IVAL vs. FNDE
Compare and contrast key facts about Alpha Architect International Quantitative Value ETF (IVAL) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE).
IVAL and FNDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVAL is a passively managed fund by EMPIRICAL FINANCE LLC that tracks the performance of the IVAL-US - Alpha Architect International Quantitative Value Index. It was launched on Dec 17, 2014. FNDE is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental Emerging Markets Large Company Index. It was launched on Aug 15, 2013. Both IVAL and FNDE 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: IVAL or FNDE.
Correlation
The correlation between IVAL and FNDE is 0.68, 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.
Performance
IVAL vs. FNDE - Performance Comparison
Key characteristics
IVAL:
-0.03
FNDE:
0.92
IVAL:
0.06
FNDE:
1.40
IVAL:
1.01
FNDE:
1.18
IVAL:
-0.03
FNDE:
1.12
IVAL:
-0.09
FNDE:
2.79
IVAL:
5.69%
FNDE:
5.59%
IVAL:
15.34%
FNDE:
16.97%
IVAL:
-46.09%
FNDE:
-43.55%
IVAL:
-7.98%
FNDE:
-9.80%
Returns By Period
In the year-to-date period, IVAL achieves a 1.29% return, which is significantly lower than FNDE's 1.45% return. Over the past 10 years, IVAL has underperformed FNDE with an annualized return of 3.01%, while FNDE has yielded a comparatively higher 6.07% annualized return.
IVAL
1.29%
1.21%
-1.85%
-0.88%
1.76%
3.01%
FNDE
1.45%
1.34%
3.35%
16.24%
5.98%
6.07%
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IVAL vs. FNDE - Expense Ratio Comparison
IVAL has a 0.59% expense ratio, which is higher than FNDE's 0.39% expense ratio.
Risk-Adjusted Performance
IVAL vs. FNDE — Risk-Adjusted Performance Rank
IVAL
FNDE
IVAL vs. FNDE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect International Quantitative Value ETF (IVAL) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE). 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
IVAL vs. FNDE - Dividend Comparison
IVAL's dividend yield for the trailing twelve months is around 3.56%, less than FNDE's 4.75% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVAL Alpha Architect International Quantitative Value ETF | 3.56% | 3.61% | 5.14% | 8.00% | 3.95% | 2.07% | 2.51% | 2.93% | 1.73% | 2.02% | 1.86% | 0.21% |
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 4.75% | 4.82% | 4.74% | 5.59% | 4.31% | 2.49% | 3.47% | 3.05% | 2.05% | 1.65% | 2.02% | 1.36% |
Drawdowns
IVAL vs. FNDE - Drawdown Comparison
The maximum IVAL drawdown since its inception was -46.09%, which is greater than FNDE's maximum drawdown of -43.55%. Use the drawdown chart below to compare losses from any high point for IVAL and FNDE. For additional features, visit the drawdowns tool.
Volatility
IVAL vs. FNDE - Volatility Comparison
Alpha Architect International Quantitative Value ETF (IVAL) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) have volatilities of 3.61% and 3.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.