PortfoliosLab logoPortfoliosLab logo
HXQ.TO vs. FNDF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HXQ.TO vs. FNDF - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Horizons NASDAQ-100 Index ETF (HXQ.TO) and Schwab Fundamental International Equity ETF (FNDF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

HXQ.TO is traded in CAD, while FNDF is traded in USD. To make them comparable, the FNDF values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HXQ.TO achieves a 18.52% return, which is significantly lower than FNDF's 19.48% return. Over the past 10 years, HXQ.TO has outperformed FNDF with an annualized return of 22.16%, while FNDF has yielded a comparatively lower 12.81% annualized return.


HXQ.TO

1D
1.44%
1M
2.69%
YTD
18.52%
6M
15.98%
1Y
38.04%
3Y*
28.80%
5Y*
20.09%
10Y*
22.16%

FNDF

1D
1.13%
1M
1.62%
YTD
19.48%
6M
21.43%
1Y
42.00%
3Y*
24.17%
5Y*
15.97%
10Y*
12.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HXQ.TO vs. FNDF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HXQ.TO
Horizons NASDAQ-100 Index ETF
18.52%15.05%35.98%51.16%-27.84%26.20%45.58%32.26%6.71%23.12%
FNDF
Schwab Fundamental International Equity ETF
19.48%34.56%10.95%17.36%-1.93%14.92%1.16%13.58%-7.00%15.59%

Correlation

The correlation between HXQ.TO and FNDF is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2016

0.38

HXQ.TO vs. FNDF - Sectors Allocation Comparison


Sectors
HXQ.TO
FNDF

Technology

55.9%
11.1%

Communication Services

15.8%
4.9%

Consumer Cyclical

13.2%
10.7%

Healthcare

4.4%
5.5%

Consumer Defensive

4.4%
6.9%

Industrials

3.1%
15.9%

Utilities

1.4%
3.8%

Basic Materials

1.0%
11.3%

Energy

0.5%
12.3%

Financial Services

0.3%
16.7%

Real Estate

0.2%
0.9%

Technology

HXQ.TO
55.9%
FNDF
11.1%

Communication Services

HXQ.TO
15.8%
FNDF
4.9%

Consumer Cyclical

HXQ.TO
13.2%
FNDF
10.7%

Healthcare

HXQ.TO
4.4%
FNDF
5.5%

Consumer Defensive

HXQ.TO
4.4%
FNDF
6.9%

Industrials

HXQ.TO
3.1%
FNDF
15.9%

Utilities

HXQ.TO
1.4%
FNDF
3.8%

Basic Materials

HXQ.TO
1.0%
FNDF
11.3%

Energy

HXQ.TO
0.5%
FNDF
12.3%

Financial Services

HXQ.TO
0.3%
FNDF
16.7%

Real Estate

HXQ.TO
0.2%
FNDF
0.9%

Compare stocks, funds, or ETFs

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


Return for Risk

HXQ.TO vs. FNDF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HXQ.TO
HXQ.TO Risk / Return Rank: 7373
Overall Rank
HXQ.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
HXQ.TO Sortino Ratio Rank: 7575
Sortino Ratio Rank
HXQ.TO Omega Ratio Rank: 7979
Omega Ratio Rank
HXQ.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
HXQ.TO Martin Ratio Rank: 6161
Martin Ratio Rank

FNDF
FNDF Risk / Return Rank: 8282
Overall Rank
FNDF Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FNDF Sortino Ratio Rank: 8181
Sortino Ratio Rank
FNDF Omega Ratio Rank: 8383
Omega Ratio Rank
FNDF Calmar Ratio Rank: 7979
Calmar Ratio Rank
FNDF Martin Ratio Rank: 8080
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.

HXQ.TO vs. FNDF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizons NASDAQ-100 Index ETF (HXQ.TO) and Schwab Fundamental International Equity 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.


HXQ.TOFNDFDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.42

1.46

-0.04

Calmar ratioReturn relative to maximum drawdown

3.08

4.14

-1.06

Martin ratioReturn relative to average drawdown

9.84

15.95

-6.11

HXQ.TO vs. FNDF - Sharpe Ratio Comparison

The current HXQ.TO Sharpe Ratio is 2.35, which is comparable to the FNDF Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of HXQ.TO and FNDF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


HXQ.TOFNDFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

2.64

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.93

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

0.69

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.63

+0.43

Drawdowns

HXQ.TO vs. FNDF - Drawdown Comparison

The maximum HXQ.TO drawdown since its inception was -31.60%, roughly equal to the maximum FNDF drawdown of -32.91%. Use the drawdown chart below to compare losses from any high point for HXQ.TO and FNDF.


Loading charts...

Drawdown Indicators


HXQ.TOFNDFDifference

Max Drawdown

Largest peak-to-trough decline

-31.60%

-32.91%

+1.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-10.20%

-2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-22.58%

-14.33%

-8.25%

Max Drawdown (5Y)

Largest decline over 5 years

-31.60%

-20.02%

-11.58%

Max Drawdown (10Y)

Largest decline over 10 years

-31.60%

-32.91%

+1.31%

Current Drawdown

Current decline from peak

-3.52%

-3.11%

-0.41%

Average Drawdown

Average peak-to-trough decline

-5.75%

-4.58%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

2.64%

+1.24%

Volatility

HXQ.TO vs. FNDF - Volatility Comparison

Horizons NASDAQ-100 Index ETF (HXQ.TO) has a higher volatility of 6.67% compared to Schwab Fundamental International Equity ETF (FNDF) at 6.15%. This indicates that HXQ.TO's price experiences larger fluctuations and is considered to be riskier than FNDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HXQ.TOFNDFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

6.15%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.75%

13.61%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

16.27%

16.03%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.85%

17.32%

+3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.89%

18.71%

+2.18%

HXQ.TO vs. FNDF - Expense Ratio Comparison

Both HXQ.TO and FNDF have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

HXQ.TO vs. FNDF - Dividend Comparison

HXQ.TO has not paid dividends to shareholders, while FNDF's dividend yield for the trailing twelve months is around 2.93%.


PositionTTM20252024202320222021202020192018201720162015
FNDF
Schwab Fundamental International Equity ETF
2.93%3.44%4.01%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%
HXQ.TO
Horizons NASDAQ-100 Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HXQ.TO and FNDF have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

HXQ.TO and FNDF have the same expense ratio: 0.25% per year.

HXQ.TO is categorized as Nasdaq-100, while FNDF is Foreign Large Cap Equities. HXQ.TO tracks NASDAQ-100 Index, while FNDF tracks RAFI Fundamental High Liquidity Developed ex US Large Index (Net). They also come from different issuers: Horizons and Charles Schwab.

Portfolio Optimizer

Find the right allocation for HXQ.TO and FNDF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer