Schwab Fundamental U.S. Broad Market Index ETF

10-Year Study

FNDB.US · · US · ETF

Executive Summary: Schwab Fundamental U.S. Broad Market Index ETF has compounded at 13.4% annually over the last 10 years, with a maximum drawdown of 26.6% and an annualized volatility of 11.6%.

1Y CAGR
+27.7%
3Y CAGR
+19.7%
5Y CAGR
+11.5%
10Y CAGR
+13.4%

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 →
26.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +31.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -8.2%
% 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.
20264.42.4-4.24.9————————7.4%
20253.8-0.3-4.0-3.03.64.20.84.42.50.82.40.516.2%
20240.33.64.9-4.73.90.54.21.81.6-1.16.5-5.416.3%
20236.4-2.90.01.2-2.67.03.9-2.4-3.8-2.78.25.918.4%
2022-1.8-1.22.9-5.82.3-9.37.2-2.7-9.611.75.9-5.1-7.5%
20212.74.76.63.83.0-0.4-0.02.4-3.35.2-2.25.931.6%
2020-2.4-9.1-17.312.44.41.23.95.8-3.6-1.815.34.59.4%
20199.03.00.63.7-7.27.51.5-3.33.51.83.72.728.9%
20184.4-4.9-1.71.11.90.73.22.30.6-6.21.2-10.2-8.2%
20171.03.0-0.30.1-0.11.11.8-0.93.61.23.61.916.9%
2016———1.50.60.83.20.00.1-1.96.21.912.8%

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 11.6%. The dominant macroeconomic risk driver is VTV.US, accounting for 66.0% of variance. Idiosyncratic stock-specific factors contribute 1.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110151.96427901392
2016-05-0110217.002488962264
2016-06-0110297.174590071667
2016-07-0110628.119019924205
2016-08-0110628.744387327553
2016-09-0110634.247620477028
2016-10-0110428.376671294383
2016-11-0111069.7534801696
2016-12-0111279.251560291672
2017-01-0111386.689680187108
2017-02-0111722.887196227783
2017-03-0111684.739784623465
2017-04-0111690.993458656962
2017-05-0111673.608244843845
2017-06-0111799.432166397757
2017-07-0112012.807524420597
2017-08-0111904.368816679798
2017-09-0112336.87291283629
2017-10-0112488.211824446862
2017-11-0112940.352457068528
2017-12-0113189.748977524296
2018-01-0113766.462796893175
2018-02-0113094.192838292498
2018-03-0112868.810426125348
2018-04-0113014.521031105774
2018-05-0113263.292184158194
2018-06-0113362.600527810087
2018-07-0113796.855652695958
2018-08-0114120.795967630982
2018-09-0114202.218803547084
2018-10-0113314.822458194189
2018-11-0113476.417395219692
2018-12-0112107.613222768376
2019-01-0113195.62743111578
2019-02-0113589.733968706614
2019-03-0113668.655335009316
2019-04-0114177.704401335784
2019-05-0113152.477080284669
2019-06-0114140.807724538165
2019-07-0114358.310507423112
2019-08-0113890.410616237039
2019-09-0114382.449689192401
2019-10-0114643.978337273147
2019-11-0115187.422610783833
2019-12-0115604.6677422986
2020-01-0115226.945830675522
2020-02-0113845.634310157218
2020-03-0111455.480094555553
2020-04-0112880.942553750327
2020-05-0113444.273510687528
2020-06-0113605.368153790352
2020-07-0114138.431328405439
2020-08-0114964.041374307404
2020-09-0114423.598864332795
2020-10-0114167.073155478844
2020-11-0116332.970620239392
2020-12-0117072.15489099846
2021-01-0117540.680149587883
2021-02-0118358.160419246306
2021-03-0119571.623328705613
2021-04-0120311.18281990669
2021-05-0120915.03758458094
2021-06-0120836.991732642928
2021-07-0120829.362250322065
2021-08-0121328.530511675614
2021-09-0120615.111377934532
2021-10-0121690.24301777294
2021-11-0121217.59033432141
2021-12-0122458.819556489434
2022-01-0122053.20625867697
2022-02-0121793.928933248284
2022-03-0122429.42728853201
2022-04-0121123.910297299662
2022-05-0121613.82312108363
2022-06-0119612.27220992333
2022-07-0121025.727614973795
2022-08-0120465.023201130665
2022-09-0118499.243305441945
2022-10-0120662.76437406976
2022-11-0121874.851475241703
2022-12-0120768.326391755156
2023-01-0122090.60322939727
2023-02-0121455.104874113542
2023-03-0121461.233474666366
2023-04-0121715.007566945576
2023-05-0121139.91970282541
2023-06-0122609.908321138668
2023-07-0123490.425625054722
2023-08-0122920.590847122683
2023-09-0122054.957287406352
2023-10-0121453.103698422823
2023-11-0123214.513526696937
2023-12-0124593.948945005188
2024-01-0124666.36649031306
2024-02-0125543.882030693036
2024-03-0126782.985003689664
2024-04-0125513.739321851586
2024-05-0126500.068790414367
2024-06-0126631.521018598425
2024-07-0127760.434255124885
2024-08-0128251.722887196225
2024-09-0128696.73433141971
2024-10-0128370.542693832627
2024-11-0130217.878003326954
2024-12-0128591.797681137665
2025-01-0129685.815416557227
2025-02-0129599.76486185634
2025-03-0128403.31194576814
2025-04-0127551.561542406165
2025-05-0128539.141745775643
2025-06-0129730.716796117722
2025-07-0129966.230160219126
2025-08-0131280.3772216177
2025-09-0132048.328392930845
2025-10-0132291.971533275802
2025-11-0133081.68549022551
2025-12-0133232.023813990716
2026-01-0134682.87618976148
2026-02-0135508.36116218278
2026-03-0134019.98674221105
2026-04-0135702.22505722112
Annual Return Matrix
YearAnnual Return
20170.1693815770505982
2018-0.08204369594902139
20190.28883104003966764
20200.09404155044724427
20210.31552341809710094
2022-0.07527079330604503
20230.18420466247914757
20240.16255416098781517
20250.1622922134733158
20260.07433195333082421
Total Factor Risk
0.11630022988658854
VTI.US Exposure
0.003858064505492237
VEA.US Exposure
0.04973772373071011
VWO.US Exposure
-0.00036076020297915145
QQQ.US Exposure
0.09689362624827698
VTV.US Exposure
0.6595862023286645
IJR.US Exposure
0.2149157992528257
QUAL.US Exposure
-0.03592705139715905
SHV.US Exposure
0.00004632912139098051
TLT.US Exposure
-0.00828660488797929
LQD.US Exposure
0.016217706059102013
HYG.US Exposure
-0.005458730130628279
GLD.US Exposure
-0.004557530245047571
USO.US Exposure
0.000007860540637307893
VNQ.US Exposure
-0.01031774727497224
BTC-USD.CC Exposure
0.0011874834941034225
CPER.US Exposure
0.015703305131997396
VIX.INDX Exposure
-0.0002399626779966068
UUP.US Exposure
-0.006327640145385458
TIP.US Exposure
0.002621134132636033
Idiosyncratic Exposure
0.010700792416310903
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.6%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
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
$131
Avg Yield on Cost
1.31%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$131.331.31%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 →
+2.6%
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 →
+9.0%
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 →
0.1% 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 →
0.90
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Schwab Fundamental U.S. Broad Market Index ETF a high-risk investment?

Schwab Fundamental U.S. Broad Market Index ETF (FNDB.US) has an annualized volatility of 11.6% and experienced a maximum drawdown of 26.6% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, FNDB.US has generated a Compound Annual Growth Rate (CAGR) of 13.4%. 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.

Run a Full Backtest on Schwab Fundamental U.S. Broad Market Index ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest