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

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.


-0.50.00.51.00.8

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.

80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
80.43%
120.11%
FNDF
VWIGX

Key characteristics

Sharpe Ratio

FNDF:

0.32

VWIGX:

0.16

Sortino Ratio

FNDF:

0.51

VWIGX:

0.32

Omega Ratio

FNDF:

1.06

VWIGX:

1.05

Calmar Ratio

FNDF:

0.40

VWIGX:

0.09

Martin Ratio

FNDF:

1.20

VWIGX:

0.98

Ulcer Index

FNDF:

3.38%

VWIGX:

3.22%

Daily Std Dev

FNDF:

12.68%

VWIGX:

19.57%

Max Drawdown

FNDF:

-40.14%

VWIGX:

-59.58%

Current Drawdown

FNDF:

-10.12%

VWIGX:

-30.00%

Returns By Period

In the year-to-date period, FNDF achieves a 1.40% return, which is significantly higher than VWIGX's 0.53% return. Over the past 10 years, FNDF has underperformed VWIGX with an annualized return of 5.46%, while VWIGX has yielded a comparatively higher 7.54% annualized return.


FNDF

YTD

1.40%

1M

-2.74%

6M

-2.22%

1Y

2.43%

5Y*

6.06%

10Y*

5.46%

VWIGX

YTD

0.53%

1M

-9.91%

6M

-7.23%

1Y

1.93%

5Y*

4.85%

10Y*

7.54%

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. VWIGX - Expense Ratio Comparison

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


VWIGX
Vanguard International Growth Fund Investor Shares
Expense ratio chart for VWIGX: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
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%

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.


Sharpe ratio
The chart of Sharpe ratio for FNDF, currently valued at 0.32, compared to the broader market0.002.004.000.320.16
The chart of Sortino ratio for FNDF, currently valued at 0.51, compared to the broader market-2.000.002.004.006.008.0010.000.510.32
The chart of Omega ratio for FNDF, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.05
The chart of Calmar ratio for FNDF, currently valued at 0.40, compared to the broader market0.005.0010.0015.000.400.09
The chart of Martin ratio for FNDF, currently valued at 1.20, compared to the broader market0.0020.0040.0060.0080.00100.001.200.98
FNDF
VWIGX

The current FNDF Sharpe Ratio is 0.32, which is higher than the VWIGX Sharpe Ratio of 0.16. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.32
0.16
FNDF
VWIGX

Dividends

FNDF vs. VWIGX - Dividend Comparison

FNDF's dividend yield for the trailing twelve months is around 4.05%, while VWIGX has not paid dividends to shareholders.


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%
VWIGX
Vanguard International Growth Fund Investor Shares
0.00%1.01%1.37%0.93%0.21%1.20%1.62%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.12%
-30.00%
FNDF
VWIGX

Volatility

FNDF vs. VWIGX - Volatility Comparison

The current volatility for Schwab Fundamental International Large Company Index ETF (FNDF) is 3.32%, while Vanguard International Growth Fund Investor Shares (VWIGX) has a volatility of 12.41%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
3.32%
12.41%
FNDF
VWIGX
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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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