SCHE vs. FNDE
Compare and contrast key facts about Schwab Emerging Markets Equity ETF (SCHE) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE).
SCHE and FNDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHE is a passively managed fund by Charles Schwab that tracks the performance of the FTSE All-World Emerging. It was launched on Jan 14, 2010. 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 SCHE 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: SCHE or FNDE.
Performance
SCHE vs. FNDE - Performance Comparison
Returns By Period
In the year-to-date period, SCHE achieves a 11.92% return, which is significantly lower than FNDE's 14.23% return. Over the past 10 years, SCHE has underperformed FNDE with an annualized return of 3.40%, while FNDE has yielded a comparatively higher 5.02% annualized return.
SCHE
11.92%
-4.38%
3.26%
16.00%
3.96%
3.40%
FNDE
14.23%
-4.00%
2.28%
19.15%
5.50%
5.02%
Key characteristics
| SCHE | FNDE | |
|---|---|---|
| Sharpe Ratio | 1.02 | 1.11 |
| Sortino Ratio | 1.53 | 1.63 |
| Omega Ratio | 1.19 | 1.20 |
| Calmar Ratio | 0.60 | 1.27 |
| Martin Ratio | 5.03 | 5.18 |
| Ulcer Index | 3.05% | 3.59% |
| Daily Std Dev | 15.00% | 16.81% |
| Max Drawdown | -36.16% | -43.55% |
| Current Drawdown | -11.92% | -9.40% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SCHE vs. FNDE - Expense Ratio Comparison
SCHE has a 0.11% expense ratio, which is lower than FNDE's 0.39% expense ratio.
Correlation
The correlation between SCHE and FNDE is 0.93, 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
SCHE vs. FNDE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Emerging Markets Equity ETF (SCHE) 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
SCHE vs. FNDE - Dividend Comparison
SCHE's dividend yield for the trailing twelve months is around 3.09%, less than FNDE's 4.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHE Schwab Emerging Markets Equity ETF | 3.09% | 3.83% | 2.87% | 2.86% | 2.09% | 3.27% | 2.69% | 2.31% | 2.26% | 2.50% | 2.86% | 2.56% |
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 4.06% | 4.74% | 5.59% | 4.31% | 2.49% | 3.47% | 3.05% | 2.05% | 1.65% | 2.02% | 1.36% | 0.51% |
Drawdowns
SCHE vs. FNDE - Drawdown Comparison
The maximum SCHE drawdown since its inception was -36.16%, smaller than the maximum FNDE drawdown of -43.55%. Use the drawdown chart below to compare losses from any high point for SCHE and FNDE. For additional features, visit the drawdowns tool.
Volatility
SCHE vs. FNDE - Volatility Comparison
The current volatility for Schwab Emerging Markets Equity ETF (SCHE) is 4.68%, while Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) has a volatility of 5.60%. This indicates that SCHE experiences smaller price fluctuations and is considered to be less risky than FNDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.