Schwab Fundamental Emerging Markets Large Company Index ETF

10-Year Study

FNDE.US · · US · ETF

Executive Summary: Schwab Fundamental Emerging Markets Large Company Index ETF has compounded at 11.4% annually over the last 10 years, with a maximum drawdown of 32.4% and an annualized volatility of 16.4%.

1Y CAGR
+37.8%
3Y CAGR
+22.4%
5Y CAGR
+9.7%
10Y CAGR
+11.4%

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 →
32.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +29.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -15.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.73.8-5.15.6————————12.1%
20251.82.41.7-2.34.45.81.23.15.02.10.30.929.5%
2024-2.62.32.61.93.81.50.21.77.1-2.8-2.7-1.112.1%
20238.3-5.93.21.3-2.55.15.9-6.3-1.3-3.46.64.515.0%
20223.9-7.3-3.0-4.71.2-6.2-0.50.2-9.3-1.113.7-1.8-15.6%
20210.24.44.01.83.50.1-3.03.8-0.70.3-4.84.414.4%
2020-8.0-6.6-19.86.92.84.24.6-0.1-3.0-1.014.37.5-2.8%
201910.8-2.1-1.02.5-3.85.8-2.0-5.02.34.8-0.07.119.8%
20189.5-4.70.7-2.0-4.7-5.05.5-3.32.1-6.82.3-3.2-10.3%
20177.60.81.90.60.3-0.25.22.9-0.62.7-0.73.726.8%
2016———4.8-8.67.57.60.52.83.3-2.01.217.2%

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 16.4%. The dominant macroeconomic risk driver is VWO.US, accounting for 77.2% of variance. Idiosyncratic stock-specific factors contribute 4.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110477.557899993759
2016-05-019575.504088894437
2016-06-0110294.303292617795
2016-07-0111080.591797240777
2016-08-0111138.439769440456
2016-09-0111447.170374069681
2016-10-0111823.45964167551
2016-11-0111582.28770002289
2016-12-0111721.081216055933
2017-01-0112613.632422609262
2017-02-0112716.635106921643
2017-03-0112961.83004903899
2017-04-0113040.278558101143
2017-05-0113084.462201136152
2017-06-0113054.983318420487
2017-07-0113731.818465572134
2017-08-0114133.910425813789
2017-09-0114055.461916751634
2017-10-0114428.213718431587
2017-11-0114330.135741584647
2017-12-0114858.466681926326
2018-01-0116270.747931276055
2018-02-0115509.499136442142
2018-03-0115619.715476760239
2018-04-0115314.175527672003
2018-05-0114588.093305865952
2018-06-0113861.941721982923
2018-07-0114618.127085197439
2018-08-0114137.378529662694
2018-09-0114432.791615512135
2018-10-0113451.24886419599
2018-11-0113761.782882826643
2018-12-0113327.645643021135
2019-01-0114767.255550700209
2019-02-0114457.62323907027
2019-03-0114308.009239028654
2019-04-0114669.177573853274
2019-05-0114111.922647411757
2019-06-0114926.233431133864
2019-07-0114630.196086591619
2019-08-0113897.871277857545
2019-09-0114219.919401266552
2019-10-0114905.424808040452
2019-11-0114900.222652267099
2019-12-0115960.28327472238
2020-01-0114676.599316089922
2020-02-0113713.853687634823
2020-03-0110996.733046174337
2020-04-0111756.247789083798
2020-05-0112087.867879115773
2020-06-0112596.430627518712
2020-07-0113177.546108440672
2020-08-0113161.454106581768
2020-09-0112763.24642265088
2020-10-0112634.094235317783
2020-11-0114436.675891822906
2020-12-0115517.337051140661
2021-01-0115555.833003863469
2021-02-0116236.691151479841
2021-03-0116884.602312531646
2021-04-0117181.125191612737
2021-05-0117790.609762018714
2021-06-0117812.112005881903
2021-07-0117270.87971922231
2021-08-0117922.605794507912
2021-09-0117801.0834356424
2021-10-0117861.844615075155
2021-11-0117005.70849893529
2021-12-0117753.084878373596
2022-01-0118451.977166004257
2022-02-0117099.97156154844
2022-03-0116584.40324337072
2022-04-0115799.571342364277
2022-05-0115994.340054518594
2022-06-0115004.404491888106
2022-07-0114934.973052833093
2022-08-0114958.139986543756
2022-09-0113563.546066823426
2022-10-0113418.926136324226
2022-11-0115259.032676474464
2022-12-0114987.063972643597
2023-01-0116232.945599323026
2023-02-0115271.309764099577
2023-03-0115755.110251021359
2023-04-0115960.768809261226
2023-05-0115555.555555555557
2023-06-0116351.832199263376
2023-07-0117316.936138335728
2023-08-0116229.685581705058
2023-09-0116015.842298381784
2023-10-0115472.251701104939
2023-11-0116492.290405143893
2023-12-0117234.672715039782
2024-01-0116790.200525764543
2024-02-0117183.89967469186
2024-03-0117628.441226044073
2024-04-0117964.986023541493
2024-05-0118644.4569296183
2024-06-0118925.23461722538
2024-07-0118963.59184579423
2024-08-0119277.247157888898
2024-09-0120653.252040979114
2024-10-0120083.650664835506
2024-11-0119539.643895096797
2024-12-0119319.14185238363
2025-01-0119664.911806119122
2025-02-0120143.787585575465
2025-03-0120482.898779921066
2025-04-0120017.409881321488
2025-05-0120888.59756816558
2025-06-0122093.902379812862
2025-07-0122348.18375401433
2025-08-0123050.960317955756
2025-09-0124202.162709560176
2025-10-0124710.86418211707
2025-11-0124791.185467257634
2025-12-0125011.964958278713
2026-01-0126933.294490570224
2026-02-0127952.91702214731
2026-03-0126537.93065179544
2026-04-0128029.215306823146
Annual Return Matrix
YearAnnual Return
20170.2676703119821997
2018-0.10302685140232293
20190.19753208497704877
2020-0.02775303019108999
20210.14408063831213802
2022-0.15580508540797355
20230.14996991715647723
20240.12094625594629616
20250.29467266969690464
20260.12063227953410971
Total Factor Risk
0.16377794541702542
VTI.US Exposure
-0.08314118033418604
VEA.US Exposure
0.09963438955654444
VWO.US Exposure
0.7716640287539992
QQQ.US Exposure
0.12563086068473653
VTV.US Exposure
0.23575968996734267
IJR.US Exposure
-0.06802762009653182
QUAL.US Exposure
-0.14494035314729353
SHV.US Exposure
0.0032846949867867876
TLT.US Exposure
0.059743796326593775
LQD.US Exposure
-0.07135494396375226
HYG.US Exposure
0.0764005520713985
GLD.US Exposure
-0.014973632316271222
USO.US Exposure
-0.0017272577034622909
VNQ.US Exposure
-0.033055467074415604
BTC-USD.CC Exposure
-0.0007230947000475127
CPER.US Exposure
0.021176986772829073
VIX.INDX Exposure
-0.005969290282818968
UUP.US Exposure
-0.005960824791530176
TIP.US Exposure
-0.0048007954786763556
Idiosyncratic Exposure
0.041379460768754955
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
16.4%

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 →
+3.8%
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 →
+12.5%
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 →
1.1% 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 →
0.84
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Schwab Fundamental Emerging Markets Large Company Index ETF a high-risk investment?

Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE.US) has an annualized volatility of 16.4% and experienced a maximum drawdown of 32.4% over the last 10 years. Its primary macro risk driver is VWO.US.

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

Over the past 10 years, FNDE.US has generated a Compound Annual Growth Rate (CAGR) of 11.4%. It has had a positive return in 70% 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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