IGF vs. FNDA
Compare and contrast key facts about iShares Global Infrastructure ETF (IGF) and Schwab Fundamental US Small Co. Index ETF (FNDA).
IGF and FNDA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGF is a passively managed fund by iShares that tracks the performance of the S&P Global Infrastructure Index. It was launched on Dec 10, 2007. FNDA is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI Small Company US. It was launched on Aug 15, 2013. Both IGF and FNDA 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: IGF or FNDA.
Performance
IGF vs. FNDA - Performance Comparison
Returns By Period
In the year-to-date period, IGF achieves a 18.30% return, which is significantly higher than FNDA's 13.37% return. Over the past 10 years, IGF has underperformed FNDA with an annualized return of 5.46%, while FNDA has yielded a comparatively higher 9.78% annualized return.
IGF
18.30%
-0.04%
10.63%
25.09%
6.10%
5.46%
FNDA
13.37%
3.79%
11.14%
27.89%
11.96%
9.78%
Key characteristics
| IGF | FNDA | |
|---|---|---|
| Sharpe Ratio | 2.13 | 1.44 |
| Sortino Ratio | 2.90 | 2.11 |
| Omega Ratio | 1.37 | 1.26 |
| Calmar Ratio | 2.48 | 2.42 |
| Martin Ratio | 11.20 | 7.91 |
| Ulcer Index | 2.22% | 3.38% |
| Daily Std Dev | 11.72% | 18.56% |
| Max Drawdown | -58.33% | -44.64% |
| Current Drawdown | -1.07% | -3.19% |
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IGF vs. FNDA - Expense Ratio Comparison
IGF has a 0.46% expense ratio, which is higher than FNDA's 0.25% expense ratio.
Correlation
The correlation between IGF and FNDA is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
IGF vs. FNDA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) and Schwab Fundamental US Small Co. Index ETF (FNDA). 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
IGF vs. FNDA - Dividend Comparison
IGF's dividend yield for the trailing twelve months is around 3.17%, more than FNDA's 2.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGF iShares Global Infrastructure ETF | 3.17% | 3.36% | 2.67% | 2.42% | 2.33% | 3.27% | 3.52% | 2.95% | 2.99% | 3.24% | 3.00% | 3.45% |
FNDA Schwab Fundamental US Small Co. Index ETF | 2.36% | 2.16% | 1.48% | 1.43% | 1.81% | 2.20% | 2.12% | 2.06% | 2.17% | 2.02% | 1.32% | 0.33% |
Drawdowns
IGF vs. FNDA - Drawdown Comparison
The maximum IGF drawdown since its inception was -58.33%, which is greater than FNDA's maximum drawdown of -44.64%. Use the drawdown chart below to compare losses from any high point for IGF and FNDA. For additional features, visit the drawdowns tool.
Volatility
IGF vs. FNDA - Volatility Comparison
The current volatility for iShares Global Infrastructure ETF (IGF) is 3.83%, while Schwab Fundamental US Small Co. Index ETF (FNDA) has a volatility of 6.32%. This indicates that IGF experiences smaller price fluctuations and is considered to be less risky than FNDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.