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FNDX vs. KWIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNDX vs. KWIN - 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 KraneShares Wahed Alternative Income Index ETF (KWIN). 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 16.60% return, which is significantly higher than KWIN's 1.59% return.


FNDX

1D
0.22%
1M
0.96%
6M
12.91%
YTD
16.60%
1Y
28.47%
3Y*
19.71%
5Y*
13.66%
10Y*
14.04%

KWIN

1D
0.06%
1M
0.13%
6M
1.08%
YTD
1.59%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNDX vs. KWIN - Yearly Performance Comparison


Correlation

The correlation between FNDX and KWIN is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 5, 2025

0.07

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Return for Risk

FNDX vs. KWIN — 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: 9494
Sortino Ratio Rank
FNDX Omega Ratio Rank: 9393
Omega Ratio Rank
FNDX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FNDX Martin Ratio Rank: 9292
Martin Ratio Rank

KWIN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. KWIN - 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 KraneShares Wahed Alternative Income Index ETF (KWIN). 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.


FNDXKWINDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.51

Calmar ratioReturn relative to maximum drawdown

4.72

Martin ratioReturn relative to average drawdown

18.25

FNDX vs. KWIN - Sharpe Ratio Comparison


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Drawdowns

FNDX vs. KWIN - Drawdown Comparison

The maximum FNDX drawdown since its inception was -37.72%, which is greater than KWIN's maximum drawdown of -1.50%. Use the drawdown chart below to compare losses from any high point for FNDX and KWIN.


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Drawdown Indicators


FNDXKWINDifference

Max Drawdown

Largest peak-to-trough decline

-37.72%

-1.50%

-36.22%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

Max Drawdown (3Y)

Largest decline over 3 years

-16.30%

Max Drawdown (5Y)

Largest decline over 5 years

-19.06%

Max Drawdown (10Y)

Largest decline over 10 years

-37.72%

Current Drawdown

Current decline from peak

0.00%

-1.44%

+1.44%

Average Drawdown

Average peak-to-trough decline

-3.54%

-0.25%

-3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

Volatility

FNDX vs. KWIN - Volatility Comparison


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Volatility by Period


FNDXKWINDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.42%

Volatility (1Y)

Calculated over the trailing 1-year period

10.33%

4.16%

+6.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.13%

4.16%

+10.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

4.16%

+13.28%

FNDX vs. KWIN - Expense Ratio Comparison

FNDX has a 0.25% expense ratio, which is lower than KWIN's 0.51% expense ratio.


Dividends

FNDX vs. KWIN - Dividend Comparison

FNDX's dividend yield for the trailing twelve months is around 1.46%, while KWIN has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FNDX
Schwab Fundamental U.S. Large Company Index ETF
1.46%1.63%1.76%1.82%2.07%1.64%2.29%2.23%2.40%1.86%2.01%2.01%
KWIN
KraneShares Wahed Alternative Income Index 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 KWIN have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FNDX is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FNDX is cheaper with a 0.25% expense ratio, compared with 0.51% for KWIN.

FNDX has the higher dividend yield at 1.46%, compared with 0.00% for KWIN.

FNDX tracks RAFI Fundamental High Liquidity US Large Index, while KWIN tracks Wahed Alternative Income Index. They also come from different issuers: Charles Schwab and KraneShares. Their fees differ too: 0.25% for FNDX and 0.51% for KWIN.

Portfolio Optimizer

Find the right allocation for FNDX and KWIN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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