SCHC vs. FNDC
Compare and contrast key facts about Schwab International Small-Cap Equity ETF (SCHC) and Schwab Fundamental International Small Co. Index ETF (FNDC).
SCHC and FNDC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHC is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Custom Developed Small Cap ex-US Liquid Net of Tax (Lux). It was launched on Jan 14, 2010. FNDC is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI Small Company Developed x US. It was launched on Aug 15, 2013. Both SCHC and FNDC 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: SCHC or FNDC.
Performance
SCHC vs. FNDC - Performance Comparison
Returns By Period
In the year-to-date period, SCHC achieves a 3.29% return, which is significantly higher than FNDC's 2.15% return. Over the past 10 years, SCHC has underperformed FNDC with an annualized return of 4.30%, while FNDC has yielded a comparatively higher 5.25% annualized return.
SCHC
3.29%
-5.02%
-1.83%
11.86%
3.88%
4.30%
FNDC
2.15%
-4.72%
-1.52%
10.19%
4.26%
5.25%
Key characteristics
| SCHC | FNDC | |
|---|---|---|
| Sharpe Ratio | 0.94 | 0.85 |
| Sortino Ratio | 1.35 | 1.24 |
| Omega Ratio | 1.17 | 1.15 |
| Calmar Ratio | 0.62 | 0.79 |
| Martin Ratio | 4.65 | 4.03 |
| Ulcer Index | 2.86% | 2.88% |
| Daily Std Dev | 14.18% | 13.62% |
| Max Drawdown | -43.94% | -43.22% |
| Current Drawdown | -12.00% | -8.18% |
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SCHC vs. FNDC - Expense Ratio Comparison
SCHC has a 0.11% expense ratio, which is lower than FNDC's 0.39% expense ratio.
Correlation
The correlation between SCHC and FNDC is 0.95, 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.
Risk-Adjusted Performance
SCHC vs. FNDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Small-Cap Equity ETF (SCHC) and Schwab Fundamental International Small Co. Index ETF (FNDC). 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
SCHC vs. FNDC - Dividend Comparison
SCHC's dividend yield for the trailing twelve months is around 2.70%, less than FNDC's 2.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHC Schwab International Small-Cap Equity ETF | 2.70% | 2.94% | 1.78% | 3.02% | 1.62% | 3.23% | 2.51% | 2.72% | 2.01% | 2.34% | 2.59% | 2.80% |
FNDC Schwab Fundamental International Small Co. Index ETF | 2.88% | 2.86% | 1.98% | 2.58% | 1.77% | 2.71% | 2.68% | 1.94% | 1.96% | 1.30% | 1.61% | 0.64% |
Drawdowns
SCHC vs. FNDC - Drawdown Comparison
The maximum SCHC drawdown since its inception was -43.94%, roughly equal to the maximum FNDC drawdown of -43.22%. Use the drawdown chart below to compare losses from any high point for SCHC and FNDC. For additional features, visit the drawdowns tool.
Volatility
SCHC vs. FNDC - Volatility Comparison
Schwab International Small-Cap Equity ETF (SCHC) and Schwab Fundamental International Small Co. Index ETF (FNDC) have volatilities of 3.94% and 3.99%, 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.