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SCHX vs. FNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHX and FNDX is 0.91, 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.


-0.50.00.51.00.9

Performance

SCHX vs. FNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Large-Cap ETF (SCHX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
9.16%
7.10%
SCHX
FNDX

Key characteristics

Sharpe Ratio

SCHX:

2.27

FNDX:

2.15

Sortino Ratio

SCHX:

2.99

FNDX:

2.94

Omega Ratio

SCHX:

1.42

FNDX:

1.39

Calmar Ratio

SCHX:

3.46

FNDX:

3.79

Martin Ratio

SCHX:

14.25

FNDX:

11.18

Ulcer Index

SCHX:

2.08%

FNDX:

2.19%

Daily Std Dev

SCHX:

13.02%

FNDX:

11.42%

Max Drawdown

SCHX:

-34.33%

FNDX:

-37.71%

Current Drawdown

SCHX:

-1.50%

FNDX:

-2.49%

Returns By Period

In the year-to-date period, SCHX achieves a 2.29% return, which is significantly lower than FNDX's 2.91% return. Over the past 10 years, SCHX has outperformed FNDX with an annualized return of 15.85%, while FNDX has yielded a comparatively lower 14.64% annualized return.


SCHX

YTD

2.29%

1M

1.28%

6M

9.16%

1Y

26.81%

5Y*

16.15%

10Y*

15.85%

FNDX

YTD

2.91%

1M

2.70%

6M

7.09%

1Y

22.60%

5Y*

16.63%

10Y*

14.64%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SCHX vs. FNDX - Expense Ratio Comparison

SCHX has a 0.03% expense ratio, which is lower than FNDX's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FNDX
Schwab Fundamental U.S. Large Company Index ETF
Expense ratio chart for FNDX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for SCHX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SCHX vs. FNDX — Risk-Adjusted Performance Rank

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

SCHX
The Risk-Adjusted Performance Rank of SCHX is 8484
Overall Rank
The Sharpe Ratio Rank of SCHX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of SCHX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SCHX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of SCHX is 8686
Martin Ratio Rank

FNDX
The Risk-Adjusted Performance Rank of FNDX is 8181
Overall Rank
The Sharpe Ratio Rank of FNDX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of FNDX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FNDX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of FNDX is 7777
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.

SCHX vs. FNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap ETF (SCHX) 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.


Sharpe ratio
The chart of Sharpe ratio for SCHX, currently valued at 2.27, compared to the broader market0.002.004.002.272.15
The chart of Sortino ratio for SCHX, currently valued at 2.99, compared to the broader market0.005.0010.002.992.94
The chart of Omega ratio for SCHX, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.421.39
The chart of Calmar ratio for SCHX, currently valued at 3.46, compared to the broader market0.005.0010.0015.0020.003.463.79
The chart of Martin ratio for SCHX, currently valued at 14.25, compared to the broader market0.0020.0040.0060.0080.00100.0014.2511.18
SCHX
FNDX

The current SCHX Sharpe Ratio is 2.27, which is comparable to the FNDX Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of SCHX and FNDX, 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 Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
2.27
2.15
SCHX
FNDX

Dividends

SCHX vs. FNDX - Dividend Comparison

SCHX's dividend yield for the trailing twelve months is around 2.32%, less than FNDX's 3.36% yield.


TTM20242023202220212020201920182017201620152014
SCHX
Schwab U.S. Large-Cap ETF
2.32%2.38%2.03%2.47%2.51%4.11%3.39%3.35%3.40%2.83%4.18%3.51%
FNDX
Schwab Fundamental U.S. Large Company Index ETF
3.36%3.45%2.66%3.17%2.37%3.38%5.71%4.97%2.63%2.90%5.01%4.03%

Drawdowns

SCHX vs. FNDX - Drawdown Comparison

The maximum SCHX drawdown since its inception was -34.33%, smaller than the maximum FNDX drawdown of -37.71%. Use the drawdown chart below to compare losses from any high point for SCHX and FNDX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.50%
-2.49%
SCHX
FNDX

Volatility

SCHX vs. FNDX - Volatility Comparison

Schwab U.S. Large-Cap ETF (SCHX) has a higher volatility of 5.12% compared to Schwab Fundamental U.S. Large Company Index ETF (FNDX) at 4.39%. This indicates that SCHX's price experiences larger fluctuations and is considered to be riskier than FNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
5.12%
4.39%
SCHX
FNDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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