Summary
FNDX
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 32.33% Volatility 16.20% Sharpe 0.98
Official loaded data — not a live quote.

SCHWAB FUNDAMENTAL U.S. LARGE COMPANY ETF

Symbol: FNDX

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 15/08/2013

Latest date: 03/06/2026

Current price: $31.05

Expense ratio: 0.25%

Assets under management
$25.9B
-0.10% 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

3.88%

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

8.62%

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

14.58%

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

32.33%

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

44.43%

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

76.67%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.114%

Best day

1.977%

31/03/2026
Worst day

-2.283%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $31.08 $31.15 $31.03 $31.05 2,522,600
02/06/2026 $30.89 $31.12 $30.87 $31.09 2,774,600
01/06/2026 $30.89 $31.01 $30.83 $30.93 3,815,300
29/05/2026 $31.08 $31.11 $30.96 $30.99 2,210,300
28/05/2026 $30.97 $31.08 $30.89 $31.03 2,203,100
27/05/2026 $30.95 $31.00 $30.90 $30.96 2,497,800
26/05/2026 $31.00 $31.01 $30.87 $30.92 4,088,400
22/05/2026 $30.71 $30.88 $30.66 $30.82 2,870,900
21/05/2026 $30.42 $30.60 $30.27 $30.58 3,322,200
20/05/2026 $30.36 $30.54 $30.33 $30.52 3,103,200