Schwab Fundamental International Small Company Index ETF

10-Year Study

FNDC.US · · US · ETF

Executive Summary: Schwab Fundamental International Small Company Index ETF has compounded at 8.8% annually over the last 10 years, with a maximum drawdown of 33.9% and an annualized volatility of 16.7%.

1Y CAGR
+30.6%
3Y CAGR
+19.8%
5Y CAGR
+7.7%
10Y CAGR
+8.8%

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 →
33.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +35.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -19.1%
% 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.
20266.56.5-8.36.6————————10.9%
20252.62.01.35.05.95.0-0.44.81.3-0.52.11.935.7%
2024-2.71.43.2-3.04.6-2.74.82.12.5-5.70.6-3.01.4%
20238.1-3.41.51.9-4.23.44.7-3.2-4.4-3.88.16.714.9%
2022-3.9-0.4-1.2-5.71.3-9.65.5-5.1-10.73.413.1-0.1-14.7%
2021-0.03.93.73.23.2-1.10.21.1-2.61.5-7.04.310.3%
2020-5.1-9.9-17.410.05.81.32.36.8-0.7-2.614.16.16.6%
20198.11.9-0.42.6-6.04.7-2.1-2.53.14.02.14.220.6%
20184.2-4.2-0.30.8-1.3-2.10.7-1.80.1-9.60.4-7.1-19.1%
20174.01.62.23.02.51.23.30.52.51.70.92.429.2%
2016———2.11.3-2.65.6-0.33.1-1.4-1.61.88.0%

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 16.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 69.6% of variance. Idiosyncratic stock-specific factors contribute 1.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110205.301027473539
2016-05-0110339.666676350676
2016-06-0110074.663722727404
2016-07-0110634.593223129292
2016-08-0110600.989705896593
2016-09-0110933.19969398526
2016-10-0110783.87224853045
2016-11-0110615.903082420617
2016-12-0110802.562389239127
2017-01-0111232.677725806921
2017-02-0111407.76463980322
2017-03-0111659.01629819006
2017-04-0112013.015310420962
2017-05-0112317.529027822162
2017-06-0112465.936492257635
2017-07-0112873.24598355655
2017-08-0112941.76035947048
2017-09-0113269.128342194203
2017-10-0113501.30249944317
2017-11-0113626.904118609764
2017-12-0113959.06568664478
2018-01-0114549.064040362955
2018-02-0113939.649245131364
2018-03-0113903.527885108897
2018-04-0114009.519382547474
2018-05-0113830.946224688416
2018-06-0113535.922837802505
2018-07-0113632.956625315941
2018-08-0113384.513330040769
2018-09-0113403.929771554189
2018-10-0112119.055227913193
2018-11-0112161.76171523198
2018-12-0111292.524912117604
2019-01-0112204.22610228252
2019-02-0112431.267733844648
2019-03-0112375.487832040517
2019-04-0112694.140205107347
2019-05-0111933.364322167668
2019-06-0112500.121050134123
2019-07-0112239.863261768496
2019-08-0111939.562089034795
2019-09-0112303.922992746677
2019-10-0112800.422222867823
2019-11-0113068.669320085608
2019-12-0113616.542227128788
2020-01-0112916.242991197236
2020-02-0111642.650320056555
2020-03-019615.544774023609
2020-04-0110573.77763574562
2020-05-0111188.082856395804
2020-06-0111328.210491657224
2020-07-0111591.470323349118
2020-08-0112385.31710293135
2020-09-0112298.935727220785
2020-10-0111982.220156299934
2020-11-0113672.806329469413
2020-12-0114513.184780608739
2021-01-0114509.020655994886
2021-02-0115080.667809379933
2021-03-0115631.494339695728
2021-04-0116132.254534538026
2021-05-0116649.67122783572
2021-06-0116464.561362733988
2021-07-0116502.329004580537
2021-08-0116678.481159757124
2021-09-0116238.052351762008
2021-10-0116489.739790631687
2021-11-0115336.18043248792
2021-12-0116002.44037070393
2022-01-0115386.14992785412
2022-02-0115321.94493671499
2022-03-0115142.161277514697
2022-04-0114273.360254883162
2022-05-0114457.404878804606
2022-06-0113069.734561265894
2022-07-0113783.20405179009
2022-08-0113082.61429553664
2022-09-0111685.841007911837
2022-10-0112085.548550787795
2022-11-0113662.831798417634
2022-12-0113648.499462537404
2023-01-0114753.10614644161
2023-02-0114251.03861015078
2023-03-0114464.958407173915
2023-04-0114735.67492712782
2023-05-0114115.656140147004
2023-06-0114594.094690256916
2023-07-0115275.655365426146
2023-08-0114787.581224639996
2023-09-0114132.409478709702
2023-10-0113595.963704327785
2023-11-0114704.008212041099
2023-12-0115685.821639890377
2024-01-0115262.824051209049
2024-02-0115469.819780560316
2024-03-0115960.266503975286
2024-04-0115478.82591053911
2024-05-0116194.280623262932
2024-06-0115756.466498164882
2024-07-0116513.4656169199
2024-08-0116867.028848667964
2024-09-0117293.125320782852
2024-10-0116300.417380862458
2024-11-0116395.611206337217
2024-12-0115901.920339327735
2025-01-0116321.141163824412
2025-02-0116642.55347994926
2025-03-0116861.460542498284
2025-04-0117699.853771437978
2025-05-0118738.560762325327
2025-06-0119678.345583606908
2025-07-0119608.1849258689
2025-08-0120558.13795841686
2025-09-0120829.580779175507
2025-10-0120726.639745116838
2025-11-0121166.53593252181
2025-12-0121571.133900816363
2026-01-0122975.31545664953
2026-02-0124466.653109051647
2026-03-0122447.536871870852
2026-04-0123931.127315689067
Annual Return Matrix
YearAnnual Return
20170.2921994970887627
2018-0.1910257344141857
20190.2058013892462054
20200.06584950411959456
20210.10261397567851605
2022-0.1470988707744817
20230.1492707812272729
20240.013776689828462807
20250.3565112540192925
20260.10940516273849621
Total Factor Risk
0.16700008694438553
VTI.US Exposure
0.09890562222510518
VEA.US Exposure
0.6955771530302561
VWO.US Exposure
0.0029648863265703024
QQQ.US Exposure
-0.028808940482202023
VTV.US Exposure
-0.07823961715333579
IJR.US Exposure
0.06479343189458049
QUAL.US Exposure
-0.09459749966628846
SHV.US Exposure
0.26511797389936287
TLT.US Exposure
-0.00868523402703667
LQD.US Exposure
0.008894923594066548
HYG.US Exposure
-0.00615351601457697
GLD.US Exposure
-0.005244318612723092
USO.US Exposure
-0.002602260751590528
VNQ.US Exposure
0.015088766422325935
BTC-USD.CC Exposure
-0.005813687113687033
CPER.US Exposure
-0.002103710304004796
VIX.INDX Exposure
0.01679320812280409
UUP.US Exposure
0.02441487069620938
TIP.US Exposure
0.023676215446018646
Idiosyncratic Exposure
0.016021732468145818
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
16.7%

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
$0
Avg Yield on Cost
0.00%

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 →
+3.1%
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 →
+11.3%
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 →
2.2% 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 →
1.08
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Schwab Fundamental International Small Company Index ETF a high-risk investment?

Schwab Fundamental International Small Company Index ETF (FNDC.US) has an annualized volatility of 16.7% and experienced a maximum drawdown of 33.9% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, FNDC.US has generated a Compound Annual Growth Rate (CAGR) of 8.8%. 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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