FNDSX vs. SCHG
Compare and contrast key facts about Fidelity Sustainability Bond Index Fund (FNDSX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
FNDSX is managed by Fidelity. It was launched on Jun 19, 2018. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
FNDSX vs. SCHG - Performance Comparison
Loading graphics...
FNDSX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FNDSX Fidelity Sustainability Bond Index Fund | -0.24% | 7.03% | 1.23% | 5.44% | -13.34% | -2.22% | 6.95% | 8.30% | 1.89% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -10.23% |
Returns By Period
In the year-to-date period, FNDSX achieves a -0.24% return, which is significantly higher than SCHG's -9.73% return.
FNDSX
- 1D
- 0.22%
- 1M
- -1.58%
- YTD
- -0.24%
- 6M
- 0.39%
- 1Y
- 3.64%
- 3Y*
- 3.44%
- 5Y*
- 0.00%
- 10Y*
- —
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FNDSX vs. SCHG - Expense Ratio Comparison
FNDSX has a 0.10% expense ratio, which is higher than SCHG'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%.
Return for Risk
FNDSX vs. SCHG — Risk / Return Rank
FNDSX
SCHG
FNDSX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainability Bond Index Fund (FNDSX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
| FNDSX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.76 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.24 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.17 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.09 | +0.52 |
Martin ratioReturn relative to average drawdown | 4.58 | 3.71 | +0.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FNDSX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.76 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.57 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.79 | -0.47 |
Correlation
The correlation between FNDSX and SCHG is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FNDSX vs. SCHG - Dividend Comparison
FNDSX's dividend yield for the trailing twelve months is around 3.59%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDSX Fidelity Sustainability Bond Index Fund | 3.59% | 3.84% | 3.53% | 2.84% | 1.55% | 1.17% | 1.79% | 3.17% | 1.56% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
FNDSX vs. SCHG - Drawdown Comparison
The maximum FNDSX drawdown since its inception was -19.72%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FNDSX and SCHG.
Loading graphics...
Drawdown Indicators
| FNDSX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.72% | -34.59% | +14.87% |
Max Drawdown (1Y)Largest decline over 1 year | -2.73% | -16.41% | +13.68% |
Max Drawdown (5Y)Largest decline over 5 years | -18.30% | -34.59% | +16.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -4.38% | -12.51% | +8.13% |
Average DrawdownAverage peak-to-trough decline | -6.55% | -5.22% | -1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 4.84% | -3.88% |
Volatility
FNDSX vs. SCHG - Volatility Comparison
The current volatility for Fidelity Sustainability Bond Index Fund (FNDSX) is 1.59%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. This indicates that FNDSX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FNDSX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 6.77% | -5.18% |
Volatility (6M)Calculated over the trailing 6-month period | 2.59% | 12.54% | -9.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.41% | 22.45% | -18.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.98% | 22.31% | -16.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.33% | 21.51% | -16.18% |