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FNDF vs. FLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNDF vs. FLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental International Equity ETF (FNDF) and VanEck IG Floating Rate ETF (FLTR). 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 19.13% return, which is significantly higher than FLTR's 2.11% return. Over the past 10 years, FNDF has outperformed FLTR with an annualized return of 12.05%, while FLTR has yielded a comparatively lower 3.50% annualized return.


FNDF

1D
-1.01%
1M
1.74%
YTD
19.13%
6M
21.69%
1Y
42.19%
3Y*
22.12%
5Y*
13.97%
10Y*
12.05%

FLTR

1D
0.04%
1M
0.50%
YTD
2.11%
6M
2.40%
1Y
5.34%
3Y*
6.13%
5Y*
4.53%
10Y*
3.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNDF vs. FLTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNDF
Schwab Fundamental International Equity ETF
19.13%40.99%2.29%20.22%-7.78%14.97%3.61%18.46%-14.21%23.98%
FLTR
VanEck IG Floating Rate ETF
2.11%5.22%7.38%7.41%0.74%0.55%1.44%5.70%0.30%2.80%

Correlation

The correlation between FNDF and FLTR is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2013

0.13

The correlation between FNDF and FLTR shifts across timeframes, from 0.13 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FNDF vs. FLTR — 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: 8484
Sortino Ratio Rank
FNDF Omega Ratio Rank: 8585
Omega Ratio Rank
FNDF Calmar Ratio Rank: 8282
Calmar Ratio Rank
FNDF Martin Ratio Rank: 8181
Martin Ratio Rank

FLTR
FLTR Risk / Return Rank: 9999
Overall Rank
FLTR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLTR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLTR Omega Ratio Rank: 9999
Omega Ratio Rank
FLTR Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLTR Martin Ratio Rank: 9999
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. FLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Equity ETF (FNDF) and VanEck IG Floating Rate ETF (FLTR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FNDFFLTRDifference
Sharpe ratioReturn per unit of total volatility

-4.02

Sortino ratioReturn per unit of downside risk

-8.97

Omega ratioGain probability vs. loss probability

1.48

3.10

-1.62

Calmar ratioReturn relative to maximum drawdown

4.00

17.09

-13.09

Martin ratioReturn relative to average drawdown

14.95

100.68

-85.73

FNDF vs. FLTR - Sharpe Ratio Comparison

The current FNDF Sharpe Ratio is 2.66, which is lower than the FLTR Sharpe Ratio of 6.68. The chart below compares the historical Sharpe Ratios of FNDF and FLTR, 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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Drawdowns

FNDF vs. FLTR - Drawdown Comparison

The maximum FNDF drawdown since its inception was -40.14%, which is greater than FLTR's maximum drawdown of -17.84%. Use the drawdown chart below to compare losses from any high point for FNDF and FLTR.


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Drawdown Indicators


FNDFFLTRDifference

Max Drawdown

Largest peak-to-trough decline

-40.14%

-17.84%

-22.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.60%

-0.31%

-10.29%

Max Drawdown (3Y)

Largest decline over 3 years

-13.89%

-1.93%

-11.96%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-3.06%

-22.50%

Max Drawdown (10Y)

Largest decline over 10 years

-40.14%

-17.84%

-22.30%

Current Drawdown

Current decline from peak

-2.37%

-0.08%

-2.29%

Average Drawdown

Average peak-to-trough decline

-7.63%

-0.67%

-6.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

0.05%

+2.78%

Volatility

FNDF vs. FLTR - Volatility Comparison

Schwab Fundamental International Equity ETF (FNDF) has a higher volatility of 6.43% compared to VanEck IG Floating Rate ETF (FLTR) at 0.29%. This indicates that FNDF's price experiences larger fluctuations and is considered to be riskier than FLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNDFFLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

0.29%

+6.14%

Volatility (6M)

Calculated over the trailing 6-month period

13.69%

0.65%

+13.04%

Volatility (1Y)

Calculated over the trailing 1-year period

16.01%

0.80%

+15.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.36%

2.13%

+14.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.70%

5.00%

+12.70%

FNDF vs. FLTR - Expense Ratio Comparison

FNDF has a 0.25% expense ratio, which is higher than FLTR's 0.14% 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%.


Dividends

FNDF vs. FLTR - Dividend Comparison

FNDF's dividend yield for the trailing twelve months is around 2.89%, less than FLTR's 4.72% yield.


PositionTTM20252024202320222021202020192018201720162015
FLTR
VanEck IG Floating Rate ETF
4.72%4.97%5.93%6.07%2.29%0.63%1.49%3.05%2.67%1.69%1.16%0.71%
FNDF
Schwab Fundamental International Equity ETF
2.89%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


FNDF and FLTR have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNDF has higher volatility (6.43%) compared to FLTR (0.29%). In terms of maximum drawdown, FNDF dropped -40.14% vs FLTR's -17.84%.

On 10-year performance, FNDF leads with 12.05% vs 3.50% for FLTR. On fees, FLTR is cheaper at 0.14% per year. On volatility, FLTR has been the lower-risk option at 0.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FNDF has performed better with a 12.05% return vs 3.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLTR is cheaper with a 0.14% expense ratio, compared with 0.25% for FNDF.

FLTR has the higher dividend yield at 4.72%, compared with 2.89% for FNDF.

FNDF is categorized as Foreign Large Cap Equities, while FLTR is Corporate Bonds. FNDF tracks RAFI Fundamental High Liquidity Developed ex US Large Index (Net), while FLTR tracks MVIS US Investment Grade Floating Rate Index. They also come from different issuers: Charles Schwab and VanEck. Their fees differ too: 0.25% for FNDF and 0.14% for FLTR.

FLTR currently has the higher Sharpe Ratio (6.68 vs 2.66), 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.

Portfolio Optimizer

Find the right allocation for FNDF and FLTR

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