FNDX vs. VTI
Compare and contrast key facts about Schwab Fundamental U.S. Large Company Index ETF (FNDX) and Vanguard Total Stock Market ETF (VTI).
FNDX and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both FNDX and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNDX or VTI.
Performance
FNDX vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, FNDX achieves a 21.00% return, which is significantly lower than VTI's 24.77% return. Over the past 10 years, FNDX has outperformed VTI with an annualized return of 13.93%, while VTI has yielded a comparatively lower 12.63% annualized return.
FNDX
21.00%
1.33%
11.28%
30.74%
17.62%
13.93%
VTI
24.77%
1.74%
12.48%
32.60%
14.96%
12.63%
Key characteristics
| FNDX | VTI | |
|---|---|---|
| Sharpe Ratio | 2.77 | 2.58 |
| Sortino Ratio | 3.80 | 3.45 |
| Omega Ratio | 1.50 | 1.48 |
| Calmar Ratio | 4.70 | 3.76 |
| Martin Ratio | 17.88 | 16.48 |
| Ulcer Index | 1.70% | 1.96% |
| Daily Std Dev | 10.96% | 12.50% |
| Max Drawdown | -37.71% | -55.45% |
| Current Drawdown | -1.61% | -1.53% |
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FNDX vs. VTI - Expense Ratio Comparison
FNDX has a 0.25% expense ratio, which is higher than VTI's 0.03% 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 VTI is 0.92, 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. VTI - 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 Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
FNDX's dividend yield for the trailing twelve months is around 2.45%, more than VTI's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDX Schwab Fundamental U.S. Large Company Index ETF | 2.45% | 3.56% | 4.30% | 4.24% | 3.38% | 3.25% | 3.58% | 2.92% | 4.98% | 3.81% | 4.03% | 1.24% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
FNDX vs. VTI - Drawdown Comparison
The maximum FNDX drawdown since its inception was -37.71%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FNDX and VTI. For additional features, visit the drawdowns tool.
Volatility
FNDX vs. VTI - Volatility Comparison
The current volatility for Schwab Fundamental U.S. Large Company Index ETF (FNDX) is 3.92%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.28%. This indicates that FNDX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.