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FNDX vs. GLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNDX vs. GLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental U.S. Large Company Index ETF (FNDX) and abrdn Physical Precious Metals Basket Shares ETF (GLTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FNDX achieves a 15.49% return, which is significantly higher than GLTR's -4.66% return. Over the past 10 years, FNDX has outperformed GLTR with an annualized return of 14.45%, while GLTR has yielded a comparatively lower 12.08% annualized return.


FNDX

1D
0.90%
1M
3.30%
YTD
15.49%
6M
14.86%
1Y
32.83%
3Y*
20.28%
5Y*
13.11%
10Y*
14.45%

GLTR

1D
0.30%
1M
-9.08%
YTD
-4.66%
6M
0.76%
1Y
38.86%
3Y*
29.97%
5Y*
14.04%
10Y*
12.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNDX vs. GLTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNDX
Schwab Fundamental U.S. Large Company Index ETF
15.49%16.94%16.77%18.23%-6.92%31.73%9.12%28.65%-7.30%17.12%
GLTR
abrdn Physical Precious Metals Basket Shares ETF
-4.66%87.25%20.63%2.01%-0.25%-9.60%29.52%20.96%-2.85%12.94%

Correlation

The correlation between FNDX and GLTR is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2013

0.13

The correlation between FNDX and GLTR shifts across timeframes, from 0.13 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FNDX vs. GLTR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FNDX
FNDX Risk / Return Rank: 9393
Overall Rank
FNDX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FNDX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FNDX Omega Ratio Rank: 9292
Omega Ratio Rank
FNDX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FNDX Martin Ratio Rank: 9292
Martin Ratio Rank

GLTR
GLTR Risk / Return Rank: 3030
Overall Rank
GLTR Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GLTR Sortino Ratio Rank: 2929
Sortino Ratio Rank
GLTR Omega Ratio Rank: 3838
Omega Ratio Rank
GLTR Calmar Ratio Rank: 2727
Calmar Ratio Rank
GLTR Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FNDX vs. GLTR - 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 abrdn Physical Precious Metals Basket Shares ETF (GLTR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FNDXGLTRDifference
Sharpe ratioReturn per unit of total volatility

+1.99

Sortino ratioReturn per unit of downside risk

+2.83

Omega ratioGain probability vs. loss probability

1.56

1.22

+0.33

Calmar ratioReturn relative to maximum drawdown

5.23

1.17

+4.06

Martin ratioReturn relative to average drawdown

20.31

2.88

+17.43

FNDX vs. GLTR - Sharpe Ratio Comparison

The current FNDX Sharpe Ratio is 3.03, which is higher than the GLTR Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of FNDX and GLTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FNDX vs. GLTR - Drawdown Comparison

The maximum FNDX drawdown since its inception was -37.72%, smaller than the maximum GLTR drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for FNDX and GLTR.


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Drawdown Indicators


FNDXGLTRDifference

Max Drawdown

Largest peak-to-trough decline

-37.72%

-55.70%

+17.98%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

-34.09%

+28.03%

Max Drawdown (3Y)

Largest decline over 3 years

-16.30%

-34.09%

+17.79%

Max Drawdown (5Y)

Largest decline over 5 years

-19.06%

-34.09%

+15.03%

Max Drawdown (10Y)

Largest decline over 10 years

-37.72%

-34.09%

-3.63%

Current Drawdown

Current decline from peak

0.00%

-31.27%

+31.27%

Average Drawdown

Average peak-to-trough decline

-3.55%

-28.82%

+25.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

13.86%

-12.30%

Volatility

FNDX vs. GLTR - Volatility Comparison

The current volatility for Schwab Fundamental U.S. Large Company Index ETF (FNDX) is 3.18%, while abrdn Physical Precious Metals Basket Shares ETF (GLTR) has a volatility of 10.43%. This indicates that FNDX experiences smaller price fluctuations and is considered to be less risky than GLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNDXGLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

10.43%

-7.25%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

36.24%

-28.66%

Volatility (1Y)

Calculated over the trailing 1-year period

10.45%

38.40%

-27.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

23.87%

-8.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.51%

20.64%

-3.13%

FNDX vs. GLTR - Expense Ratio Comparison

FNDX has a 0.25% expense ratio, which is lower than GLTR's 0.60% expense ratio.


Dividends

FNDX vs. GLTR - Dividend Comparison

FNDX's dividend yield for the trailing twelve months is around 1.44%, while GLTR has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FNDX
Schwab Fundamental U.S. Large Company Index ETF
1.44%1.63%1.76%1.82%2.07%1.64%2.29%2.23%2.40%1.86%2.01%2.01%
GLTR
abrdn Physical Precious Metals Basket Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FNDX and GLTR have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLTR has higher volatility (10.43%) compared to FNDX (3.18%). In terms of maximum drawdown, FNDX dropped -37.72% vs GLTR's -55.70%.

On 10-year performance, FNDX leads with 14.45% vs 12.08% for GLTR. On fees, FNDX is cheaper at 0.25% per year. On volatility, FNDX has been the lower-risk option at 3.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FNDX has performed better with a 14.45% return vs 12.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FNDX is cheaper with a 0.25% expense ratio, compared with 0.60% for GLTR.

FNDX has the higher dividend yield at 1.44%, compared with 0.00% for GLTR.

FNDX is categorized as Large Cap Value Equities, while GLTR is Precious Metals. FNDX tracks RAFI Fundamental High Liquidity US Large Index, while GLTR tracks ETFS Physical Precious Metals Basket Index. They also come from different issuers: Charles Schwab and abrdn. Their fees differ too: 0.25% for FNDX and 0.60% for GLTR.

FNDX currently has the higher Sharpe Ratio (3.03 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FNDX and GLTR

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