Schwab Fundamental U.S. Small Company Index ETF

10-Year Study

FNDA.US · · US · ETF

Executive Summary: Schwab Fundamental U.S. Small Company Index ETF has compounded at 10.6% annually over the last 10 years, with a maximum drawdown of 36.2% and an annualized volatility of 16.0%.

1Y CAGR
+29.8%
3Y CAGR
+16.5%
5Y CAGR
+6.7%
10Y CAGR
+10.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
36.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +31.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.83.2-5.87.0————————10.1%
20252.6-4.5-5.8-4.15.14.02.06.70.3-1.63.10.17.4%
2024-4.03.93.6-5.84.6-1.99.1-1.71.5-1.710.0-7.39.0%
202311.2-1.6-4.5-1.9-3.29.56.2-4.3-5.1-5.69.211.320.3%
2022-6.01.50.9-7.01.1-9.79.5-3.5-10.812.74.6-6.3-14.8%
20213.79.63.92.64.10.7-2.61.9-2.24.0-3.05.331.1%
2020-4.2-9.9-25.314.75.12.14.15.3-4.62.318.77.48.4%
201911.24.2-2.03.8-8.46.81.4-4.64.01.72.72.524.3%
20182.1-4.61.11.04.91.41.72.7-1.9-9.31.3-11.7-12.1%
20170.41.9-0.50.7-2.02.10.9-1.75.60.83.80.312.7%
2016———1.61.1-0.15.20.70.1-2.910.43.020.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 16.0%. The dominant macroeconomic risk driver is IJR.US, accounting for 85.4% of variance. Idiosyncratic stock-specific factors contribute 1.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110156.799308097026
2016-05-0110271.796144883203
2016-06-0110263.067276352775
2016-07-0110801.614440271316
2016-08-0110875.049049834633
2016-09-0110888.98320693825
2016-10-0110567.776861291073
2016-11-0111662.809414364996
2016-12-0112009.001145163487
2017-01-0112058.251183202134
2017-02-0112287.203799059847
2017-03-0112223.779359829587
2017-04-0112308.905848341916
2017-05-0112061.61460043404
2017-06-0112309.626580605896
2017-07-0112419.41812881888
2017-08-0112203.358612350148
2017-09-0112891.9782499019
2017-10-0112995.042963651069
2017-11-0113485.381147245604
2017-12-0113532.308825766979
2018-01-0113810.831805113994
2018-02-0113178.829690966022
2018-03-0113321.054191058114
2018-04-0113453.348602179818
2018-05-0114115.140983238973
2018-06-0114314.543576273496
2018-07-0114551.264084309658
2018-08-0114949.348538114726
2018-09-0114658.17270346672
2018-10-0113301.113931754664
2018-11-0113473.849431021918
2018-12-0111896.326667894582
2019-01-0113229.441112169963
2019-02-0113790.891545810544
2019-03-0113517.25352958606
2019-04-0114032.737261057235
2019-05-0112853.058707646971
2019-06-0113733.072801966799
2019-07-0113926.229048713494
2019-08-0113281.253753813877
2019-09-0113813.714734169916
2019-10-0114047.87263860082
2019-11-0114424.655449937136
2019-12-0114791.588253665726
2020-01-0114174.000784797356
2020-02-0112773.537914521154
2020-03-019541.374036020597
2020-04-0110946.641788056666
2020-05-0111499.843841342805
2020-06-0111744.492404282752
2020-07-0112229.54521794143
2020-08-0112877.483523259632
2020-09-0112288.725344950471
2020-10-0112575.096297838603
2020-11-0114932.451370592524
2020-12-0116039.656290791445
2021-01-0116633.86000176179
2021-02-0118237.088882304422
2021-03-0118946.209348698278
2021-04-0119447.358516252516
2021-05-0120240.2440879934
2021-06-0120384.630784877434
2021-07-0119859.93769669985
2021-08-0120242.246122060013
2021-09-0119800.837651053473
2021-10-0120597.64720956492
2021-11-0119981.260961136515
2021-12-0121032.00852065699
2022-01-0119768.805105987685
2022-02-0120063.824846043583
2022-03-0120236.40018258551
2022-04-0118828.249501493516
2022-05-0119032.61713901324
2022-06-0117190.745797730495
2022-07-0118824.32551472296
2022-08-0118170.941676743572
2022-09-0116214.233661399983
2022-10-0118273.44582095409
2022-11-0119108.534270819153
2022-12-0117912.599200788
2023-01-0119917.75644054359
2023-02-0119603.437092085558
2023-03-0118714.934373323296
2023-04-0118361.214994434347
2023-05-0117780.545033754293
2023-06-0119471.863413227842
2023-07-0120679.97085038399
2023-08-0119799.956756064163
2023-09-0118783.323857038755
2023-10-0117725.849463054463
2023-11-0119360.55031912423
2023-12-0121547.4121707655
2024-01-0120694.865983839583
2024-02-0121500.724736332115
2024-03-0122264.540773425804
2024-04-0120972.267824109298
2024-05-0121944.375485493263
2024-06-0121524.10849423014
2024-07-0123491.547412170767
2024-08-0123083.93327620863
2024-09-0123430.925820633765
2024-10-0123033.72226181801
2024-11-0125346.47201556782
2024-12-0123486.021798146918
2025-01-0124102.808453388643
2025-02-0123027.31575280485
2025-03-0121698.605783476014
2025-04-0120803.4563116126
2025-05-0121872.94290999656
2025-06-0122755.439526558985
2025-07-0123200.211414797435
2025-08-0124756.91302363201
2025-09-0124834.191538603223
2025-10-0124443.634732888615
2025-11-0125208.8121531476
2025-12-0125233.637375573584
2026-01-0126707.13444859978
2026-02-0127555.99689284313
2026-03-0125970.385912086684
2026-04-0127780.224708303635
Annual Return Matrix
YearAnnual Return
20170.12684715924246448
2018-0.1208945331455421
20190.2433744185576865
20200.08437687797430526
20210.31125057416172397
2022-0.14831723355404702
20230.20291934907010023
20240.08996948738056032
20250.07441088118059036
20260.10092034274833384
Total Factor Risk
0.15981797487542984
VTI.US Exposure
0.17433892548246244
VEA.US Exposure
0.04719911284166518
VWO.US Exposure
0.014550930725365858
QQQ.US Exposure
-0.05909690973939676
VTV.US Exposure
-0.0035800077522766473
IJR.US Exposure
0.8544565893649309
QUAL.US Exposure
-0.06750286397269248
SHV.US Exposure
0.00006693754003157448
TLT.US Exposure
-0.011817449721149472
LQD.US Exposure
0.014380744343172838
HYG.US Exposure
-0.008731436534370881
GLD.US Exposure
-0.0018143596391545097
USO.US Exposure
0.00016391307052284778
VNQ.US Exposure
0.03287075156351548
BTC-USD.CC Exposure
-0.0021885508925007487
CPER.US Exposure
0.011858057878576897
VIX.INDX Exposure
-0.004000989103772991
UUP.US Exposure
-0.00613440642008245
TIP.US Exposure
0.0032967279070302605
Idiosyncratic Exposure
0.011684283058122726
Value Score
44.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →14.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.12%
Market Cap$4.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$48
Avg Yield on Cost
0.48%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$48.290.48%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+9.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.18
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Schwab Fundamental U.S. Small Company Index ETF a high-risk investment?

Schwab Fundamental U.S. Small Company Index ETF (FNDA.US) has an annualized volatility of 16.0% and experienced a maximum drawdown of 36.2% over the last 10 years. Its primary macro risk driver is IJR.US.

What is the 10-year return of FNDA.US?

Over the past 10 years, FNDA.US has generated a Compound Annual Growth Rate (CAGR) of 10.6%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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