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Schwab Fundamental U.S. Large Company ETF (FNDX)

68.36 -0.92 (-1.33%)
As of 2:54 PM EDT. Market Open.

ETF Summary

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, which are created using as the universe the U.S. companies in the RAFI Global Equity Investable Universe.

Risk Overview

Performance & Risk

YTD Return 12.86%
5y Average Return 14.53%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.90
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
FNDXCategory AverageFNDXCategory AverageFNDXCategory Average
Alpha 1.35 -0.46 -0.04 -2.6 -1.17 -2.82
BETA 0.9 0.83 0.99 0.93 0.99 0.94
Mean Annual Return 0.94 0.74 1.36 1.08 1.01 0.82
R-squared 88.07 77.44 88.88 81.09 90.83 82.94
Standard Deviation 17.13 16.81 18.86 18.68 15.84 15.73
Sharpe Ratio 0.44 0.32 0.73 0.56 0.66 0.52
Treynor Ratio 7.23 5 13.23 10 9.84 7.83

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