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VFSAX vs. FNDC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFSAX vs. FNDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX) and Schwab Fundamental International Small Co. Index ETF (FNDC). The values are adjusted to include any dividend payments, if applicable.

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VFSAX vs. FNDC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VFSAX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares
1.27%29.89%2.58%15.13%-21.30%12.68%11.90%13.47%
FNDC
Schwab Fundamental International Small Co. Index ETF
5.54%35.65%1.38%14.92%-14.71%10.26%6.58%12.82%

Returns By Period

In the year-to-date period, VFSAX achieves a 1.27% return, which is significantly lower than FNDC's 5.54% return.


VFSAX

1D
2.40%
1M
-8.22%
YTD
1.27%
6M
3.64%
1Y
29.20%
3Y*
13.60%
5Y*
5.33%
10Y*

FNDC

1D
1.42%
1M
-5.37%
YTD
5.54%
6M
9.06%
1Y
34.69%
3Y*
16.32%
5Y*
7.55%
10Y*
8.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFSAX vs. FNDC - Expense Ratio Comparison

VFSAX has a 0.16% expense ratio, which is lower than FNDC's 0.39% expense ratio.


Return for Risk

VFSAX vs. FNDC — Risk / Return Rank

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

VFSAX
VFSAX Risk / Return Rank: 9090
Overall Rank
VFSAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VFSAX Sortino Ratio Rank: 9090
Sortino Ratio Rank
VFSAX Omega Ratio Rank: 8989
Omega Ratio Rank
VFSAX Calmar Ratio Rank: 8989
Calmar Ratio Rank
VFSAX Martin Ratio Rank: 8888
Martin Ratio Rank

FNDC
FNDC Risk / Return Rank: 9292
Overall Rank
FNDC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FNDC Sortino Ratio Rank: 9494
Sortino Ratio Rank
FNDC Omega Ratio Rank: 9393
Omega Ratio Rank
FNDC Calmar Ratio Rank: 9090
Calmar Ratio Rank
FNDC Martin Ratio Rank: 9090
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.

VFSAX vs. FNDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX) 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.


VFSAXFNDCDifference

Sharpe ratio

Return per unit of total volatility

2.06

2.19

-0.14

Sortino ratio

Return per unit of downside risk

2.63

2.99

-0.37

Omega ratio

Gain probability vs. loss probability

1.41

1.44

-0.03

Calmar ratio

Return relative to maximum drawdown

2.49

3.13

-0.64

Martin ratio

Return relative to average drawdown

9.78

12.02

-2.24

VFSAX vs. FNDC - Sharpe Ratio Comparison

The current VFSAX Sharpe Ratio is 2.06, which is comparable to the FNDC Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of VFSAX and FNDC, 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


VFSAXFNDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

2.19

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.48

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.48

0.00

Correlation

The correlation between VFSAX and FNDC is 0.94, 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

VFSAX vs. FNDC - Dividend Comparison

VFSAX's dividend yield for the trailing twelve months is around 3.27%, less than FNDC's 3.66% yield.


TTM20252024202320222021202020192018201720162015
VFSAX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares
3.27%3.31%3.36%3.06%2.22%2.67%1.85%3.19%0.00%0.00%0.00%0.00%
FNDC
Schwab Fundamental International Small Co. Index ETF
3.66%3.86%3.59%2.86%1.98%2.58%1.77%2.71%2.68%1.94%1.95%1.30%

Drawdowns

VFSAX vs. FNDC - Drawdown Comparison

The maximum VFSAX drawdown since its inception was -39.86%, smaller than the maximum FNDC drawdown of -43.22%. Use the drawdown chart below to compare losses from any high point for VFSAX and FNDC.


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Drawdown Indicators


VFSAXFNDCDifference

Max Drawdown

Largest peak-to-trough decline

-39.86%

-43.22%

+3.36%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-11.20%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-33.81%

-32.13%

-1.68%

Max Drawdown (10Y)

Largest decline over 10 years

-43.22%

Current Drawdown

Current decline from peak

-9.36%

-6.95%

-2.41%

Average Drawdown

Average peak-to-trough decline

-9.42%

-8.53%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.91%

+0.01%

Volatility

VFSAX vs. FNDC - Volatility Comparison

Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX) and Schwab Fundamental International Small Co. Index ETF (FNDC) have volatilities of 6.64% and 6.60%, 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.


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Volatility by Period


VFSAXFNDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

6.60%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

10.39%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

14.58%

15.88%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

15.83%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

16.72%

+0.31%