VFSAX vs. FNDC
Compare and contrast key facts about Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX) and Schwab Fundamental International Small Co. Index ETF (FNDC).
VFSAX is managed by Vanguard. It was launched on Feb 7, 2019. FNDC is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI Small Company Developed x US. It was launched on Aug 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFSAX or FNDC.
Key characteristics
| VFSAX | FNDC | |
|---|---|---|
| YTD Return | 6.19% | 4.00% |
| 1Y Return | 18.68% | 16.78% |
| 3Y Return (Ann) | -2.06% | -0.68% |
| 5Y Return (Ann) | 5.03% | 4.51% |
| Sharpe Ratio | 1.51 | 1.21 |
| Sortino Ratio | 2.11 | 1.76 |
| Omega Ratio | 1.27 | 1.22 |
| Calmar Ratio | 0.85 | 0.93 |
| Martin Ratio | 8.28 | 6.55 |
| Ulcer Index | 2.24% | 2.59% |
| Daily Std Dev | 12.29% | 13.95% |
| Max Drawdown | -39.86% | -43.22% |
| Current Drawdown | -7.15% | -6.52% |
Correlation
The correlation between VFSAX and FNDC is 0.95, 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.
Performance
VFSAX vs. FNDC - Performance Comparison
In the year-to-date period, VFSAX achieves a 6.19% return, which is significantly higher than FNDC's 4.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
VFSAX vs. FNDC - Risk-Adjusted Performance 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.
Dividends
VFSAX vs. FNDC - Dividend Comparison
VFSAX's dividend yield for the trailing twelve months is around 2.77%, less than FNDC's 2.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFSAX Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares | 2.77% | 3.05% | 2.22% | 2.67% | 1.85% | 3.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FNDC Schwab Fundamental International Small Co. Index ETF | 2.83% | 2.86% | 1.98% | 2.58% | 1.77% | 2.71% | 2.68% | 1.94% | 1.96% | 1.30% | 1.61% | 0.64% |
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. For additional features, visit the drawdowns tool.
Volatility
VFSAX vs. FNDC - Volatility Comparison
The current volatility for Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX) is 2.94%, while Schwab Fundamental International Small Co. Index ETF (FNDC) has a volatility of 3.77%. This indicates that VFSAX experiences smaller price fluctuations and is considered to be less risky than FNDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.