FYLD vs. FNDF
Compare and contrast key facts about Cambria Foreign Shareholder Yield ETF (FYLD) and Schwab Fundamental International Large Company Index ETF (FNDF).
FYLD and FNDF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FYLD is an actively managed fund by Cambria. It was launched on Dec 3, 2013. FNDF is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental Developed ex-U.S. Large Company Index. It was launched on Aug 15, 2013.
Performance
FYLD vs. FNDF - Performance Comparison
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FYLD vs. FNDF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FYLD Cambria Foreign Shareholder Yield ETF | 14.87% | 34.53% | 3.00% | 13.18% | -5.53% | 18.67% | 4.17% | 17.83% | -14.47% | 29.81% |
FNDF Schwab Fundamental International Large Company Index ETF | 9.44% | 40.99% | 2.29% | 20.22% | -7.78% | 14.97% | 3.61% | 18.46% | -14.21% | 23.98% |
Returns By Period
In the year-to-date period, FYLD achieves a 14.87% return, which is significantly higher than FNDF's 9.44% return. Both investments have delivered pretty close results over the past 10 years, with FYLD having a 11.36% annualized return and FNDF not far behind at 11.21%.
FYLD
- 1D
- -0.31%
- 1M
- -1.81%
- YTD
- 14.87%
- 6M
- 20.45%
- 1Y
- 43.76%
- 3Y*
- 19.99%
- 5Y*
- 12.16%
- 10Y*
- 11.36%
FNDF
- 1D
- 1.12%
- 1M
- -4.59%
- YTD
- 9.44%
- 6M
- 17.74%
- 1Y
- 41.49%
- 3Y*
- 20.83%
- 5Y*
- 12.69%
- 10Y*
- 11.21%
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FYLD vs. FNDF - Expense Ratio Comparison
FYLD has a 0.59% expense ratio, which is higher than FNDF's 0.25% expense ratio.
Return for Risk
FYLD vs. FNDF — Risk / Return Rank
FYLD
FNDF
FYLD vs. FNDF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Foreign Shareholder Yield ETF (FYLD) and Schwab Fundamental International Large Company Index ETF (FNDF). 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.
| FYLD | FNDF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.68 | 2.38 | +0.30 |
Sortino ratioReturn per unit of downside risk | 3.35 | 3.10 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.59 | 1.48 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 3.33 | 3.77 | -0.44 |
Martin ratioReturn relative to average drawdown | 19.43 | 14.62 | +4.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FYLD | FNDF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.68 | 2.38 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.79 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.64 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.49 | -0.05 |
Correlation
The correlation between FYLD and FNDF is 0.86, 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.
Dividends
FYLD vs. FNDF - Dividend Comparison
FYLD's dividend yield for the trailing twelve months is around 3.76%, more than FNDF's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FYLD Cambria Foreign Shareholder Yield ETF | 3.76% | 4.07% | 5.41% | 6.06% | 6.13% | 4.74% | 3.94% | 3.73% | 5.17% | 2.85% | 2.72% | 3.98% |
FNDF Schwab Fundamental International Large Company Index ETF | 3.14% | 3.44% | 4.01% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% |
Drawdowns
FYLD vs. FNDF - Drawdown Comparison
The maximum FYLD drawdown since its inception was -44.55%, which is greater than FNDF's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for FYLD and FNDF.
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Drawdown Indicators
| FYLD | FNDF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.55% | -40.14% | -4.41% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -11.08% | -1.97% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -25.56% | +0.44% |
Max Drawdown (10Y)Largest decline over 10 years | -44.55% | -40.14% | -4.41% |
Current DrawdownCurrent decline from peak | -1.99% | -6.22% | +4.23% |
Average DrawdownAverage peak-to-trough decline | -8.94% | -7.72% | -1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 2.86% | -0.57% |
Volatility
FYLD vs. FNDF - Volatility Comparison
The current volatility for Cambria Foreign Shareholder Yield ETF (FYLD) is 4.82%, while Schwab Fundamental International Large Company Index ETF (FNDF) has a volatility of 7.16%. This indicates that FYLD experiences smaller price fluctuations and is considered to be less risky than FNDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FYLD | FNDF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 7.16% | -2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 11.46% | -2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.41% | 17.50% | -1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.30% | 16.05% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 17.64% | +0.45% |