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

Correlation

The correlation between FNDF and SPDW 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.


-0.50.00.51.01.0

Performance

FNDF vs. SPDW - Performance Comparison

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

70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
80.43%
73.70%
FNDF
SPDW

Key characteristics

Sharpe Ratio

FNDF:

0.32

SPDW:

0.47

Sortino Ratio

FNDF:

0.51

SPDW:

0.72

Omega Ratio

FNDF:

1.06

SPDW:

1.09

Calmar Ratio

FNDF:

0.40

SPDW:

0.65

Martin Ratio

FNDF:

1.20

SPDW:

1.85

Ulcer Index

FNDF:

3.38%

SPDW:

3.26%

Daily Std Dev

FNDF:

12.68%

SPDW:

12.83%

Max Drawdown

FNDF:

-40.14%

SPDW:

-60.02%

Current Drawdown

FNDF:

-10.12%

SPDW:

-9.11%

Returns By Period

In the year-to-date period, FNDF achieves a 1.40% return, which is significantly lower than SPDW's 3.24% return. Over the past 10 years, FNDF has outperformed SPDW with an annualized return of 5.46%, while SPDW has yielded a comparatively lower 5.13% annualized return.


FNDF

YTD

1.40%

1M

-2.74%

6M

-2.22%

1Y

2.43%

5Y*

6.06%

10Y*

5.46%

SPDW

YTD

3.24%

1M

-1.85%

6M

-1.01%

1Y

4.13%

5Y*

4.70%

10Y*

5.13%

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. SPDW - Expense Ratio Comparison

FNDF has a 0.25% expense ratio, which is higher than SPDW's 0.04% 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%.


FNDF
Schwab Fundamental International Large Company Index ETF
Expense ratio chart for FNDF: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for SPDW: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FNDF vs. SPDW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Large Company Index ETF (FNDF) and SPDR Portfolio World ex-US ETF (SPDW). 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.


Sharpe ratio
The chart of Sharpe ratio for FNDF, currently valued at 0.32, compared to the broader market0.002.004.000.320.47
The chart of Sortino ratio for FNDF, currently valued at 0.51, compared to the broader market-2.000.002.004.006.008.0010.000.510.72
The chart of Omega ratio for FNDF, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.09
The chart of Calmar ratio for FNDF, currently valued at 0.40, compared to the broader market0.005.0010.0015.000.400.65
The chart of Martin ratio for FNDF, currently valued at 1.20, compared to the broader market0.0020.0040.0060.0080.00100.001.201.85
FNDF
SPDW

The current FNDF Sharpe Ratio is 0.32, which is lower than the SPDW Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of FNDF and SPDW, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.32
0.47
FNDF
SPDW

Dividends

FNDF vs. SPDW - Dividend Comparison

FNDF's dividend yield for the trailing twelve months is around 4.05%, more than SPDW's 1.79% yield.


TTM20232022202120202019201820172016201520142013
FNDF
Schwab Fundamental International Large Company Index ETF
4.05%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%1.83%0.48%
SPDW
SPDR Portfolio World ex-US ETF
1.79%2.75%3.12%3.04%1.87%3.13%3.08%1.86%3.11%2.79%3.51%2.37%

Drawdowns

FNDF vs. SPDW - Drawdown Comparison

The maximum FNDF drawdown since its inception was -40.14%, smaller than the maximum SPDW drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for FNDF and SPDW. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.12%
-9.11%
FNDF
SPDW

Volatility

FNDF vs. SPDW - Volatility Comparison

Schwab Fundamental International Large Company Index ETF (FNDF) and SPDR Portfolio World ex-US ETF (SPDW) have volatilities of 3.32% and 3.40%, 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%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.32%
3.40%
FNDF
SPDW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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