF
FIVA

Key characteristics

Sharpe Ratio

FNDF:

0.58

FIVA:

0.70

Sortino Ratio

FNDF:

0.92

FIVA:

1.07

Omega Ratio

FNDF:

1.12

FIVA:

1.14

Calmar Ratio

FNDF:

0.72

FIVA:

0.82

Martin Ratio

FNDF:

2.11

FIVA:

2.63

Ulcer Index

FNDF:

4.71%

FIVA:

4.62%

Daily Std Dev

FNDF:

17.20%

FIVA:

17.39%

Max Drawdown

FNDF:

-40.14%

FIVA:

-39.76%

Current Drawdown

FNDF:

-1.20%

FIVA:

-1.66%

Returns By Period

In the year-to-date period, FNDF achieves a 11.41% return, which is significantly lower than FIVA's 13.81% return.


FNDF

YTD

11.41%

1M

0.35%

6M

6.59%

1Y

10.59%

5Y*

15.35%

10Y*

5.86%

FIVA

YTD

13.81%

1M

0.33%

6M

8.74%

1Y

12.29%

5Y*

14.28%

10Y*

N/A

*Annualized

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FNDF vs. FIVA - Expense Ratio Comparison

FNDF has a 0.25% expense ratio, which is lower than FIVA's 0.39% expense ratio.


Expense ratio chart for FIVA: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIVA: 0.39%
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%

Risk-Adjusted Performance

FNDF vs. FIVA — 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 6363
Overall Rank
The Sharpe Ratio Rank of FNDF is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDF is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FNDF is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FNDF is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FNDF is 6060
Martin Ratio Rank

FIVA
The Risk-Adjusted Performance Rank of FIVA is 7070
Overall Rank
The Sharpe Ratio Rank of FIVA is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FIVA is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FIVA is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FIVA is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FIVA is 6868
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. FIVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Large Company Index ETF (FNDF) and Fidelity International Value Factor ETF (FIVA). 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 0.58, compared to the broader market-1.000.001.002.003.004.00
FNDF: 0.58
FIVA: 0.70
The chart of Sortino ratio for FNDF, currently valued at 0.92, compared to the broader market-2.000.002.004.006.008.00
FNDF: 0.92
FIVA: 1.07
The chart of Omega ratio for FNDF, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
FNDF: 1.12
FIVA: 1.14
The chart of Calmar ratio for FNDF, currently valued at 0.71, compared to the broader market0.002.004.006.008.0010.0012.00
FNDF: 0.72
FIVA: 0.82
The chart of Martin ratio for FNDF, currently valued at 2.11, compared to the broader market0.0020.0040.0060.00
FNDF: 2.11
FIVA: 2.63

The current FNDF Sharpe Ratio is 0.58, which is comparable to the FIVA Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FNDF and FIVA, 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 Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.58
0.70
FNDF
FIVA

Dividends

FNDF vs. FIVA - Dividend Comparison

FNDF's dividend yield for the trailing twelve months is around 3.60%, more than FIVA's 3.20% yield.


TTM20242023202220212020201920182017201620152014
FNDF
Schwab Fundamental International Large Company Index ETF
3.60%4.01%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%1.84%
FIVA
Fidelity International Value Factor ETF
3.20%3.52%3.63%3.62%3.76%2.46%3.61%3.28%0.00%0.00%0.00%0.00%

Drawdowns

FNDF vs. FIVA - Drawdown Comparison

The maximum FNDF drawdown since its inception was -40.14%, roughly equal to the maximum FIVA drawdown of -39.76%. Use the drawdown chart below to compare losses from any high point for FNDF and FIVA. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.20%
-1.66%
FNDF
FIVA

Volatility

FNDF vs. FIVA - Volatility Comparison

Schwab Fundamental International Large Company Index ETF (FNDF) and Fidelity International Value Factor ETF (FIVA) have volatilities of 11.43% and 11.21%, 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
11.43%
11.21%
FNDF
FIVA