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VDEQX vs. FNDF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VDEQX vs. FNDF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Diversified Equity Fund (VDEQX) and Schwab Fundamental International Large Company Index ETF (FNDF). The values are adjusted to include any dividend payments, if applicable.

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VDEQX vs. FNDF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VDEQX
Vanguard Diversified Equity Fund
-8.54%15.26%24.63%27.51%-22.59%21.69%29.01%31.44%-5.40%21.47%
FNDF
Schwab Fundamental International Large Company Index ETF
8.23%40.99%2.29%20.22%-7.78%14.97%3.61%18.46%-14.21%23.98%

Returns By Period

In the year-to-date period, VDEQX achieves a -8.54% return, which is significantly lower than FNDF's 8.23% return. Over the past 10 years, VDEQX has outperformed FNDF with an annualized return of 12.87%, while FNDF has yielded a comparatively lower 11.09% annualized return.


VDEQX

1D
-0.39%
1M
-8.11%
YTD
-8.54%
6M
-6.19%
1Y
11.77%
3Y*
15.61%
5Y*
8.30%
10Y*
12.87%

FNDF

1D
2.95%
1M
-7.26%
YTD
8.23%
6M
17.33%
1Y
40.22%
3Y*
20.38%
5Y*
12.44%
10Y*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VDEQX vs. FNDF - Expense Ratio Comparison

VDEQX has a 0.35% expense ratio, which is higher than FNDF's 0.25% expense ratio.


Return for Risk

VDEQX vs. FNDF — Risk / Return Rank

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

VDEQX
VDEQX Risk / Return Rank: 2828
Overall Rank
VDEQX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VDEQX Sortino Ratio Rank: 2828
Sortino Ratio Rank
VDEQX Omega Ratio Rank: 3030
Omega Ratio Rank
VDEQX Calmar Ratio Rank: 2727
Calmar Ratio Rank
VDEQX Martin Ratio Rank: 2929
Martin Ratio Rank

FNDF
FNDF Risk / Return Rank: 9595
Overall Rank
FNDF Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FNDF Sortino Ratio Rank: 9595
Sortino Ratio Rank
FNDF Omega Ratio Rank: 9595
Omega Ratio Rank
FNDF Calmar Ratio Rank: 9494
Calmar Ratio Rank
FNDF Martin Ratio Rank: 9494
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.

VDEQX vs. FNDF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Diversified Equity Fund (VDEQX) and Schwab Fundamental International Large Company Index ETF (FNDF). 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.


VDEQXFNDFDifference

Sharpe ratio

Return per unit of total volatility

0.63

2.31

-1.68

Sortino ratio

Return per unit of downside risk

1.02

3.02

-2.01

Omega ratio

Gain probability vs. loss probability

1.15

1.46

-0.31

Calmar ratio

Return relative to maximum drawdown

0.76

3.52

-2.76

Martin ratio

Return relative to average drawdown

3.15

13.78

-10.63

VDEQX vs. FNDF - Sharpe Ratio Comparison

The current VDEQX Sharpe Ratio is 0.63, which is lower than the FNDF Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of VDEQX and FNDF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VDEQXFNDFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

2.31

-1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.78

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.63

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.49

0.00

Correlation

The correlation between VDEQX and FNDF is 0.76, 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.


Dividends

VDEQX vs. FNDF - Dividend Comparison

VDEQX's dividend yield for the trailing twelve months is around 10.02%, more than FNDF's 3.18% yield.


TTM20252024202320222021202020192018201720162015
VDEQX
Vanguard Diversified Equity Fund
10.02%9.17%7.53%4.65%12.92%7.13%5.82%7.20%6.61%4.63%7.67%9.42%
FNDF
Schwab Fundamental International Large Company Index ETF
3.18%3.44%4.01%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%

Drawdowns

VDEQX vs. FNDF - Drawdown Comparison

The maximum VDEQX drawdown since its inception was -56.28%, which is greater than FNDF's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for VDEQX and FNDF.


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Drawdown Indicators


VDEQXFNDFDifference

Max Drawdown

Largest peak-to-trough decline

-56.28%

-40.14%

-16.14%

Max Drawdown (1Y)

Largest decline over 1 year

-12.62%

-11.08%

-1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-29.26%

-25.56%

-3.70%

Max Drawdown (10Y)

Largest decline over 10 years

-35.47%

-40.14%

+4.67%

Current Drawdown

Current decline from peak

-10.86%

-7.26%

-3.60%

Average Drawdown

Average peak-to-trough decline

-8.34%

-7.72%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.83%

+0.22%

Volatility

VDEQX vs. FNDF - Volatility Comparison

The current volatility for Vanguard Diversified Equity Fund (VDEQX) is 4.60%, while Schwab Fundamental International Large Company Index ETF (FNDF) has a volatility of 8.06%. This indicates that VDEQX experiences smaller price fluctuations and is considered to be less risky than FNDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDEQXFNDFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

8.06%

-3.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

11.42%

-1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

19.12%

17.50%

+1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.58%

16.05%

+2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.26%

17.64%

+1.62%