Owns large US companies ranked by fundamental company scores rather than stock market value, drawn from the US part of the RAFI Global Equity Investable Universe.
FNDX, the Schwab Fundamental US Large Company Index ETF ($27.1 billion), sits in StoryVector’s Beta Book: it selects holdings by a factor such as value, size, quality or dividends, not by a story. It carries no market story, so it is not ranked against one. Over the past year it returned +21.9%, against +16.8% for broad US ETFs. Figures to October 2, 2026; past performance, not a recommendation.
FRI OCT 2 MARKET PRICE TOTAL RETURN
How closely it moves With the market 0.90
−1 opposite 0 unrelated +1 in step
FNDX moves closely with the market. When the market has moved 1%, FNDX has tended to move 0.76%.
Weekly returns over 157 weeks.
ETFs it moves most and least like ← moves opposite moves in step →
Correlation of weekly returns over the last 3 years, among unlevered ETFs StoryVector covers.
Where it sits among factor Beta Book ETFs -20% 0% +20% +40% +60% +80% 0% 10% 20% 30% 40% 50% Volatility, last year → AAUS: +15.1%, volatility 12.8% ABEQ: +5.3%, volatility 9.2% AFLG: +15.5%, volatility 12.1% AFMC: +18.7%, volatility 14.7% AFSM: +23.4%, volatility 17.8% AGRW: +11.0%, volatility 17.4% AUSF: +8.4%, volatility 10.3% AVGV: +23.4%, volatility 13.2% AVLV: +27.8%, volatility 12.3% AVMV: +13.5%, volatility 13.2% AVUQ: +14.9%, volatility 16.7% AVUV: +21.8%, volatility 15.7% BAMG: +18.3%, volatility 16.0% BAMV: +14.0%, volatility 11.8% BGIG: +11.6%, volatility 8.9% BGRO: +14.9%, volatility 20.5% BKDV: +22.5%, volatility 12.1% BLCV: +17.3%, volatility 12.4% BLGR: +15.5%, volatility 17.0% BOUT: +10.4%, volatility 22.8% BRNY: +19.8%, volatility 15.9% BSMC: +14.7%, volatility 13.9% BSVO: +27.7%, volatility 16.7% BUL: +15.1%, volatility 16.8% BUSA: +14.6%, volatility 11.9% BVAL: +16.3%, volatility 10.4% CAFG: +23.2%, volatility 16.9% CALF: +23.9%, volatility 16.0% CAML: +6.2%, volatility 16.5% CARK: +11.7%, volatility 18.7% CGCV: +8.3%, volatility 9.9% CGGG: +0.8%, volatility 19.5% CGGR: +8.2%, volatility 18.5% CGV: +13.2%, volatility 15.0% CGVV: +17.9%, volatility 14.0% CLCG: +8.3%, volatility 18.2% CLCV: +20.3%, volatility 12.2% COPY: +24.4%, volatility 13.1% COWG: +10.8%, volatility 18.8% COWZ: +19.5%, volatility 12.4% CPTL: +15.9%, volatility 12.9% CSMD: +3.1%, volatility 21.1% CSTK: +18.6%, volatility 11.3% DARP: +40.7%, volatility 27.0% DEEP: +17.0%, volatility 17.6% DEUS: +12.1%, volatility 10.9% DFAT: +17.8%, volatility 15.0% DFLV: +24.9%, volatility 11.1% DFSV: +21.1%, volatility 15.6% DFUV: +25.8%, volatility 11.8% DFVE: +13.5%, volatility 12.3% DSPY: +17.0%, volatility 12.2% DSTL: +11.7%, volatility 14.0% DUHP: +12.1%, volatility 12.0% DVAL: +11.1%, volatility 10.7% DVLU: +17.1%, volatility 16.7% DVOL: +1.9%, volatility 12.0% DWAS: +17.0%, volatility 26.1% DXUV: +16.9%, volatility 12.6% DYNF: +19.1%, volatility 13.9% EBIT: +14.3%, volatility 15.1% ECML: +20.6%, volatility 13.2% EDOW: +12.2%, volatility 11.2% EPMV: +15.4%, volatility 15.1% EPS: +18.1%, volatility 12.4% EPSV: +27.8%, volatility 17.6% EQAL: +12.8%, volatility 12.0% EQWL: +14.5%, volatility 10.9% EUSA: +10.4%, volatility 12.0% FAB: +15.6%, volatility 12.5% FAD: +14.2%, volatility 20.8% FBCG: +18.6%, volatility 20.8% FCFY: +9.6%, volatility 16.8% FCTR: +6.2%, volatility 19.5% FDLO: +9.6%, volatility 9.4% FDLS: +22.1%, volatility 16.9% FDMO: +16.6%, volatility 19.6% FELG: +11.0%, volatility 17.7% FELV: +26.0%, volatility 11.2% FFLV: +21.4%, volatility 11.2% FFTY: -5.6%, volatility 36.1% FLCG: +9.9%, volatility 17.1% FLCV: +19.6%, volatility 11.7% FLOW: +22.6%, volatility 16.1% FLQL: +17.2%, volatility 14.3% FLQM: +3.8%, volatility 12.2% FLQS: +9.9%, volatility 14.0% FLRG: +9.7%, volatility 10.8% FMTM: +30.4%, volatility 26.9% FNDA: +15.5%, volatility 16.2% FNDB: +21.4%, volatility 10.7% FNK: +9.8%, volatility 13.7% FNY: +8.5%, volatility 21.3% FQAL: +12.9%, volatility 11.7% FSGS: +2.8%, volatility 14.8% FSMD: +15.5%, volatility 15.5% FTA: +16.6%, volatility 11.3% FTC: +12.2%, volatility 22.1% FTCE: +10.6%, volatility 14.1% FTGS: +5.3%, volatility 13.6% FVAL: +19.6%, volatility 12.2% FYC: +27.5%, volatility 21.3% FYT: +22.7%, volatility 16.3% GFLW: +17.7%, volatility 21.9% GGUS: +9.1%, volatility 17.8% GLRY: +3.5%, volatility 21.1% GMOV: +21.1%, volatility 11.1% GQQQ: +22.8%, volatility 18.6% GROZ: +16.2%, volatility 16.9% GRW: -3.6%, volatility 15.3% GSLC: +13.4%, volatility 12.5% GVLU: +12.3%, volatility 13.0% HAPI: +15.4%, volatility 12.3% HAPS: +18.3%, volatility 15.8% HFGO: +12.7%, volatility 21.3% HQGO: +14.3%, volatility 14.3% HSMV: +2.9%, volatility 10.3% HUSV: +0.3%, volatility 9.8% HWSM: +12.9%, volatility 14.3% HYP: +21.1%, volatility 45.1% IJJ: +9.6%, volatility 14.5% IJK: +16.9%, volatility 17.8% IJS: +18.6%, volatility 16.6% IJT: +16.0%, volatility 17.2% ILCG: +13.7%, volatility 19.2% ILCV: +19.1%, volatility 10.2% IMCG: +16.2%, volatility 17.2% IMCV: +17.2%, volatility 11.4% INFO: +18.6%, volatility 13.4% ISCG: +14.0%, volatility 18.3% ISCV: +14.8%, volatility 14.8% ITAN: +26.3%, volatility 15.0% IUS: +24.8%, volatility 10.7% IUSG: +19.1%, volatility 18.0% IUSV: +12.7%, volatility 10.0% IVE: +12.7%, volatility 9.9% IVOG: +16.9%, volatility 17.9% IVOV: +9.6%, volatility 14.4% IVW: +19.0%, volatility 18.2% IWD: +24.1%, volatility 11.3% IWF: +8.1%, volatility 17.9% IWLG: +7.6%, volatility 19.0% IWN: +21.2%, volatility 16.3% IWO: +12.1%, volatility 22.1% IWP: -1.2%, volatility 18.2% IWS: +17.6%, volatility 13.3% IWX: +26.8%, volatility 10.9% IWY: +8.8%, volatility 18.2% JAVA: +17.5%, volatility 11.7% JGRO: +3.9%, volatility 18.6% JGRW: +1.5%, volatility 12.8% JHAC: +0.4%, volatility 13.4% JHML: +15.6%, volatility 12.2% JHMM: +12.9%, volatility 14.2% JHSC: +11.2%, volatility 15.3% JMID: +6.6%, volatility 17.7% JMOM: +26.0%, volatility 17.1% JPSV: +15.4%, volatility 13.9% JPUS: +13.1%, volatility 10.1% JQUA: +19.6%, volatility 12.2% JSMD: +9.6%, volatility 22.4% JSML: +17.6%, volatility 22.3% JVAL: +24.6%, volatility 14.7% JXX: +13.1%, volatility 23.4% KNO: +25.4%, volatility 18.2% LCDS: +17.0%, volatility 12.6% LCLG: +12.8%, volatility 20.6% LCOW: +15.7%, volatility 12.6% LGLV: +0.9%, volatility 10.1% LGRO: +16.6%, volatility 16.5% LOWV: +6.4%, volatility 10.6% LRGE: +9.2%, volatility 18.3% LRGF: +14.5%, volatility 13.0% LSAF: +20.3%, volatility 14.3% LSVD: +28.7%, volatility 13.7% LVDS: +23.8%, volatility 10.6% MAVF: +18.7%, volatility 15.0% MCDS: +14.9%, volatility 13.2% MCOW: +9.0%, volatility 17.3% MDLV: +10.9%, volatility 9.2% MDYG: +16.9%, volatility 17.9% MDYV: +9.5%, volatility 14.4% MFSG: +9.5%, volatility 18.1% MFSV: +10.2%, volatility 10.3% MFUS: +17.9%, volatility 11.7% MGK: +15.9%, volatility 18.5% MGV: +19.2%, volatility 10.3% MMTM: +9.5%, volatility 15.7% MOAT: +7.0%, volatility 14.1% MTUM: +27.1%, volatility 26.6% MVAL: +4.8%, volatility 13.8% NBGX: +9.5%, volatility 15.5% NIXT: +24.6%, volatility 20.3% NXTI: +10.9%, volatility 15.4% OMAH: +4.8%, volatility 8.9% OMFL: +17.9%, volatility 12.7% OMFS: +15.0%, volatility 16.9% ONEO: +18.2%, volatility 13.1% ONEV: +6.8%, volatility 11.3% ONOF: +12.1%, volatility 12.4% OSCV: +6.0%, volatility 12.2% PALC: +6.1%, volatility 15.2% PAMC: +13.2%, volatility 18.2% PCLG: -9.0%, volatility 17.5% PDP: +17.4%, volatility 26.9% PRF: +22.6%, volatility 10.8% PRFZ: +17.5%, volatility 17.4% PRVS: +21.4%, volatility 13.4% PSET: +3.8%, volatility 13.1% PWB: +31.3%, volatility 24.3% PWV: +20.6%, volatility 10.0% PY: +9.5%, volatility 10.6% QGRO: +2.6%, volatility 16.4% QGRW: +20.4%, volatility 19.7% QIDX: +5.5%, volatility 10.9% QLC: +18.4%, volatility 13.3% QLTY: +18.2%, volatility 12.7% QLV: +11.3%, volatility 7.9% QMID: +1.8%, volatility 15.0% QMOM: +15.0%, volatility 26.5% QQEW: +14.8%, volatility 19.2% QQLV: -0.1%, volatility 11.3% QQQA: +53.5%, volatility 34.5% QQQE: +18.9%, volatility 16.4% QQQG: +34.5%, volatility 25.6% QQWZ: +12.6%, volatility 17.3% QSML: +15.9%, volatility 16.8% QUAL: +15.4%, volatility 12.2% QUS: +13.1%, volatility 9.4% QVAL: +27.2%, volatility 14.0% QVML: +16.9%, volatility 12.7% QVMM: +13.7%, volatility 15.2% QVMS: +17.5%, volatility 16.7% REVS: +20.4%, volatility 11.6% RFG: +17.7%, volatility 20.2% RFV: +14.5%, volatility 16.1% RILA: +4.1%, volatility 17.1% ROE: +25.5%, volatility 15.2% ROSC: +22.0%, volatility 13.9% ROUS: +18.1%, volatility 11.7% RPG: +24.3%, volatility 25.7% RPV: +18.9%, volatility 12.2% RSMV: +8.4%, volatility 13.8% RSP: +11.8%, volatility 11.7% RUNN: -4.5%, volatility 14.0% RWK: +14.2%, volatility 16.0% RWL: +18.8%, volatility 10.1% RZG: +16.9%, volatility 19.1% RZV: +20.5%, volatility 19.3% SAMM: +24.8%, volatility 21.1% SAWG: +13.7%, volatility 13.4% SAWS: +10.4%, volatility 18.5% SCDS: +25.0%, volatility 17.6% SCHG: +13.4%, volatility 16.8% SCHV: +17.4%, volatility 11.5% SCOW: +7.5%, volatility 16.3% SEIM: +21.9%, volatility 19.1% SEIQ: +7.1%, volatility 11.7% SEIV: +29.3%, volatility 13.0% SELV: +9.0%, volatility 10.1% SEMG: +3.7%, volatility 13.5% SGRT: +48.8%, volatility 39.1% SIZE: +10.2%, volatility 12.9% SLYG: +16.1%, volatility 17.1% SLYV: +18.6%, volatility 16.5% SMLF: +14.8%, volatility 17.3% SMLV: +20.6%, volatility 13.5% SMMV: +6.1%, volatility 9.2% SMOM: +13.7%, volatility 12.1% SNPG: +16.8%, volatility 17.6% SPHQ: +16.0%, volatility 14.8% SPLV: -0.3%, volatility 10.5% SPMO: +27.9%, volatility 24.9% SPVM: +14.5%, volatility 11.1% SPYG: +19.1%, volatility 18.4% SPYV: +12.8%, volatility 9.9% SQLV: +22.0%, volatility 16.2% SRHQ: +21.0%, volatility 14.6% STXG: +14.0%, volatility 15.9% STXV: +18.4%, volatility 9.9% SVAL: +28.9%, volatility 15.6% SXQG: +1.0%, volatility 12.8% TCHP: +5.7%, volatility 18.6% TCV: +24.8%, volatility 19.4% TGLR: +11.2%, volatility 13.5% TGRT: +8.8%, volatility 18.1% TGRW: +7.1%, volatility 18.5% TILT: +16.2%, volatility 12.8% TMFE: +5.2%, volatility 13.2% TMFM: -14.9%, volatility 20.6% TMFS: -3.8%, volatility 19.2% TOLL: +20.2%, volatility 16.7% TSEL: -1.2%, volatility 23.2% TVAL: +25.4%, volatility 11.0% ULVM: +16.6%, volatility 10.8% USMF: +2.8%, volatility 11.8% USMV: +5.1%, volatility 8.6% USVM: +17.8%, volatility 14.1% VALQ: +10.1%, volatility 11.2% VBK: +14.5%, volatility 20.5% VBR: +13.6%, volatility 14.3% VFLO: +38.7%, volatility 16.0% VFMF: +27.4%, volatility 12.6% VFMO: +20.3%, volatility 24.4% VFMV: +11.2%, volatility 8.8% VFQY: +14.5%, volatility 13.1% VFVA: +21.1%, volatility 14.4% VIOG: +16.1%, volatility 17.2% VIOV: +18.7%, volatility 16.6% VLU: +19.9%, volatility 10.8% VLUE: +60.7%, volatility 20.8% VMAX: +20.1%, volatility 11.9% VOE: +16.0%, volatility 11.2% VONG: +8.3%, volatility 17.9% VONV: +24.3%, volatility 11.4% VOOG: +19.1%, volatility 18.3% VOOV: +12.8%, volatility 9.9% VOT: +1.1%, volatility 17.6% VSMV: +13.1%, volatility 9.6% VTV: +18.8%, volatility 10.3% VTWG: +12.4%, volatility 22.3% VTWV: +21.4%, volatility 16.6% VUG: +13.7%, volatility 18.0% XMHQ: +8.3%, volatility 14.9% XMLV: +3.7%, volatility 10.5% XMMO: +12.2%, volatility 22.5% XMVM: +18.5%, volatility 14.0% XSHQ: +7.9%, volatility 16.3% XSLV: +10.3%, volatility 12.6% XSMO: +14.2%, volatility 19.7% XSVM: +19.6%, volatility 16.8% ZIG: +1.9%, volatility 14.7% FNDX -20% 0% +20% +40% +60% +80% 0% 10% 20% 30% 40% 50% Volatility, last year → AAUS: +15.1%, volatility 12.8% ABEQ: +5.3%, volatility 9.2% AFLG: +15.5%, volatility 12.1% AFMC: +18.7%, volatility 14.7% AFSM: +23.4%, volatility 17.8% AGRW: +11.0%, volatility 17.4% AUSF: +8.4%, volatility 10.3% AVGV: +23.4%, volatility 13.2% AVLV: +27.8%, volatility 12.3% AVMV: +13.5%, volatility 13.2% AVUQ: +14.9%, volatility 16.7% AVUV: +21.8%, volatility 15.7% BAMG: +18.3%, volatility 16.0% BAMV: +14.0%, volatility 11.8% BGIG: +11.6%, volatility 8.9% BGRO: +14.9%, volatility 20.5% BKDV: +22.5%, volatility 12.1% BLCV: +17.3%, volatility 12.4% BLGR: +15.5%, volatility 17.0% BOUT: +10.4%, volatility 22.8% BRNY: +19.8%, volatility 15.9% BSMC: +14.7%, volatility 13.9% BSVO: +27.7%, volatility 16.7% BUL: +15.1%, volatility 16.8% BUSA: +14.6%, volatility 11.9% BVAL: +16.3%, volatility 10.4% CAFG: +23.2%, volatility 16.9% CALF: +23.9%, volatility 16.0% CAML: +6.2%, volatility 16.5% CARK: +11.7%, volatility 18.7% CGCV: +8.3%, volatility 9.9% CGGG: +0.8%, volatility 19.5% CGGR: +8.2%, volatility 18.5% CGV: +13.2%, volatility 15.0% CGVV: +17.9%, volatility 14.0% CLCG: +8.3%, volatility 18.2% CLCV: +20.3%, volatility 12.2% COPY: +24.4%, volatility 13.1% COWG: +10.8%, volatility 18.8% COWZ: +19.5%, volatility 12.4% CPTL: +15.9%, volatility 12.9% CSMD: +3.1%, volatility 21.1% CSTK: +18.6%, volatility 11.3% DARP: +40.7%, volatility 27.0% DEEP: +17.0%, volatility 17.6% DEUS: +12.1%, volatility 10.9% DFAT: +17.8%, volatility 15.0% DFLV: +24.9%, volatility 11.1% DFSV: +21.1%, volatility 15.6% DFUV: +25.8%, volatility 11.8% DFVE: +13.5%, volatility 12.3% DSPY: +17.0%, volatility 12.2% DSTL: +11.7%, volatility 14.0% DUHP: +12.1%, volatility 12.0% DVAL: +11.1%, volatility 10.7% DVLU: +17.1%, volatility 16.7% DVOL: +1.9%, volatility 12.0% DWAS: +17.0%, volatility 26.1% DXUV: +16.9%, volatility 12.6% DYNF: +19.1%, volatility 13.9% EBIT: +14.3%, volatility 15.1% ECML: +20.6%, volatility 13.2% EDOW: +12.2%, volatility 11.2% EPMV: +15.4%, volatility 15.1% EPS: +18.1%, volatility 12.4% EPSV: +27.8%, volatility 17.6% EQAL: +12.8%, volatility 12.0% EQWL: +14.5%, volatility 10.9% EUSA: +10.4%, volatility 12.0% FAB: +15.6%, volatility 12.5% FAD: +14.2%, volatility 20.8% FBCG: +18.6%, volatility 20.8% FCFY: +9.6%, volatility 16.8% FCTR: +6.2%, volatility 19.5% FDLO: +9.6%, volatility 9.4% FDLS: +22.1%, volatility 16.9% FDMO: +16.6%, volatility 19.6% FELG: +11.0%, volatility 17.7% FELV: +26.0%, volatility 11.2% FFLV: +21.4%, volatility 11.2% FFTY: -5.6%, volatility 36.1% FLCG: +9.9%, volatility 17.1% FLCV: +19.6%, volatility 11.7% FLOW: +22.6%, volatility 16.1% FLQL: +17.2%, volatility 14.3% FLQM: +3.8%, volatility 12.2% FLQS: +9.9%, volatility 14.0% FLRG: +9.7%, volatility 10.8% FMTM: +30.4%, volatility 26.9% FNDA: +15.5%, volatility 16.2% FNDB: +21.4%, volatility 10.7% FNK: +9.8%, volatility 13.7% FNY: +8.5%, volatility 21.3% FQAL: +12.9%, volatility 11.7% FSGS: +2.8%, volatility 14.8% FSMD: +15.5%, volatility 15.5% FTA: +16.6%, volatility 11.3% FTC: +12.2%, volatility 22.1% FTCE: +10.6%, volatility 14.1% FTGS: +5.3%, volatility 13.6% FVAL: +19.6%, volatility 12.2% FYC: +27.5%, volatility 21.3% FYT: +22.7%, volatility 16.3% GFLW: +17.7%, volatility 21.9% GGUS: +9.1%, volatility 17.8% GLRY: +3.5%, volatility 21.1% GMOV: +21.1%, volatility 11.1% GQQQ: +22.8%, volatility 18.6% GROZ: +16.2%, volatility 16.9% GRW: -3.6%, volatility 15.3% GSLC: +13.4%, volatility 12.5% GVLU: +12.3%, volatility 13.0% HAPI: +15.4%, volatility 12.3% HAPS: +18.3%, volatility 15.8% HFGO: +12.7%, volatility 21.3% HQGO: +14.3%, volatility 14.3% HSMV: +2.9%, volatility 10.3% HUSV: +0.3%, volatility 9.8% HWSM: +12.9%, volatility 14.3% HYP: +21.1%, volatility 45.1% IJJ: +9.6%, volatility 14.5% IJK: +16.9%, volatility 17.8% IJS: +18.6%, volatility 16.6% IJT: +16.0%, volatility 17.2% ILCG: +13.7%, volatility 19.2% ILCV: +19.1%, volatility 10.2% IMCG: +16.2%, volatility 17.2% IMCV: +17.2%, volatility 11.4% INFO: +18.6%, volatility 13.4% ISCG: +14.0%, volatility 18.3% ISCV: +14.8%, volatility 14.8% ITAN: +26.3%, volatility 15.0% IUS: +24.8%, volatility 10.7% IUSG: +19.1%, volatility 18.0% IUSV: +12.7%, volatility 10.0% IVE: +12.7%, volatility 9.9% IVOG: +16.9%, volatility 17.9% IVOV: +9.6%, volatility 14.4% IVW: +19.0%, volatility 18.2% IWD: +24.1%, volatility 11.3% IWF: +8.1%, volatility 17.9% IWLG: +7.6%, volatility 19.0% IWN: +21.2%, volatility 16.3% IWO: +12.1%, volatility 22.1% IWP: -1.2%, volatility 18.2% IWS: +17.6%, volatility 13.3% IWX: +26.8%, volatility 10.9% IWY: +8.8%, volatility 18.2% JAVA: +17.5%, volatility 11.7% JGRO: +3.9%, volatility 18.6% JGRW: +1.5%, volatility 12.8% JHAC: +0.4%, volatility 13.4% JHML: +15.6%, volatility 12.2% JHMM: +12.9%, volatility 14.2% JHSC: +11.2%, volatility 15.3% JMID: +6.6%, volatility 17.7% JMOM: +26.0%, volatility 17.1% JPSV: +15.4%, volatility 13.9% JPUS: +13.1%, volatility 10.1% JQUA: +19.6%, volatility 12.2% JSMD: +9.6%, volatility 22.4% JSML: +17.6%, volatility 22.3% JVAL: +24.6%, volatility 14.7% JXX: +13.1%, volatility 23.4% KNO: +25.4%, volatility 18.2% LCDS: +17.0%, volatility 12.6% LCLG: +12.8%, volatility 20.6% LCOW: +15.7%, volatility 12.6% LGLV: +0.9%, volatility 10.1% LGRO: +16.6%, volatility 16.5% LOWV: +6.4%, volatility 10.6% LRGE: +9.2%, volatility 18.3% LRGF: +14.5%, volatility 13.0% LSAF: +20.3%, volatility 14.3% LSVD: +28.7%, volatility 13.7% LVDS: +23.8%, volatility 10.6% MAVF: +18.7%, volatility 15.0% MCDS: +14.9%, volatility 13.2% MCOW: +9.0%, volatility 17.3% MDLV: +10.9%, volatility 9.2% MDYG: +16.9%, volatility 17.9% MDYV: +9.5%, volatility 14.4% MFSG: +9.5%, volatility 18.1% MFSV: +10.2%, volatility 10.3% MFUS: +17.9%, volatility 11.7% MGK: +15.9%, volatility 18.5% MGV: +19.2%, volatility 10.3% MMTM: +9.5%, volatility 15.7% MOAT: +7.0%, volatility 14.1% MTUM: +27.1%, volatility 26.6% MVAL: +4.8%, volatility 13.8% NBGX: +9.5%, volatility 15.5% NIXT: +24.6%, volatility 20.3% NXTI: +10.9%, volatility 15.4% OMAH: +4.8%, volatility 8.9% OMFL: +17.9%, volatility 12.7% OMFS: +15.0%, volatility 16.9% ONEO: +18.2%, volatility 13.1% ONEV: +6.8%, volatility 11.3% ONOF: +12.1%, volatility 12.4% OSCV: +6.0%, volatility 12.2% PALC: +6.1%, volatility 15.2% PAMC: +13.2%, volatility 18.2% PCLG: -9.0%, volatility 17.5% PDP: +17.4%, volatility 26.9% PRF: +22.6%, volatility 10.8% PRFZ: +17.5%, volatility 17.4% PRVS: +21.4%, volatility 13.4% PSET: +3.8%, volatility 13.1% PWB: +31.3%, volatility 24.3% PWV: +20.6%, volatility 10.0% PY: +9.5%, volatility 10.6% QGRO: +2.6%, volatility 16.4% QGRW: +20.4%, volatility 19.7% QIDX: +5.5%, volatility 10.9% QLC: +18.4%, volatility 13.3% QLTY: +18.2%, volatility 12.7% QLV: +11.3%, volatility 7.9% QMID: +1.8%, volatility 15.0% QMOM: +15.0%, volatility 26.5% QQEW: +14.8%, volatility 19.2% QQLV: -0.1%, volatility 11.3% QQQA: +53.5%, volatility 34.5% QQQE: +18.9%, volatility 16.4% QQQG: +34.5%, volatility 25.6% QQWZ: +12.6%, volatility 17.3% QSML: +15.9%, volatility 16.8% QUAL: +15.4%, volatility 12.2% QUS: +13.1%, volatility 9.4% QVAL: +27.2%, volatility 14.0% QVML: +16.9%, volatility 12.7% QVMM: +13.7%, volatility 15.2% QVMS: +17.5%, volatility 16.7% REVS: +20.4%, volatility 11.6% RFG: +17.7%, volatility 20.2% RFV: +14.5%, volatility 16.1% RILA: +4.1%, volatility 17.1% ROE: +25.5%, volatility 15.2% ROSC: +22.0%, volatility 13.9% ROUS: +18.1%, volatility 11.7% RPG: +24.3%, volatility 25.7% RPV: +18.9%, volatility 12.2% RSMV: +8.4%, volatility 13.8% RSP: +11.8%, volatility 11.7% RUNN: -4.5%, volatility 14.0% RWK: +14.2%, volatility 16.0% RWL: +18.8%, volatility 10.1% RZG: +16.9%, volatility 19.1% RZV: +20.5%, volatility 19.3% SAMM: +24.8%, volatility 21.1% SAWG: +13.7%, volatility 13.4% SAWS: +10.4%, volatility 18.5% SCDS: +25.0%, volatility 17.6% SCHG: +13.4%, volatility 16.8% SCHV: +17.4%, volatility 11.5% SCOW: +7.5%, volatility 16.3% SEIM: +21.9%, volatility 19.1% SEIQ: +7.1%, volatility 11.7% SEIV: +29.3%, volatility 13.0% SELV: +9.0%, volatility 10.1% SEMG: +3.7%, volatility 13.5% SGRT: +48.8%, volatility 39.1% SIZE: +10.2%, volatility 12.9% SLYG: +16.1%, volatility 17.1% SLYV: +18.6%, volatility 16.5% SMLF: +14.8%, volatility 17.3% SMLV: +20.6%, volatility 13.5% SMMV: +6.1%, volatility 9.2% SMOM: +13.7%, volatility 12.1% SNPG: +16.8%, volatility 17.6% SPHQ: +16.0%, volatility 14.8% SPLV: -0.3%, volatility 10.5% SPMO: +27.9%, volatility 24.9% SPVM: +14.5%, volatility 11.1% SPYG: +19.1%, volatility 18.4% SPYV: +12.8%, volatility 9.9% SQLV: +22.0%, volatility 16.2% SRHQ: +21.0%, volatility 14.6% STXG: +14.0%, volatility 15.9% STXV: +18.4%, volatility 9.9% SVAL: +28.9%, volatility 15.6% SXQG: +1.0%, volatility 12.8% TCHP: +5.7%, volatility 18.6% TCV: +24.8%, volatility 19.4% TGLR: +11.2%, volatility 13.5% TGRT: +8.8%, volatility 18.1% TGRW: +7.1%, volatility 18.5% TILT: +16.2%, volatility 12.8% TMFE: +5.2%, volatility 13.2% TMFM: -14.9%, volatility 20.6% TMFS: -3.8%, volatility 19.2% TOLL: +20.2%, volatility 16.7% TSEL: -1.2%, volatility 23.2% TVAL: +25.4%, volatility 11.0% ULVM: +16.6%, volatility 10.8% USMF: +2.8%, volatility 11.8% USMV: +5.1%, volatility 8.6% USVM: +17.8%, volatility 14.1% VALQ: +10.1%, volatility 11.2% VBK: +14.5%, volatility 20.5% VBR: +13.6%, volatility 14.3% VFLO: +38.7%, volatility 16.0% VFMF: +27.4%, volatility 12.6% VFMO: +20.3%, volatility 24.4% VFMV: +11.2%, volatility 8.8% VFQY: +14.5%, volatility 13.1% VFVA: +21.1%, volatility 14.4% VIOG: +16.1%, volatility 17.2% VIOV: +18.7%, volatility 16.6% VLU: +19.9%, volatility 10.8% VLUE: +60.7%, volatility 20.8% VMAX: +20.1%, volatility 11.9% VOE: +16.0%, volatility 11.2% VONG: +8.3%, volatility 17.9% VONV: +24.3%, volatility 11.4% VOOG: +19.1%, volatility 18.3% VOOV: +12.8%, volatility 9.9% VOT: +1.1%, volatility 17.6% VSMV: +13.1%, volatility 9.6% VTV: +18.8%, volatility 10.3% VTWG: +12.4%, volatility 22.3% VTWV: +21.4%, volatility 16.6% VUG: +13.7%, volatility 18.0% XMHQ: +8.3%, volatility 14.9% XMLV: +3.7%, volatility 10.5% XMMO: +12.2%, volatility 22.5% XMVM: +18.5%, volatility 14.0% XSHQ: +7.9%, volatility 16.3% XSLV: +10.3%, volatility 12.6% XSMO: +14.2%, volatility 19.7% XSVM: +19.6%, volatility 16.8% ZIG: +1.9%, volatility 14.7% FNDX
Each dot is one of 333 unlevered factor Beta Book ETFs, placed by its return (up) and how much it swung (right) over the last year.
Risk 10.3% Volatility, last year
−6.1% Largest fall, last year
−3.0% Below its high now