FNDX vs. AJG
Compare and contrast key facts about Schwab Fundamental U.S. Large Company Index ETF (FNDX) and Arthur J. Gallagher & Co. (AJG).
FNDX is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental U.S. Large Company Index. It was launched on Aug 15, 2013.
Performance
FNDX vs. AJG - Performance Comparison
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FNDX vs. AJG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNDX Schwab Fundamental U.S. Large Company Index ETF | 2.98% | 16.94% | 16.77% | 18.23% | -6.92% | 31.73% | 9.12% | 28.65% | -7.30% | 17.12% |
AJG Arthur J. Gallagher & Co. | -16.15% | -8.03% | 27.34% | 20.51% | 12.44% | 39.02% | 32.12% | 31.79% | 19.19% | 25.04% |
Returns By Period
In the year-to-date period, FNDX achieves a 2.98% return, which is significantly higher than AJG's -16.15% return. Over the past 10 years, FNDX has underperformed AJG with an annualized return of 13.29%, while AJG has yielded a comparatively higher 19.05% annualized return.
FNDX
- 1D
- 0.22%
- 1M
- -3.37%
- YTD
- 2.98%
- 6M
- 6.54%
- 1Y
- 20.25%
- 3Y*
- 17.20%
- 5Y*
- 12.04%
- 10Y*
- 13.29%
AJG
- 1D
- -0.11%
- 1M
- -5.35%
- YTD
- -16.15%
- 6M
- -28.86%
- 1Y
- -36.46%
- 3Y*
- 5.16%
- 5Y*
- 12.48%
- 10Y*
- 19.05%
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Return for Risk
FNDX vs. AJG — Risk / Return Rank
FNDX
AJG
FNDX vs. AJG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental U.S. Large Company Index ETF (FNDX) and Arthur J. Gallagher & Co. (AJG). 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.
| FNDX | AJG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | -1.28 | +2.54 |
Sortino ratioReturn per unit of downside risk | 1.82 | -1.76 | +3.57 |
Omega ratioGain probability vs. loss probability | 1.28 | 0.77 | +0.51 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | -0.90 | +2.55 |
Martin ratioReturn relative to average drawdown | 7.91 | -1.66 | +9.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FNDX | AJG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | -1.28 | +2.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.56 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.84 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.47 | +0.27 |
Correlation
The correlation between FNDX and AJG is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FNDX vs. AJG - Dividend Comparison
FNDX's dividend yield for the trailing twelve months is around 1.61%, more than AJG's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDX Schwab Fundamental U.S. Large Company Index ETF | 1.61% | 1.63% | 1.76% | 1.82% | 2.07% | 1.64% | 2.29% | 2.23% | 2.40% | 1.86% | 2.01% | 2.01% |
AJG Arthur J. Gallagher & Co. | 1.22% | 1.00% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% |
Drawdowns
FNDX vs. AJG - Drawdown Comparison
The maximum FNDX drawdown since its inception was -37.72%, smaller than the maximum AJG drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for FNDX and AJG.
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Drawdown Indicators
| FNDX | AJG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.72% | -57.49% | +19.77% |
Max Drawdown (1Y)Largest decline over 1 year | -12.25% | -40.88% | +28.63% |
Max Drawdown (5Y)Largest decline over 5 years | -19.06% | -40.88% | +21.82% |
Max Drawdown (10Y)Largest decline over 10 years | -37.72% | -40.88% | +3.16% |
Current DrawdownCurrent decline from peak | -4.00% | -37.36% | +33.36% |
Average DrawdownAverage peak-to-trough decline | -3.59% | -12.71% | +9.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 22.11% | -19.55% |
Volatility
FNDX vs. AJG - Volatility Comparison
The current volatility for Schwab Fundamental U.S. Large Company Index ETF (FNDX) is 3.84%, while Arthur J. Gallagher & Co. (AJG) has a volatility of 9.13%. This indicates that FNDX experiences smaller price fluctuations and is considered to be less risky than AJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNDX | AJG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 9.13% | -5.29% |
Volatility (6M)Calculated over the trailing 6-month period | 8.06% | 22.20% | -14.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.18% | 28.52% | -12.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 22.55% | -7.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.51% | 22.83% | -5.32% |