Schwab Fundamental International Large Company Index ETF

10-Year Study

FNDF.US · · US · ETF

Executive Summary: Schwab Fundamental International Large Company Index ETF has compounded at 11.4% annually over the last 10 years, with a maximum drawdown of 29.5% and an annualized volatility of 15.9%.

1Y CAGR
+40.8%
3Y CAGR
+23.7%
5Y CAGR
+12.6%
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 →
29.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.52
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +41.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -14.2%
% 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.
20267.48.6-7.35.4————————14.1%
20253.83.11.73.04.83.1-0.05.02.22.52.03.641.0%
2024-1.32.64.3-2.44.3-2.53.32.21.1-5.0-0.2-3.42.3%
20239.0-2.51.22.9-4.05.73.8-3.4-2.2-3.27.54.820.2%
20221.0-2.20.3-5.53.8-9.63.1-4.5-9.86.812.4-1.7-7.8%
20210.45.33.61.94.6-2.0-0.90.6-1.02.4-5.85.515.0%
2020-4.4-8.6-16.85.24.73.30.85.6-2.8-2.817.85.73.6%
20197.21.80.12.8-6.45.9-2.5-2.84.43.20.93.218.5%
20184.8-5.3-0.72.4-2.3-1.42.9-3.01.6-7.80.0-5.6-14.2%
20173.30.33.01.23.10.33.40.13.11.40.91.824.0%
2016———3.6-1.5-1.73.51.01.6-0.5-0.93.48.7%

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 15.9%. The dominant macroeconomic risk driver is VEA.US, accounting for 88.6% of variance. Idiosyncratic stock-specific factors contribute 1.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110359.269001799805
2016-05-0110207.093082283445
2016-06-0110033.804051871335
2016-07-0110384.65088375098
2016-08-0110486.063039364992
2016-09-0110655.14098481702
2016-10-0110604.434907010014
2016-11-0110507.233836356085
2016-12-0110865.9836632978
2017-01-0111225.310351192948
2017-02-0111259.97969449444
2017-03-0111601.942867691172
2017-04-0111736.178411555678
2017-05-0112095.447413355485
2017-06-0112125.790299506205
2017-07-0112537.034473210577
2017-08-0112545.687387512115
2017-09-0112930.972818311875
2017-10-0113108.472933684065
2017-11-0113229.671420000923
2017-12-0113471.60690387189
2018-01-0114123.055978586923
2018-02-0113378.559232082698
2018-03-0113285.511560293506
2018-04-0113600.131524297383
2018-05-0113281.069730952051
2018-06-0113090.532558032211
2018-07-0113476.048733213345
2018-08-0113068.323411324933
2018-09-0113272.186072269142
2018-10-0112239.66265171443
2018-11-0112244.104481055887
2018-12-0111556.832341132493
2019-01-0112390.857907609949
2019-02-0112619.987078314643
2019-03-0112638.273570538557
2019-04-0112986.582214223083
2019-05-0112157.171535373112
2019-06-0112870.402418201116
2019-07-0112551.629055332503
2019-08-0112200.551479071484
2019-09-0112736.397618717985
2019-10-0113142.969218699525
2019-11-0113267.686556832341
2019-12-0113690.410263510084
2020-01-0113084.475518021138
2020-02-0111962.53864968388
2020-03-019955.408648299413
2020-04-0110471.35308505238
2020-05-0110963.70390880982
2020-06-0111329.952928146198
2020-07-0111425.423415939822
2020-08-0112069.661728736904
2020-09-0111726.083344870553
2020-10-0111396.753426554063
2020-11-0113425.054224929623
2020-12-0114185.183903271954
2021-01-0114248.177119387143
2021-02-0115008.768286492224
2021-03-0115551.363699293923
2021-04-0115851.735197747934
2021-05-0116583.310258895195
2021-06-0116251.615210669619
2021-07-0116105.09252849693
2021-08-0116197.909455904748
2021-09-0116031.831187410586
2021-10-0116417.63579306844
2021-11-0115465.41141723199
2021-12-0116309.185933822511
2022-01-0116479.70603165813
2022-02-0116118.533388711985
2022-03-0116173.73898195579
2022-04-0115285.776916332088
2022-05-0115872.732936452996
2022-06-0114342.205454797177
2022-07-0114793.079976002586
2022-08-0114124.382758779822
2022-09-0112741.300936822188
2022-10-0113612.707093082283
2022-11-0115299.736951405233
2022-12-0115040.611011121879
2023-01-0116401.36831418155
2023-02-0115987.470580091374
2023-03-0116178.873044441367
2023-04-0116654.898703216575
2023-05-0115992.604642576953
2023-06-0116904.737182149613
2023-07-0117548.687064469977
2023-08-0116951.866722045317
2023-09-0116580.137523651298
2023-10-0116051.38677373206
2023-11-0117260.718076514837
2023-12-0118081.764271539985
2024-01-0117840.521020813143
2024-02-0118296.183487932067
2024-03-0119089.598043287646
2024-04-0118628.570769301765
2024-05-0119432.657252295907
2024-06-0118949.59388988878
2024-07-0119571.68074207393
2024-08-0119993.596843416864
2024-09-0120215.39988001292
2024-10-0119198.39401910563
2024-11-0119155.129447597952
2024-12-0118496.815727537032
2025-01-0119198.567077391664
2025-02-0119788.98426323319
2025-03-0120128.697678711527
2025-04-0120730.248280954358
2025-05-0121732.774931930406
2025-06-0122410.759610503483
2025-07-0122405.164059255152
2025-08-0123536.330702847383
2025-09-0124057.12077160921
2025-10-0124667.497346439613
2025-11-0125165.90521020813
2025-12-0126079.883704831787
2026-01-0128012.367898841665
2026-02-0130435.18390327195
2026-03-0128225.8064516129
2026-04-0129748.719368683374
Annual Return Matrix
YearAnnual Return
20170.23979635174449476
2018-0.14213408811602646
20190.1846161525406811
20200.036140161634207635
20210.1497338381394291
2022-0.07778284752213305
20230.20219612475645476
20240.022954145943065996
20250.4099661308732996
20260.1406768414067685
Total Factor Risk
0.15867976461740027
VTI.US Exposure
-0.12592176818267786
VEA.US Exposure
0.8858684443438598
VWO.US Exposure
0.03221635727557913
QQQ.US Exposure
0.07206865279684381
VTV.US Exposure
0.19757558444963855
IJR.US Exposure
-0.005334510204755929
QUAL.US Exposure
-0.1254912960189213
SHV.US Exposure
0.11121575288419466
TLT.US Exposure
0.018872494430010208
LQD.US Exposure
-0.039824795238209566
HYG.US Exposure
0.004075359447943613
GLD.US Exposure
-0.01568169175506413
USO.US Exposure
-0.004717724457983357
VNQ.US Exposure
-0.02456005836348986
BTC-USD.CC Exposure
-0.0012801494448006886
CPER.US Exposure
0.003854682744699446
VIX.INDX Exposure
0.006668741975060961
UUP.US Exposure
-0.00496054161372683
TIP.US Exposure
0.0010803777939995191
Idiosyncratic Exposure
0.014276087137799777
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
15.9%

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 →
+15.9%
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 →
2.3% 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 →
1.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Schwab Fundamental International Large Company Index ETF (FNDF.US) has an annualized volatility of 15.9% and experienced a maximum drawdown of 29.5% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, FNDF.US has generated a Compound Annual Growth Rate (CAGR) of 11.4%. 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.

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