FNDF
SCHWAB FUNDAMENTAL INTERNATIONAL EQUITY ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
FNDF Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 40.15% | 40.15% | 9.60% | 12.73% | 6.19% | 10.92% | 5.72% | 9.26% |
| Sharpe Ratio | 2.38 | 2.38 | 0.66 | 0.75 | 0.54 | 0.59 | 0.51 | 0.49 |
| Max Drawdown | -10.60% | -10.60% | -21.39% | -25.56% | -24.23% | -40.14% | -24.23% | -40.14% |
| % Time Invested | 100.0% | 100.0% | 78.4% | 100.0% | 58.4% | 100.0% | 54.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.9 | 0.0 | 0.9 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2023-10-03 | Open | Open | 100% | $28.02 | $50.61 | 80.65% | Mark-to-Market |
| 2022-09-27 | 2023-10-03 | Interest | 100% | $1.00 | $1.04 | 3.86% | Interest Income |
| 2022-07-11 | 2022-09-27 | Completed | 100% | $24.29 | $22.30 | -8.21% | Stop |
| 2022-06-15 | 2022-07-11 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2021-04-12 | 2022-06-15 | Completed | 100% | $27.37 | $25.47 | -6.94% | Stop |
| 2021-03-18 | 2021-04-12 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2021-03-16 | 2021-03-18 | Completed | 100% | $27.34 | $27.38 | 0.15% | Signal |
| 2021-02-12 | 2021-03-16 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-02-10 | 2021-02-12 | Completed | 100% | $26.14 | $26.01 | -0.48% | Signal |
| 2020-11-13 | 2021-02-10 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2020-11-11 | 2020-11-13 | Completed | 100% | $22.67 | $22.42 | -1.09% | Signal |
| 2019-09-17 | 2020-11-11 | Interest | 100% | $1.00 | $1.01 | 1.29% | Interest Income |
| 2019-09-13 | 2019-09-17 | Completed | 100% | $22.34 | $22.12 | -1.00% | Signal |
| 2019-02-22 | 2019-09-13 | Interest | 100% | $1.00 | $1.01 | 1.22% | Interest Income |
| 2018-11-15 | 2019-02-22 | Completed | 100% | $21.08 | $21.85 | 3.63% | Signal |
| 2018-10-24 | 2018-11-15 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2017-03-31 | 2018-10-24 | Completed | 100% | $20.04 | $21.26 | 6.04% | Stop |
| 2016-12-13 | 2017-03-31 | Interest | 100% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2016-12-08 | 2016-12-13 | Completed | 100% | $18.98 | $19.12 | 0.73% | Signal |
| 2015-10-13 | 2016-12-08 | Interest | 100% | $1.00 | $1.02 | 2.17% | Interest Income |
| 2015-10-09 | 2015-10-13 | Completed | 100% | $18.46 | $18.12 | -1.87% | Signal |
| 2015-08-07 | 2015-10-09 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
Return Distribution Analysis
