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SMOM vs. FNDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMOM vs. FNDX - Performance Comparison

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

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Returns By Period

In the year-to-date period, SMOM achieves a 8.28% return, which is significantly lower than FNDX's 14.79% return.


SMOM

1D
0.43%
1M
0.69%
YTD
8.28%
6M
7.57%
1Y
3Y*
5Y*
10Y*

FNDX

1D
0.19%
1M
0.94%
YTD
14.79%
6M
14.33%
1Y
31.80%
3Y*
20.50%
5Y*
13.48%
10Y*
14.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMOM vs. FNDX - Yearly Performance Comparison


Correlation

The correlation between SMOM and FNDX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 10, 2025

0.77

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Return for Risk

SMOM vs. FNDX — Risk / Return Rank

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

SMOM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FNDX
FNDX Risk / Return Rank: 9191
Overall Rank
FNDX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FNDX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FNDX Omega Ratio Rank: 9090
Omega Ratio Rank
FNDX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FNDX Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SMOM vs. FNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic Sector Momentum ETF (SMOM) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SMOMFNDXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.56

Calmar ratioReturn relative to maximum drawdown

5.27

Martin ratioReturn relative to average drawdown

20.40

SMOM vs. FNDX - Sharpe Ratio Comparison


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Drawdowns

SMOM vs. FNDX - Drawdown Comparison

The maximum SMOM drawdown since its inception was -7.45%, smaller than the maximum FNDX drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for SMOM and FNDX.


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Drawdown Indicators


SMOMFNDXDifference

Max Drawdown

Largest peak-to-trough decline

-7.45%

-37.72%

+30.27%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

Max Drawdown (3Y)

Largest decline over 3 years

-16.30%

Max Drawdown (5Y)

Largest decline over 5 years

-19.06%

Max Drawdown (10Y)

Largest decline over 10 years

-37.72%

Current Drawdown

Current decline from peak

-1.40%

-1.02%

-0.38%

Average Drawdown

Average peak-to-trough decline

-1.49%

-3.55%

+2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

Volatility

SMOM vs. FNDX - Volatility Comparison


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Volatility by Period


SMOMFNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

10.47%

+2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.76%

15.18%

-2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.76%

17.52%

-4.76%

SMOM vs. FNDX - Expense Ratio Comparison

SMOM has a 0.63% expense ratio, which is higher than FNDX's 0.25% expense ratio.


Dividends

SMOM vs. FNDX - Dividend Comparison

SMOM's dividend yield for the trailing twelve months is around 0.15%, less than FNDX's 1.45% yield.


PositionTTM20252024202320222021202020192018201720162015
FNDX
Schwab Fundamental U.S. Large Company Index ETF
1.45%1.63%1.76%1.82%2.07%1.64%2.29%2.23%2.40%1.86%2.01%2.01%
SMOM
Symmetry Panoramic Sector Momentum ETF
0.15%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SMOM and FNDX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FNDX is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FNDX is cheaper with a 0.25% expense ratio, compared with 0.63% for SMOM.

FNDX has the higher dividend yield at 1.45%, compared with 0.15% for SMOM.

SMOM is categorized as Large Cap Blend Equities, while FNDX is Large Cap Value Equities. They also come from different issuers: Symmetry Partners and Charles Schwab. Their fees differ too: 0.63% for SMOM and 0.25% for FNDX.

Portfolio Optimizer

Find the right allocation for SMOM and FNDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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