YOKE vs. FNDX
YOKE (Yoke Core ETF) and FNDX (Schwab Fundamental U.S. Large Company Index ETF) are both exchange-traded funds - YOKE is a Large Cap Blend Equities fund actively managed by Yoke, while FNDX is a Large Cap Value Equities fund tracking the RAFI Fundamental High Liquidity US Large Index. YOKE is actively managed, while FNDX is passively managed. Over the past year, YOKE returned 23.04% vs 30.40% for FNDX. Their correlation of 0.82 suggests significant overlap in exposure. YOKE charges 0.30%/yr vs 0.25%/yr for FNDX.
Performance
YOKE vs. FNDX - Performance Comparison
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Returns By Period
In the year-to-date period, YOKE achieves a 15.00% return, which is significantly higher than FNDX's 13.43% return.
YOKE
- 1D
- -2.62%
- 1M
- 0.79%
- YTD
- 15.00%
- 6M
- 14.85%
- 1Y
- 23.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FNDX
- 1D
- -1.66%
- 1M
- 1.92%
- YTD
- 13.43%
- 6M
- 13.56%
- 1Y
- 30.40%
- 3Y*
- 20.40%
- 5Y*
- 12.60%
- 10Y*
- 14.02%
YOKE vs. FNDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YOKE Yoke Core ETF | 15.00% | 9.95% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 13.43% | 12.79% |
Correlation
The correlation between YOKE and FNDX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2025 | 0.82 |
The correlation between YOKE and FNDX has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
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Return for Risk
YOKE vs. FNDX — Risk / Return Rank
YOKE
FNDX
YOKE vs. FNDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Yoke Core ETF (YOKE) 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.
| YOKE | FNDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.57 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 5.28 | -2.43 |
| Martin ratioReturn relative to average drawdown | 12.40 | 20.64 | -8.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YOKE | FNDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 3.09 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.18 | 0.79 | +0.39 |
Drawdowns
YOKE vs. FNDX - Drawdown Comparison
The maximum YOKE drawdown since its inception was -14.35%, smaller than the maximum FNDX drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for YOKE and FNDX.
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Drawdown Indicators
| YOKE | FNDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.35% | -37.72% | +23.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.57% | -6.06% | -2.51% |
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 DrawdownCurrent decline from peak | -2.62% | -1.66% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -1.79% | -3.55% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 1.55% | +0.41% |
Volatility
YOKE vs. FNDX - Volatility Comparison
Yoke Core ETF (YOKE) has a higher volatility of 4.43% compared to Schwab Fundamental U.S. Large Company Index ETF (FNDX) at 2.76%. This indicates that YOKE's price experiences larger fluctuations and is considered to be riskier than FNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YOKE | FNDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 2.76% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 11.29% | 7.47% | +3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.31% | 10.36% | +2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.10% | 15.19% | +1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.10% | 17.50% | -0.40% |
YOKE vs. FNDX - Expense Ratio Comparison
YOKE has a 0.30% expense ratio, which is higher than FNDX's 0.25% expense ratio.
Dividends
YOKE vs. FNDX - Dividend Comparison
YOKE's dividend yield for the trailing twelve months is around 0.81%, less than FNDX's 1.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDX Schwab Fundamental U.S. Large Company Index ETF | 1.46% | 1.63% | 1.76% | 1.82% | 2.07% | 1.64% | 2.29% | 2.23% | 2.40% | 1.86% | 2.01% | 2.01% |
YOKE Yoke Core ETF | 0.81% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
YOKE and FNDX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YOKE has higher volatility (4.43%) compared to FNDX (2.76%). In terms of maximum drawdown, YOKE dropped -14.35% vs FNDX's -37.72%.
On 1-year performance, FNDX leads with 30.40% vs 23.04% for YOKE. On fees, FNDX is cheaper at 0.25% per year. On volatility, FNDX has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FNDX has performed better with a 30.40% return vs 23.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FNDX is cheaper with a 0.25% expense ratio, compared with 0.30% for YOKE.
FNDX has the higher dividend yield at 1.46%, compared with 0.81% for YOKE.
YOKE is categorized as Large Cap Blend Equities, while FNDX is Large Cap Value Equities. They also come from different issuers: Yoke and Charles Schwab. Their fees differ too: 0.30% for YOKE and 0.25% for FNDX.
FNDX currently has the higher Sharpe Ratio (3.09 vs 1.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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