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IAU vs. FNDF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. FNDF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and Schwab Fundamental International Equity ETF (FNDF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAU achieves a -2.44% return, which is significantly lower than FNDF's 19.66% return. Both investments have delivered pretty close results over the past 10 years, with IAU having a 12.31% annualized return and FNDF not far ahead at 12.34%.


IAU

1D
0.08%
1M
-7.39%
YTD
-2.44%
6M
-2.22%
1Y
22.32%
3Y*
29.07%
5Y*
17.23%
10Y*
12.31%

FNDF

1D
0.39%
1M
2.91%
YTD
19.66%
6M
21.60%
1Y
41.60%
3Y*
22.69%
5Y*
13.11%
10Y*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU vs. FNDF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAU
iShares Gold Trust
-2.44%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%
FNDF
Schwab Fundamental International Equity ETF
19.66%40.99%2.29%20.22%-7.78%14.97%3.61%18.46%-14.21%23.98%

Correlation

The correlation between IAU and FNDF is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.38

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

0.34

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

0.22

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2013

0.17

Over the past year, IAU and FNDF have become more correlated (0.39) than their long-term average of 0.17, meaning their price movements have been converging.

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Return for Risk

IAU vs. FNDF — Risk / Return Rank

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

IAU
IAU Risk / Return Rank: 2626
Overall Rank
IAU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2525
Sortino Ratio Rank
IAU Omega Ratio Rank: 3030
Omega Ratio Rank
IAU Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAU Martin Ratio Rank: 2424
Martin Ratio Rank

FNDF
FNDF Risk / Return Rank: 8585
Overall Rank
FNDF Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FNDF Sortino Ratio Rank: 8585
Sortino Ratio Rank
FNDF Omega Ratio Rank: 8686
Omega Ratio Rank
FNDF Calmar Ratio Rank: 8282
Calmar Ratio Rank
FNDF Martin Ratio Rank: 8282
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.

IAU vs. FNDF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IAUFNDFDifference
Sharpe ratioReturn per unit of total volatility

-1.64

Sortino ratioReturn per unit of downside risk

-2.06

Omega ratioGain probability vs. loss probability

1.19

1.45

-0.27

Calmar ratioReturn relative to maximum drawdown

0.99

3.82

-2.83

Martin ratioReturn relative to average drawdown

2.83

14.27

-11.43

IAU vs. FNDF - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.89, which is lower than the FNDF Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of IAU 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.


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Drawdowns

IAU vs. FNDF - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, which is greater than FNDF's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for IAU and FNDF.


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Drawdown Indicators


IAUFNDFDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-40.14%

-5.00%

Max Drawdown (1Y)

Largest decline over 1 year

-24.40%

-10.60%

-13.80%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

-13.89%

-10.51%

Max Drawdown (5Y)

Largest decline over 5 years

-24.40%

-25.56%

+1.16%

Max Drawdown (10Y)

Largest decline over 10 years

-24.40%

-40.14%

+15.74%

Current Drawdown

Current decline from peak

-22.03%

-1.94%

-20.09%

Average Drawdown

Average peak-to-trough decline

-15.97%

-7.63%

-8.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.47%

2.84%

+5.63%

Volatility

IAU vs. FNDF - Volatility Comparison

iShares Gold Trust (IAU) has a higher volatility of 7.70% compared to Schwab Fundamental International Equity ETF (FNDF) at 6.65%. This indicates that IAU'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.


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Volatility by Period


IAUFNDFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

6.65%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

23.94%

13.64%

+10.30%

Volatility (1Y)

Calculated over the trailing 1-year period

27.17%

16.00%

+11.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

16.35%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.02%

17.71%

-1.69%

IAU vs. FNDF - Expense Ratio Comparison

Both IAU 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

IAU vs. FNDF - Dividend Comparison

IAU has not paid dividends to shareholders, while FNDF's dividend yield for the trailing twelve months is around 2.87%.


PositionTTM20252024202320222021202020192018201720162015
FNDF
Schwab Fundamental International Equity ETF
2.87%3.44%4.01%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%
IAU
iShares Gold Trust
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


IAU and FNDF have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAU has higher volatility (7.70%) compared to FNDF (6.65%). In terms of maximum drawdown, IAU dropped -45.14% vs FNDF's -40.14%.

On 10-year performance, FNDF leads with 12.34% vs 12.31% for IAU. Both ETFs have the same 0.25% expense ratio. On volatility, FNDF has been the lower-risk option at 6.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FNDF has performed better with a 12.34% return vs 12.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

FNDF has the higher dividend yield at 2.87%, compared with 0.00% for IAU.

IAU is categorized as Gold, while FNDF is Foreign Large Cap Equities. IAU tracks LBMA Gold Price, while FNDF tracks RAFI Fundamental High Liquidity Developed ex US Large Index (Net). They also come from different issuers: iShares and Charles Schwab.

FNDF currently has the higher Sharpe Ratio (2.53 vs 0.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IAU and FNDF

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