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FNDX vs. MGV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNDX and MGV is 0.95, 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.


-0.50.00.51.00.9

Performance

FNDX vs. MGV - 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 Vanguard Mega Cap Value ETF (MGV). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.43%
4.99%
FNDX
MGV

Key characteristics

Sharpe Ratio

FNDX:

1.62

MGV:

1.56

Sortino Ratio

FNDX:

2.26

MGV:

2.23

Omega Ratio

FNDX:

1.30

MGV:

1.28

Calmar Ratio

FNDX:

2.83

MGV:

2.25

Martin Ratio

FNDX:

10.07

MGV:

9.03

Ulcer Index

FNDX:

1.82%

MGV:

1.76%

Daily Std Dev

FNDX:

11.28%

MGV:

10.22%

Max Drawdown

FNDX:

-37.71%

MGV:

-56.31%

Current Drawdown

FNDX:

-6.01%

MGV:

-7.06%

Returns By Period

In the year-to-date period, FNDX achieves a 17.96% return, which is significantly higher than MGV's 15.47% return. Over the past 10 years, FNDX has outperformed MGV with an annualized return of 14.05%, while MGV has yielded a comparatively lower 10.08% annualized return.


FNDX

YTD

17.96%

1M

-3.24%

6M

7.34%

1Y

20.04%

5Y*

16.15%

10Y*

14.05%

MGV

YTD

15.47%

1M

-4.21%

6M

4.71%

1Y

17.72%

5Y*

10.00%

10Y*

10.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FNDX vs. MGV - Expense Ratio Comparison

FNDX has a 0.25% expense ratio, which is higher than MGV's 0.07% 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%.


FNDX
Schwab Fundamental U.S. Large Company Index ETF
Expense ratio chart for FNDX: 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%
Expense ratio chart for MGV: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

FNDX vs. MGV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental U.S. Large Company Index ETF (FNDX) and Vanguard Mega Cap Value ETF (MGV). 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 FNDX, currently valued at 1.62, compared to the broader market0.002.004.001.621.56
The chart of Sortino ratio for FNDX, currently valued at 2.26, compared to the broader market-2.000.002.004.006.008.0010.002.262.23
The chart of Omega ratio for FNDX, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.28
The chart of Calmar ratio for FNDX, currently valued at 2.83, compared to the broader market0.005.0010.0015.002.832.25
The chart of Martin ratio for FNDX, currently valued at 10.07, compared to the broader market0.0020.0040.0060.0080.00100.0010.079.03
FNDX
MGV

The current FNDX Sharpe Ratio is 1.62, which is comparable to the MGV Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of FNDX and MGV, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.62
1.56
FNDX
MGV

Dividends

FNDX vs. MGV - Dividend Comparison

FNDX's dividend yield for the trailing twelve months is around 2.64%, more than MGV's 2.36% yield.


TTM20232022202120202019201820172016201520142013
FNDX
Schwab Fundamental U.S. Large Company Index ETF
2.64%1.82%4.20%1.68%3.38%4.64%2.40%5.60%2.90%4.02%3.36%0.46%
MGV
Vanguard Mega Cap Value ETF
1.74%2.48%2.45%2.17%2.47%2.69%2.65%2.34%2.53%2.59%2.26%2.29%

Drawdowns

FNDX vs. MGV - Drawdown Comparison

The maximum FNDX drawdown since its inception was -37.71%, smaller than the maximum MGV drawdown of -56.31%. Use the drawdown chart below to compare losses from any high point for FNDX and MGV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.01%
-7.06%
FNDX
MGV

Volatility

FNDX vs. MGV - Volatility Comparison

Schwab Fundamental U.S. Large Company Index ETF (FNDX) and Vanguard Mega Cap Value ETF (MGV) have volatilities of 3.39% and 3.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.39%
3.28%
FNDX
MGV
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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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