Correlation
The correlation between RAFE and FNDX is 0.89, 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.
RAFE vs. FNDX
Compare and contrast key facts about PIMCO RAFI ESG U.S. ETF (RAFE) and Schwab Fundamental U.S. Large Company Index ETF (FNDX).
RAFE and FNDX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RAFE is a passively managed fund by PIMCO that tracks the performance of the RAFI ESG US Index. It was launched on Dec 18, 2019. FNDX is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental U.S. Large Company Index. It was launched on Aug 15, 2013. Both RAFE and FNDX 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: RAFE or FNDX.
Performance
RAFE vs. FNDX - Performance Comparison
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Key characteristics
RAFE:
0.53
FNDX:
0.57
RAFE:
0.78
FNDX:
0.86
RAFE:
1.11
FNDX:
1.12
RAFE:
0.49
FNDX:
0.56
RAFE:
1.81
FNDX:
2.09
RAFE:
4.44%
FNDX:
4.33%
RAFE:
16.82%
FNDX:
17.18%
RAFE:
-35.74%
FNDX:
-37.71%
RAFE:
-4.93%
FNDX:
-4.98%
Returns By Period
In the year-to-date period, RAFE achieves a 0.69% return, which is significantly higher than FNDX's 0.36% return.
RAFE
0.69%
3.47%
-3.73%
8.86%
8.88%
13.45%
N/A
FNDX
0.36%
3.68%
-4.91%
9.76%
10.04%
16.42%
11.23%
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RAFE vs. FNDX - Expense Ratio Comparison
RAFE has a 0.30% expense ratio, which is higher than FNDX's 0.25% expense ratio.
Risk-Adjusted Performance
RAFE vs. FNDX — Risk-Adjusted Performance Rank
RAFE
FNDX
RAFE vs. FNDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAFI ESG U.S. ETF (RAFE) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). 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.
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Dividends
RAFE vs. FNDX - Dividend Comparison
RAFE's dividend yield for the trailing twelve months is around 1.81%, which matches FNDX's 1.81% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RAFE PIMCO RAFI ESG U.S. ETF | 1.81% | 1.79% | 1.81% | 2.22% | 1.42% | 2.36% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 1.81% | 1.76% | 1.82% | 2.07% | 1.64% | 2.29% | 2.23% | 2.40% | 1.86% | 2.90% | 2.01% | 1.62% |
Drawdowns
RAFE vs. FNDX - Drawdown Comparison
The maximum RAFE drawdown since its inception was -35.74%, smaller than the maximum FNDX drawdown of -37.71%. Use the drawdown chart below to compare losses from any high point for RAFE and FNDX.
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Volatility
RAFE vs. FNDX - Volatility Comparison
PIMCO RAFI ESG U.S. ETF (RAFE) and Schwab Fundamental U.S. Large Company Index ETF (FNDX) have volatilities of 4.58% and 4.45%, 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.
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