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FNDX vs. QMAR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FNDX vs. QMAR

Last updated Apr 2, 2026

Compare and contrast key facts about Schwab Fundamental U.S. Large Company Index ETF (FNDX) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR).

FNDX and QMAR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. QMAR is an actively managed fund by First Trust. It was launched on Mar 19, 2021.

Performance

FNDX vs. QMAR - 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 FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). The values are adjusted to include any dividend payments, if applicable.

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FNDX vs. QMAR - Yearly Performance Comparison

2026 (YTD)20252024202320222021
FNDX
Schwab Fundamental U.S. Large Company Index ETF		2.98%16.94%16.77%18.23%-6.92%15.83%
QMAR
FT Cboe Vest Nasdaq-100 Buffer ETF - March		2.45%10.89%16.11%35.47%-16.56%12.31%

Returns By Period

In the year-to-date period, FNDX achieves a 2.98% return, which is significantly higher than QMAR's 2.45% 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%

QMAR

1D
0.57%
1M
1.34%
YTD
2.45%
6M
4.74%
1Y
19.05%
3Y*
15.09%
5Y*
10.57%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

Schwab Fundamental U.S. Large Company Index ETF

FT Cboe Vest Nasdaq-100 Buffer ETF - March

Often compared with FNDX:
FNDX vs. SCHXFNDX vs. VOOFNDX vs. FNDBFNDX vs. SPYFNDX vs. SCHDFNDX vs. VTIFNDX vs. SWPPX
Often compared with QMAR:
QMAR vs. QQQQMAR vs. BUFQQMAR vs. ITOTQMAR vs. MPLYQMAR vs. VTIQMAR vs. BLCRQMAR vs. SSPY

FNDX vs. QMAR - Expense Ratio Comparison

FNDX has a 0.25% expense ratio, which is lower than QMAR's 0.90% expense ratio.

QMAR
FT Cboe Vest Nasdaq-100 Buffer ETF - March
FNDX
Schwab Fundamental U.S. Large Company Index ETF

Return for Risk

FNDX vs. QMAR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FNDX
FNDX Risk / Return Rank: 7070
Overall Rank
FNDX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FNDX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FNDX Omega Ratio Rank: 7373
Omega Ratio Rank
FNDX Calmar Ratio Rank: 6363
Calmar Ratio Rank
FNDX Martin Ratio Rank: 7373
Martin Ratio Rank
QMAR
QMAR Risk / Return Rank: 8484
Overall Rank
QMAR Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
QMAR Sortino Ratio Rank: 8383
Sortino Ratio Rank
QMAR Omega Ratio Rank: 9595
Omega Ratio Rank
QMAR Calmar Ratio Rank: 7373
Calmar Ratio Rank
QMAR Martin Ratio Rank: 9393
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. QMAR - 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 FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). 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.

FNDXQMARDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.44

-0.19

Sortino ratio

Return per unit of downside risk

1.82

2.29

-0.47

Omega ratio

Gain probability vs. loss probability

1.28

1.47

-0.19

Calmar ratio

Return relative to maximum drawdown

1.65

2.11

-0.46

Martin ratio

Return relative to average drawdown

7.91

14.64

-6.73

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FNDX vs. QMAR - Sharpe Ratio Comparison

The current FNDX Sharpe Ratio is 1.26, which is comparable to the QMAR Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of FNDX and QMAR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

FNDXQMARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.44

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.76

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.77

-0.03

Correlation

The correlation between FNDX and QMAR is 0.69, 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. QMAR - Dividend Comparison

FNDX's dividend yield for the trailing twelve months is around 1.61%, while QMAR has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
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%
QMAR
FT Cboe Vest Nasdaq-100 Buffer ETF - March		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FNDX vs. QMAR - Drawdown Comparison

The maximum FNDX drawdown since its inception was -37.72%, which is greater than QMAR's maximum drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for FNDX and QMAR.

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Drawdown Indicators

FNDXQMARDifference

Max Drawdown

Largest peak-to-trough decline

-37.72%

-19.83%

-17.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-9.23%

-3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-19.06%

-19.83%

+0.77%

Max Drawdown (10Y)

Largest decline over 10 years

-37.72%

—

—

Current Drawdown

Current decline from peak

-4.00%

-0.32%

-3.68%

Average Drawdown

Average peak-to-trough decline

-3.59%

-3.39%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

1.33%

+1.23%

Volatility

FNDX vs. QMAR - Volatility Comparison

Schwab Fundamental U.S. Large Company Index ETF (FNDX) has a higher volatility of 3.84% compared to FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR) at 3.53%. This indicates that FNDX's price experiences larger fluctuations and is considered to be riskier than QMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FNDXQMARDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

3.53%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

8.06%

4.65%

+3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

13.26%

+2.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.26%

14.04%

+1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.51%

14.02%

+3.49%