FNDF vs. VFIAX
Compare and contrast key facts about Schwab Fundamental International Large Company Index ETF (FNDF) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
FNDF is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental Developed ex-U.S. Large Company Index. It was launched on Aug 15, 2013. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNDF or VFIAX.
Performance
FNDF vs. VFIAX - Performance Comparison
Returns By Period
In the year-to-date period, FNDF achieves a 4.56% return, which is significantly lower than VFIAX's 25.52% return. Over the past 10 years, FNDF has underperformed VFIAX with an annualized return of 5.47%, while VFIAX has yielded a comparatively higher 13.13% annualized return.
FNDF
4.56%
-4.53%
-3.16%
9.90%
7.40%
5.47%
VFIAX
25.52%
1.00%
11.90%
31.88%
15.59%
13.13%
Key characteristics
| FNDF | VFIAX | |
|---|---|---|
| Sharpe Ratio | 0.81 | 2.68 |
| Sortino Ratio | 1.15 | 3.58 |
| Omega Ratio | 1.14 | 1.50 |
| Calmar Ratio | 1.23 | 3.89 |
| Martin Ratio | 3.89 | 17.51 |
| Ulcer Index | 2.63% | 1.88% |
| Daily Std Dev | 12.62% | 12.25% |
| Max Drawdown | -40.14% | -55.20% |
| Current Drawdown | -7.32% | -1.35% |
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FNDF vs. VFIAX - Expense Ratio Comparison
FNDF has a 0.25% expense ratio, which is higher than VFIAX'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%.
Correlation
The correlation between FNDF and VFIAX is 0.77, 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.
Risk-Adjusted Performance
FNDF vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Large Company Index ETF (FNDF) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.
Dividends
FNDF vs. VFIAX - Dividend Comparison
FNDF's dividend yield for the trailing twelve months is around 3.11%, more than VFIAX's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDF Schwab Fundamental International Large Company Index ETF | 3.11% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% | 1.83% | 0.48% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FNDF vs. VFIAX - Drawdown Comparison
The maximum FNDF drawdown since its inception was -40.14%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for FNDF and VFIAX. For additional features, visit the drawdowns tool.
Volatility
FNDF vs. VFIAX - Volatility Comparison
Schwab Fundamental International Large Company Index ETF (FNDF) and Vanguard 500 Index Fund Admiral Shares (VFIAX) have volatilities of 3.99% and 4.06%, 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.