Schwab Fundamental International Large Company Index ETF
Ticker
FNDF
ISIN
US808524755
Price
USD 34.66
Change Today
+0.09 / 0.26 %
Price 1 year ago
30.51 / 13.586 %
Morningstar
4
52 Week Low
31.26
52 Week High
37.71
200 Day Moving Average 35.36
35.36
50-day Moving Average
36.29
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.21 |
| Sortino Ratio | 0.44 |
| Maximum Drawdown | -1.69% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -19.96 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.70 |
| Volatility | 4.304% |
| Alpha | +5.93 |
| Beta | None |
| R Squared | +95.89 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 6.948% |
| Average Annual Volatility | 17.431% |
| Sharpe Ratio | 0.40 |
| Sortino Ratio | 0.32 |
| Maximum Drawdown | -41.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.17 |
Company information
Summary
The investment seeks to track as closely as possible, before fees and expenses, the total return of the Russell RAFI™ Developed ex US Large Company Index. The fund will invest at least 90% of its net assets in stocks included in the index. The index measures the performance of the large company size segment by fundamental overall company scores, which are created using as the universe the developed ex U.S. companies in the FTSE Global Total Cap Index (the parent index).
Market
US
Category
Foreign Large Value
Expense Ratio
0.25%
Fund family
Schwab ETFs
Morningstar
4
Yield
0.0322
Exchange
PCX
| Sector | Weight |
|---|---|
| Financial services | 17.49% |
| Industrials | 13.78% |
| Consumer cyclical | 12.32% |
| Energy | 11.12% |
| Basic materials | 9.39% |
| Consumer defensive | 8.50% |
| Communication services | 6.58% |
| Healthcare | 6.26% |
| Technology | 6.03% |
| Utilities | 4.37% |
| Realestate | 1.55% |
| Country | Ratio |
|---|---|
| Japan | 26.49 |
| United Kingdom | 14.05 |
| France | 9.13 |
| Germany | 8.94 |
| Canada | 6.28 |
| South Korea | 6.05 |
| Switzerland | 6.00 |
| Australia | 4.65 |
| Spain | 3.27 |
| Netherlands | 2.66 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| 005930.KS | Samsung Electronics Co Ltd | 1.86% |
| 7203 | Toyota Motor Corp | 1.55% |
| BP..L | BP PLC | 1.45% |
| RDSA.L | Royal Dutch Shell PLC Class A | 1.43% |
| RDSB.L | Royal Dutch Shell PLC B | 1.26% |
| TTE.PA | TotalEnergies SE | 1.14% |
| NESN | Nestle SA | 0.99% |
| SAN.BC | Banco Santander SA | 0.94% |
| GLEN | Glencore PLC | 0.85% |
| HSBA.L | HSBC Holdings PLC | 0.82% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DSTL | Distillate U.S. Fundamental Stability & Value ETF | US26922A321 | PCX | 0.39% | 5 | +7.54 | -- |
| FNDB | Schwab Fundamental U.S. Broad Market Index ETF | US808524789 | PCX | 0.25% | 5 | +8.51 | |
| FNDX | Schwab Fundamental U.S. Large Company Index ETF | US808524771 | PCX | 0.25% | 5 | +8.30 | |
| IE00BRYG9J40.IR | Northern Trust Euro Fundamental Idx A | IE00BRYG9J40 | YHD | 5 | -6.07 | +0.96 | |
| IE00BWVFHG28.IR | Northern Trust Euro Fundamental Idx F | IE00BWVFHG28 | YHD | 5 | -6.07 | +0.96 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.