PortfoliosLab logo
FNDF vs. SCHF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNDF and SCHF is 0.76, 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.


Performance

FNDF vs. SCHF - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

FNDF:

0.56

SCHF:

0.68

Sortino Ratio

FNDF:

0.92

SCHF:

1.10

Omega Ratio

FNDF:

1.12

SCHF:

1.15

Calmar Ratio

FNDF:

0.71

SCHF:

0.90

Martin Ratio

FNDF:

2.09

SCHF:

2.71

Ulcer Index

FNDF:

4.71%

SCHF:

4.43%

Daily Std Dev

FNDF:

17.15%

SCHF:

17.13%

Max Drawdown

FNDF:

-40.14%

SCHF:

-34.64%

Current Drawdown

FNDF:

0.00%

SCHF:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with FNDF having a 15.27% return and SCHF slightly lower at 14.54%. Over the past 10 years, FNDF has underperformed SCHF with an annualized return of 6.22%, while SCHF has yielded a comparatively higher 6.89% annualized return.


FNDF

YTD

15.27%

1M

8.11%

6M

13.52%

1Y

9.59%

5Y*

16.26%

10Y*

6.22%

SCHF

YTD

14.54%

1M

8.56%

6M

13.28%

1Y

11.52%

5Y*

14.48%

10Y*

6.89%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FNDF vs. SCHF - Expense Ratio Comparison

FNDF has a 0.25% expense ratio, which is higher than SCHF's 0.06% 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%.


Risk-Adjusted Performance

FNDF vs. SCHF — 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 5858
Overall Rank
The Sharpe Ratio Rank of FNDF is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDF is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FNDF is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FNDF is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FNDF is 5757
Martin Ratio Rank

SCHF
The Risk-Adjusted Performance Rank of SCHF is 6868
Overall Rank
The Sharpe Ratio Rank of SCHF is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHF is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SCHF is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SCHF is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SCHF is 6767
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. SCHF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Large Company Index ETF (FNDF) and Schwab International Equity ETF (SCHF). 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 current FNDF Sharpe Ratio is 0.56, which is comparable to the SCHF Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of FNDF and SCHF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

FNDF vs. SCHF - Dividend Comparison

FNDF's dividend yield for the trailing twelve months is around 3.48%, more than SCHF's 2.85% yield.


TTM20242023202220212020201920182017201620152014
FNDF
Schwab Fundamental International Large Company Index ETF
3.48%4.01%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%1.83%
SCHF
Schwab International Equity ETF
2.85%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%2.90%

Drawdowns

FNDF vs. SCHF - Drawdown Comparison

The maximum FNDF drawdown since its inception was -40.14%, which is greater than SCHF's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for FNDF and SCHF. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FNDF vs. SCHF - Volatility Comparison

Schwab Fundamental International Large Company Index ETF (FNDF) and Schwab International Equity ETF (SCHF) have volatilities of 3.22% and 3.21%, 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.


Loading data...