FNDX vs. SWPPX
Compare and contrast key facts about Schwab Fundamental U.S. Large Company Index ETF (FNDX) and Schwab S&P 500 Index Fund (SWPPX).
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. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNDX or SWPPX.
Performance
FNDX vs. SWPPX - Performance Comparison
Returns By Period
In the year-to-date period, FNDX achieves a 20.85% return, which is significantly lower than SWPPX's 25.53% return. Over the past 10 years, FNDX has outperformed SWPPX with an annualized return of 13.92%, while SWPPX has yielded a comparatively lower 13.13% annualized return.
FNDX
20.85%
0.41%
10.67%
30.20%
17.66%
13.92%
SWPPX
25.53%
1.00%
11.90%
31.91%
15.62%
13.13%
Key characteristics
| FNDX | SWPPX | |
|---|---|---|
| Sharpe Ratio | 2.81 | 2.67 |
| Sortino Ratio | 3.85 | 3.56 |
| Omega Ratio | 1.51 | 1.50 |
| Calmar Ratio | 4.78 | 3.89 |
| Martin Ratio | 18.21 | 17.45 |
| Ulcer Index | 1.69% | 1.88% |
| Daily Std Dev | 10.97% | 12.32% |
| Max Drawdown | -37.71% | -55.06% |
| Current Drawdown | -1.73% | -1.35% |
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FNDX vs. SWPPX - Expense Ratio Comparison
FNDX has a 0.25% expense ratio, which is higher than SWPPX's 0.02% 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%.
Correlation
The correlation between FNDX and SWPPX is 0.91, 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.
Risk-Adjusted Performance
FNDX vs. SWPPX - 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 Schwab S&P 500 Index Fund (SWPPX). 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.
Dividends
FNDX vs. SWPPX - Dividend Comparison
FNDX's dividend yield for the trailing twelve months is around 5.02%, more than SWPPX's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDX Schwab Fundamental U.S. Large Company Index ETF | 5.02% | 4.64% | 3.17% | 4.05% | 4.34% | 5.71% | 3.43% | 2.63% | 2.90% | 4.83% | 4.03% | 0.60% |
SWPPX Schwab S&P 500 Index Fund | 1.14% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
FNDX vs. SWPPX - Drawdown Comparison
The maximum FNDX drawdown since its inception was -37.71%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for FNDX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
FNDX vs. SWPPX - Volatility Comparison
Schwab Fundamental U.S. Large Company Index ETF (FNDX) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 3.93% and 4.06%, 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.