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VWIGX vs. FNDF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VWIGX and FNDF 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

VWIGX vs. FNDF - Performance Comparison

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

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Key characteristics

Daily Std Dev

VWIGX:

23.60%

FNDF:

8.60%

Max Drawdown

VWIGX:

-65.63%

FNDF:

-0.77%

Current Drawdown

VWIGX:

-37.65%

FNDF:

-0.05%

Returns By Period


VWIGX

YTD

7.04%

1M

9.93%

6M

-4.52%

1Y

0.70%

5Y*

2.86%

10Y*

4.64%

FNDF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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VWIGX vs. FNDF - Expense Ratio Comparison

VWIGX has a 0.43% expense ratio, which is higher than FNDF's 0.25% expense ratio.


Risk-Adjusted Performance

VWIGX vs. FNDF — Risk-Adjusted Performance Rank

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

VWIGX
The Risk-Adjusted Performance Rank of VWIGX is 2323
Overall Rank
The Sharpe Ratio Rank of VWIGX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIGX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of VWIGX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of VWIGX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of VWIGX is 2020
Martin Ratio Rank

FNDF
The Risk-Adjusted Performance Rank of FNDF is 6565
Overall Rank
The Sharpe Ratio Rank of FNDF is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDF is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FNDF is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FNDF is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FNDF is 6363
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.

VWIGX vs. FNDF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Investor Shares (VWIGX) 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.



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Dividends

VWIGX vs. FNDF - Dividend Comparison

VWIGX's dividend yield for the trailing twelve months is around 0.77%, less than FNDF's 3.53% yield.


TTM20242023202220212020201920182017201620152014
VWIGX
Vanguard International Growth Fund Investor Shares
0.77%0.83%1.01%1.37%0.93%0.21%1.20%1.62%0.84%1.26%1.39%2.29%
FNDF
Schwab Fundamental International Large Company Index ETF
3.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VWIGX vs. FNDF - Drawdown Comparison

The maximum VWIGX drawdown since its inception was -65.63%, which is greater than FNDF's maximum drawdown of -0.77%. Use the drawdown chart below to compare losses from any high point for VWIGX and FNDF. For additional features, visit the drawdowns tool.


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Volatility

VWIGX vs. FNDF - Volatility Comparison


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