Summary
FNDE
Prices · period metrics · 12M
NAV as of 17/06/2026
02/04/2025 → 02/04/2026
Return 30.21% Volatility 17.84% Sharpe 1.42
Official loaded data — not a live quote.

SCHWAB FUNDAMENTAL EMERGING MARKETS LARGE COMPANY INDEX ETF

Symbol: FNDE

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 15/08/2013

Latest date: 17/06/2026

Current price: $40.65

Expense ratio: 0.39%

Assets under management
$9.6B
-1.60% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.74%

Ann. -38.66% (Sharpe / Sortino numerator)

Volatility

25.31%

Sharpe ratio

-1.670

VaR 95%

-2.87%

CVaR 95%: -3.16%
Max drawdown: -5.00%
Sortino ratio: -2.422
Calmar ratio: -7.74

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.47%

Ann. 15.51% (Sharpe / Sortino numerator)

Volatility

19.69%

Sharpe ratio

0.604

VaR 95%

-2.06%

CVaR 95%: -2.78%
Max drawdown: -10.22%
Sortino ratio: 0.800
Calmar ratio: 1.52

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

16.04%

Ann. 18.85% (Sharpe / Sortino numerator)

Volatility

16.94%

Sharpe ratio

0.899

VaR 95%

-1.68%

CVaR 95%: -2.59%
Max drawdown: -10.22%
Sortino ratio: 1.151
Calmar ratio: 1.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

30.21%

Ann. 28.98% (Sharpe / Sortino numerator)

Volatility

17.84%

Sharpe ratio

1.421

VaR 95%

-1.41%

CVaR 95%: -2.76%
Max drawdown: -11.96%
Sortino ratio: 1.699
Calmar ratio: 2.42

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

50.51%

Ann. 22.00% (Sharpe / Sortino numerator)

Volatility

17.59%

Sharpe ratio

1.045

VaR 95%

-1.65%

CVaR 95%: -2.58%
Max drawdown: -18.40%
Sortino ratio: 1.377
Calmar ratio: 1.20

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

71.52%

Ann. 18.95% (Sharpe / Sortino numerator)

Volatility

16.50%

Sharpe ratio

0.928

VaR 95%

-1.60%

CVaR 95%: -2.35%
Max drawdown: -18.40%
Sortino ratio: 1.293
Calmar ratio: 1.03

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 17/06/2025 - 17/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.11%

Best day

2.981%

08/04/2026
Worst day

-3.541%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/06/2026 $41.31 $41.42 $40.60 $40.65 1,414,700
16/06/2026 $41.21 $41.39 $41.09 $41.11 495,700
15/06/2026 $41.72 $41.79 $41.56 $41.57 846,000
12/06/2026 $40.89 $41.10 $40.76 $41.00 694,800
11/06/2026 $39.87 $40.77 $39.87 $40.73 719,500
10/06/2026 $40.00 $40.28 $39.77 $39.79 899,000
09/06/2026 $40.63 $40.79 $39.58 $40.15 1,824,400
08/06/2026 $40.43 $40.51 $40.17 $40.22 944,300
05/06/2026 $40.86 $40.86 $39.94 $40.04 731,300
04/06/2026 $41.39 $41.55 $41.27 $41.51 728,200