Summary
FNDX
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 28.54% Volatility 16.20% Sharpe 0.98
Official loaded data — not a live quote.

SCHWAB FUNDAMENTAL U.S. LARGE COMPANY INDEX ETF

Symbol: FNDX

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 15/08/2013

Latest date: 20/07/2026

Current price: $31.33

Expense ratio: 0.25%

Assets under management
$25.9B
-0.60% 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

1.09%

Ann. -32.45% (Sharpe / Sortino numerator)

Volatility

13.50%

Sharpe ratio

-2.672

VaR 95%

-1.18%

CVaR 95%: -1.31%
Max drawdown: -4.89%
Sortino ratio: -4.963
Calmar ratio: -6.64

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

6.86%

Ann. 8.24% (Sharpe / Sortino numerator)

Volatility

11.93%

Sharpe ratio

0.387

VaR 95%

-1.18%

CVaR 95%: -1.34%
Max drawdown: -6.44%
Sortino ratio: 0.597
Calmar ratio: 1.28

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

13.59%

Ann. 13.20% (Sharpe / Sortino numerator)

Volatility

11.52%

Sharpe ratio

0.831

VaR 95%

-1.17%

CVaR 95%: -1.43%
Max drawdown: -6.44%
Sortino ratio: 1.266
Calmar ratio: 2.05

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

28.54%

Ann. 19.45% (Sharpe / Sortino numerator)

Volatility

16.20%

Sharpe ratio

0.977

VaR 95%

-1.18%

CVaR 95%: -2.31%
Max drawdown: -7.99%
Sortino ratio: 1.174
Calmar ratio: 2.43

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

41.22%

Ann. 14.01% (Sharpe / Sortino numerator)

Volatility

14.24%

Sharpe ratio

0.729

VaR 95%

-1.31%

CVaR 95%: -2.04%
Max drawdown: -16.30%
Sortino ratio: 0.929
Calmar ratio: 0.86

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

68.23%

Ann. 17.22% (Sharpe / Sortino numerator)

Volatility

13.23%

Sharpe ratio

1.027

VaR 95%

-1.18%

CVaR 95%: -1.83%
Max drawdown: -16.30%
Sortino ratio: 1.380
Calmar ratio: 1.06

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.103%

Best day

1.977%

31/03/2026
Worst day

-2.283%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $31.52 $31.57 $31.33 $31.33 2,563,200
17/07/2026 $31.50 $31.70 $31.41 $31.46 2,602,300
16/07/2026 $31.56 $31.72 $31.53 $31.62 2,401,600
15/07/2026 $31.46 $31.57 $31.41 $31.48 1,906,200
14/07/2026 $31.50 $31.59 $31.38 $31.44 2,864,300
13/07/2026 $31.47 $31.61 $31.43 $31.48 4,652,500
10/07/2026 $31.38 $31.45 $31.27 $31.41 2,716,400
09/07/2026 $31.17 $31.34 $31.15 $31.31 1,556,200
08/07/2026 $31.25 $31.25 $31.07 $31.14 2,437,700
07/07/2026 $31.46 $31.51 $31.30 $31.34 3,466,200