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FNDF vs. GSIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNDF vs. GSIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental International Large Company Index ETF (FNDF) and Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX). The values are adjusted to include any dividend payments, if applicable.

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FNDF vs. GSIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNDF
Schwab Fundamental International Large Company Index ETF
8.23%40.99%2.29%20.22%-7.78%14.97%3.61%18.46%-14.21%23.05%
GSIHX
Goldman Sachs GQG Partners International Opportunities Fund Class A
3.72%20.43%9.35%21.60%-11.36%12.01%15.36%27.15%-6.38%29.41%

Returns By Period

In the year-to-date period, FNDF achieves a 8.23% return, which is significantly higher than GSIHX's 3.72% 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%

GSIHX

1D
0.65%
1M
-6.13%
YTD
3.72%
6M
7.72%
1Y
15.52%
3Y*
16.98%
5Y*
10.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FNDF vs. GSIHX - Expense Ratio Comparison

FNDF has a 0.25% expense ratio, which is lower than GSIHX's 1.12% expense ratio.


Return for Risk

FNDF vs. GSIHX — Risk / Return Rank

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

FNDF
FNDF Risk / Return Rank: 9595
Overall Rank
FNDF Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FNDF Sortino Ratio Rank: 9595
Sortino Ratio Rank
FNDF Omega Ratio Rank: 9595
Omega Ratio Rank
FNDF Calmar Ratio Rank: 9494
Calmar Ratio Rank
FNDF Martin Ratio Rank: 9494
Martin Ratio Rank

GSIHX
GSIHX Risk / Return Rank: 7272
Overall Rank
GSIHX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
GSIHX Sortino Ratio Rank: 6666
Sortino Ratio Rank
GSIHX Omega Ratio Rank: 7070
Omega Ratio Rank
GSIHX Calmar Ratio Rank: 7676
Calmar Ratio Rank
GSIHX Martin Ratio Rank: 7575
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. GSIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Large Company Index ETF (FNDF) and Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX). 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.


FNDFGSIHXDifference

Sharpe ratio

Return per unit of total volatility

2.31

1.24

+1.07

Sortino ratio

Return per unit of downside risk

3.02

1.65

+1.37

Omega ratio

Gain probability vs. loss probability

1.46

1.26

+0.20

Calmar ratio

Return relative to maximum drawdown

3.52

1.76

+1.76

Martin ratio

Return relative to average drawdown

13.78

7.16

+6.62

FNDF vs. GSIHX - Sharpe Ratio Comparison

The current FNDF Sharpe Ratio is 2.31, which is higher than the GSIHX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of FNDF and GSIHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FNDFGSIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

1.24

+1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.70

+0.08

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

0.78

-0.30

Correlation

The correlation between FNDF and GSIHX is 0.81, 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. GSIHX - Dividend Comparison

FNDF's dividend yield for the trailing twelve months is around 3.18%, less than GSIHX's 4.63% yield.


TTM20252024202320222021202020192018201720162015
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%
GSIHX
Goldman Sachs GQG Partners International Opportunities Fund Class A
4.63%4.80%10.87%2.04%4.47%1.90%0.00%0.41%0.18%0.00%0.00%0.00%

Drawdowns

FNDF vs. GSIHX - Drawdown Comparison

The maximum FNDF drawdown since its inception was -40.14%, which is greater than GSIHX's maximum drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for FNDF and GSIHX.


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Drawdown Indicators


FNDFGSIHXDifference

Max Drawdown

Largest peak-to-trough decline

-40.14%

-28.79%

-11.35%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-8.78%

-2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-25.63%

+0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-40.14%

Current Drawdown

Current decline from peak

-7.26%

-6.13%

-1.13%

Average Drawdown

Average peak-to-trough decline

-7.72%

-4.99%

-2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.17%

+0.66%

Volatility

FNDF vs. GSIHX - Volatility Comparison

Schwab Fundamental International Large Company Index ETF (FNDF) has a higher volatility of 8.06% compared to Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) at 4.82%. This indicates that FNDF's price experiences larger fluctuations and is considered to be riskier than GSIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNDFGSIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

4.82%

+3.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.42%

7.37%

+4.05%

Volatility (1Y)

Calculated over the trailing 1-year period

17.50%

12.54%

+4.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

14.45%

+1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.64%

15.79%

+1.85%