RPIDX vs. FNDX
Compare and contrast key facts about T. Rowe Price Dynamic Credit Fund (RPIDX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX).
RPIDX is managed by T. Rowe Price. It was launched on Jan 10, 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RPIDX or FNDX.
Key characteristics
| RPIDX | FNDX | |
|---|---|---|
| YTD Return | 6.78% | 22.24% |
| 1Y Return | 8.74% | 33.43% |
| 3Y Return (Ann) | 0.62% | 12.89% |
| 5Y Return (Ann) | 2.32% | 17.74% |
| Sharpe Ratio | 2.72 | 3.26 |
| Sortino Ratio | 4.88 | 4.46 |
| Omega Ratio | 1.60 | 1.60 |
| Calmar Ratio | 1.30 | 5.61 |
| Martin Ratio | 25.74 | 21.53 |
| Ulcer Index | 0.35% | 1.68% |
| Daily Std Dev | 3.35% | 11.10% |
| Max Drawdown | -19.95% | -37.71% |
| Current Drawdown | -0.22% | -0.60% |
Correlation
The correlation between RPIDX and FNDX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
RPIDX vs. FNDX - Performance Comparison
In the year-to-date period, RPIDX achieves a 6.78% return, which is significantly lower than FNDX's 22.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RPIDX vs. FNDX - Expense Ratio Comparison
RPIDX has a 0.63% expense ratio, which is higher than FNDX's 0.25% expense ratio.
Risk-Adjusted Performance
RPIDX vs. FNDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dynamic Credit Fund (RPIDX) 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.
Dividends
RPIDX vs. FNDX - Dividend Comparison
RPIDX's dividend yield for the trailing twelve months is around 6.61%, more than FNDX's 3.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPIDX T. Rowe Price Dynamic Credit Fund | 6.61% | 5.87% | 3.87% | 3.47% | 4.15% | 4.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 3.25% | 3.56% | 3.20% | 2.41% | 3.38% | 5.67% | 4.83% | 3.81% | 3.94% | 3.85% | 3.97% | 1.24% |
Drawdowns
RPIDX vs. FNDX - Drawdown Comparison
The maximum RPIDX drawdown since its inception was -19.95%, smaller than the maximum FNDX drawdown of -37.71%. Use the drawdown chart below to compare losses from any high point for RPIDX and FNDX. For additional features, visit the drawdowns tool.
Volatility
RPIDX vs. FNDX - Volatility Comparison
The current volatility for T. Rowe Price Dynamic Credit Fund (RPIDX) is 1.11%, while Schwab Fundamental U.S. Large Company Index ETF (FNDX) has a volatility of 3.89%. This indicates that RPIDX experiences smaller price fluctuations and is considered to be less risky than FNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.