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SCHC vs. FDN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHC and FDN is 0.79, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

SCHC vs. FDN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Small-Cap Equity ETF (SCHC) and First Trust Dow Jones Internet Index (FDN). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
119.85%
821.72%
SCHC
FDN

Key characteristics

Sharpe Ratio

SCHC:

0.66

FDN:

0.62

Sortino Ratio

SCHC:

1.03

FDN:

1.00

Omega Ratio

SCHC:

1.14

FDN:

1.14

Calmar Ratio

SCHC:

0.64

FDN:

0.58

Martin Ratio

SCHC:

2.42

FDN:

2.08

Ulcer Index

SCHC:

4.76%

FDN:

7.50%

Daily Std Dev

SCHC:

17.58%

FDN:

25.40%

Max Drawdown

SCHC:

-43.94%

FDN:

-61.55%

Current Drawdown

SCHC:

-5.26%

FDN:

-14.15%

Returns By Period

In the year-to-date period, SCHC achieves a 9.06% return, which is significantly higher than FDN's -5.75% return. Over the past 10 years, SCHC has underperformed FDN with an annualized return of 4.39%, while FDN has yielded a comparatively higher 13.22% annualized return.


SCHC

YTD

9.06%

1M

3.54%

6M

5.03%

1Y

11.40%

5Y*

9.87%

10Y*

4.39%

FDN

YTD

-5.75%

1M

2.61%

6M

5.17%

1Y

14.61%

5Y*

9.94%

10Y*

13.22%

*Annualized

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SCHC vs. FDN - Expense Ratio Comparison

SCHC has a 0.11% expense ratio, which is lower than FDN's 0.52% expense ratio.


Expense ratio chart for FDN: current value is 0.52%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDN: 0.52%
Expense ratio chart for SCHC: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHC: 0.11%

Risk-Adjusted Performance

SCHC vs. FDN — Risk-Adjusted Performance Rank

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

SCHC
The Risk-Adjusted Performance Rank of SCHC is 6969
Overall Rank
The Sharpe Ratio Rank of SCHC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHC is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SCHC is 6666
Omega Ratio Rank
The Calmar Ratio Rank of SCHC is 7272
Calmar Ratio Rank
The Martin Ratio Rank of SCHC is 6767
Martin Ratio Rank

FDN
The Risk-Adjusted Performance Rank of FDN is 6666
Overall Rank
The Sharpe Ratio Rank of FDN is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FDN is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FDN is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FDN is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FDN is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCHC vs. FDN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Small-Cap Equity ETF (SCHC) and First Trust Dow Jones Internet Index (FDN). 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.


The chart of Sharpe ratio for SCHC, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.00
SCHC: 0.66
FDN: 0.62
The chart of Sortino ratio for SCHC, currently valued at 1.03, compared to the broader market-2.000.002.004.006.008.00
SCHC: 1.03
FDN: 1.00
The chart of Omega ratio for SCHC, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
SCHC: 1.14
FDN: 1.14
The chart of Calmar ratio for SCHC, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.0012.00
SCHC: 0.64
FDN: 0.58
The chart of Martin ratio for SCHC, currently valued at 2.42, compared to the broader market0.0020.0040.0060.00
SCHC: 2.42
FDN: 2.08

The current SCHC Sharpe Ratio is 0.66, which is comparable to the FDN Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of SCHC and FDN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.66
0.62
SCHC
FDN

Dividends

SCHC vs. FDN - Dividend Comparison

SCHC's dividend yield for the trailing twelve months is around 3.42%, while FDN has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SCHC
Schwab International Small-Cap Equity ETF
3.42%3.73%2.94%1.78%3.02%1.62%3.23%2.51%2.72%2.01%2.34%2.59%
FDN
First Trust Dow Jones Internet Index
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SCHC vs. FDN - Drawdown Comparison

The maximum SCHC drawdown since its inception was -43.94%, smaller than the maximum FDN drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for SCHC and FDN. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.26%
-14.15%
SCHC
FDN

Volatility

SCHC vs. FDN - Volatility Comparison

The current volatility for Schwab International Small-Cap Equity ETF (SCHC) is 11.00%, while First Trust Dow Jones Internet Index (FDN) has a volatility of 16.32%. This indicates that SCHC experiences smaller price fluctuations and is considered to be less risky than FDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
11.00%
16.32%
SCHC
FDN