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

Correlation

The correlation between FNDF and VWIGX 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. VWIGX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FNDF:

0.51

VWIGX:

0.11

Sortino Ratio

FNDF:

0.96

VWIGX:

0.44

Omega Ratio

FNDF:

1.13

VWIGX:

1.07

Calmar Ratio

FNDF:

0.74

VWIGX:

0.11

Martin Ratio

FNDF:

2.19

VWIGX:

0.69

Ulcer Index

FNDF:

4.71%

VWIGX:

7.40%

Daily Std Dev

FNDF:

17.17%

VWIGX:

23.73%

Max Drawdown

FNDF:

-40.14%

VWIGX:

-65.63%

Current Drawdown

FNDF:

0.00%

VWIGX:

-34.73%

Returns By Period

In the year-to-date period, FNDF achieves a 14.97% return, which is significantly higher than VWIGX's 12.05% return. Over the past 10 years, FNDF has outperformed VWIGX with an annualized return of 6.13%, while VWIGX has yielded a comparatively lower 5.13% annualized return.


FNDF

YTD

14.97%

1M

7.73%

6M

13.42%

1Y

8.65%

5Y*

16.22%

10Y*

6.13%

VWIGX

YTD

12.05%

1M

12.90%

6M

0.51%

1Y

2.51%

5Y*

3.93%

10Y*

5.13%

*Annualized

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FNDF vs. VWIGX - Expense Ratio Comparison

FNDF has a 0.25% expense ratio, which is lower than VWIGX's 0.43% expense ratio.


Risk-Adjusted Performance

FNDF vs. VWIGX — 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 6060
Overall Rank
The Sharpe Ratio Rank of FNDF is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDF is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FNDF is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FNDF is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FNDF is 6060
Martin Ratio Rank

VWIGX
The Risk-Adjusted Performance Rank of VWIGX is 3030
Overall Rank
The Sharpe Ratio Rank of VWIGX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIGX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VWIGX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of VWIGX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of VWIGX is 3333
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. VWIGX - 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 International Growth Fund Investor Shares (VWIGX). 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 0.51, which is higher than the VWIGX Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of FNDF and VWIGX, 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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Dividends

FNDF vs. VWIGX - Dividend Comparison

FNDF's dividend yield for the trailing twelve months is around 3.49%, more than VWIGX's 0.74% yield.


TTM20242023202220212020201920182017201620152014
FNDF
Schwab Fundamental International Large Company Index ETF
3.49%4.01%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%1.83%
VWIGX
Vanguard International Growth Fund Investor Shares
0.74%0.83%1.01%1.37%0.93%0.21%1.20%1.62%0.84%1.26%1.39%2.29%

Drawdowns

FNDF vs. VWIGX - Drawdown Comparison

The maximum FNDF drawdown since its inception was -40.14%, smaller than the maximum VWIGX drawdown of -65.63%. Use the drawdown chart below to compare losses from any high point for FNDF and VWIGX. For additional features, visit the drawdowns tool.


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Volatility

FNDF vs. VWIGX - Volatility Comparison

The current volatility for Schwab Fundamental International Large Company Index ETF (FNDF) is 3.26%, while Vanguard International Growth Fund Investor Shares (VWIGX) has a volatility of 5.06%. This indicates that FNDF experiences smaller price fluctuations and is considered to be less risky than VWIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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