Schwab Fundamental U.S. Large Company Index ETF
Ticker
FNDX
ISIN
US808524771
Price
USD 24.52
Change Today
-0.15 / -0.608 %
Price 1 year ago
17.98 / 36.402 %
Morningstar
5
52 Week Low
18.33
52 Week High
24.82
200 Day Moving Average 22.32
22.32
50-day Moving Average
23.85
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.08 |
| Sortino Ratio | 0.88 |
| Maximum Drawdown | -1.5% |
| Maximum Drawdown Date | 2023-12-20 |
| Calmar Ratio | -35.38 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.55 |
| Volatility | 3.681% |
| Alpha | +8.30 |
| Beta | None |
| R Squared | +93.85 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 15.392% |
| Average Annual Volatility | 16.917% |
| Sharpe Ratio | 0.91 |
| Sortino Ratio | 0.93 |
| Maximum Drawdown | -38.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.41 |
Company information
Summary
The investment seeks to track as closely as possible, before fees and expenses, the total return of the Russell RAFI™ US Large Company Index. The fund normally will invest at least 90% of its net assets (including, for this purpose, any borrowings for investment purposes) in stocks included in the index. The index measures the performance of the large company size segment by fundamental overall company scores (scores), which are created using as the universe the U.S. companies in the FTSE Global Total Cap Index (the parent index).
Market
US
Category
Large Value
Expense Ratio
0.25%
Fund family
Schwab ETFs
Morningstar
5
Yield
0.0211
Exchange
PCX
| Sector | Weight |
|---|---|
| Financial services | 16.26% |
| Technology | 15.07% |
| Healthcare | 13.99% |
| Industrials | 9.99% |
| Energy | 9.52% |
| Consumer defensive | 9.18% |
| Communication services | 8.44% |
| Consumer cyclical | 8.36% |
| Utilities | 3.37% |
| Basic materials | 2.65% |
| Realestate | 2.20% |
| Country | Ratio |
|---|---|
| United States | 98.69 |
| United Kingdom | 0.63 |
| Switzerland | 0.26 |
| Singapore | 0.14 |
| Netherlands | 0.10 |
| Peru | 0.05 |
| Sweden | 0.04 |
| Israel | 0.04 |
| India | 0.02 |
| Argentina | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AAPL | Apple Inc | 4.15% |
| XOM | Exxon Mobil Corp | 2.19% |
| MSFT | Microsoft Corp | 2.08% |
| JPM | JPMorgan Chase & Co | 1.7% |
| WFC | Wells Fargo & Co | 1.58% |
| BRK.B | Berkshire Hathaway Inc Class B | 1.44% |
| T | AT&T Inc | 1.42% |
| CVX | Chevron Corp | 1.25% |
| VZ | Verizon Communications Inc | 1.15% |
| BAC | Bank of America Corp | 1.11% |
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.