FNDF vs. VWIGX
Compare and contrast key facts about Schwab Fundamental International Large Company Index ETF (FNDF) and Vanguard International Growth Fund Investor Shares (VWIGX).
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. VWIGX is managed by Vanguard. It was launched on Sep 30, 1981.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNDF or VWIGX.
Key characteristics
| FNDF | VWIGX | |
|---|---|---|
| YTD Return | 3.02% | 2.06% |
| 1Y Return | 12.20% | 5.95% |
| 3Y Return (Ann) | 5.54% | -8.04% |
| 5Y Return (Ann) | 7.73% | 7.15% |
| 10Y Return (Ann) | 4.67% | 7.23% |
| Sharpe Ratio | 0.96 | 0.35 |
| Daily Std Dev | 12.41% | 16.72% |
| Max Drawdown | -40.14% | -59.58% |
| Current Drawdown | -2.80% | -28.94% |
Correlation
The correlation between FNDF and VWIGX 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.
Performance
FNDF vs. VWIGX - Performance Comparison
In the year-to-date period, FNDF achieves a 3.02% return, which is significantly higher than VWIGX's 2.06% return. Over the past 10 years, FNDF has underperformed VWIGX with an annualized return of 4.67%, while VWIGX has yielded a comparatively higher 7.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
FNDF vs. VWIGX - Dividend Comparison
FNDF's dividend yield for the trailing twelve months is around 3.31%, more than VWIGX's 1.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDF Schwab Fundamental International Large Company Index ETF | 3.31% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% | 1.84% | 0.48% |
VWIGX Vanguard International Growth Fund Investor Shares | 1.79% | 1.82% | 6.90% | 13.85% | 2.28% | 1.20% | 5.34% | 0.84% | 1.26% | 1.39% | 2.29% | 1.44% |
Drawdowns
FNDF vs. VWIGX - Drawdown Comparison
The maximum FNDF drawdown since its inception was -40.14%, smaller than the maximum VWIGX drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for FNDF and VWIGX. For additional features, visit the drawdowns tool.
Volatility
FNDF vs. VWIGX - Volatility Comparison
The current volatility for Schwab Fundamental International Large Company Index ETF (FNDF) is 3.65%, while Vanguard International Growth Fund Investor Shares (VWIGX) has a volatility of 5.01%. 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.