FOREIGN ETF COMPARISON
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FOREIGN ETF COMPARISON, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is Apr 29, 2021, corresponding to the inception date of SCHY
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.25% | -4.30% | -7.20% | 6.61% | 14.07% | 10.02% |
| FOREIGN ETF COMPARISON | 5.71% | -4.55% | -1.03% | 9.18% | N/A | N/A |
| Portfolio components: | ||||||
EFV iShares MSCI EAFE Value ETF | 10.10% | -4.31% | 4.22% | 15.46% | 14.66% | 4.54% |
EFG iShares MSCI EAFE Growth ETF | 2.40% | -5.42% | -4.16% | 2.36% | 7.58% | 4.94% |
IEMG iShares Core MSCI Emerging Markets ETF | -0.23% | -6.86% | -6.60% | 7.40% | 7.19% | 2.85% |
FSPSX Fidelity International Index Fund | 6.48% | -4.72% | 0.41% | 9.10% | 11.51% | 5.19% |
VYMI Vanguard International High Dividend Yield ETF | 7.25% | -4.01% | 2.00% | 14.35% | 14.68% | N/A |
SCHY Schwab International Dividend Equity ETF | 9.51% | -1.52% | 0.46% | 13.10% | N/A | N/A |
VXUS Vanguard Total International Stock ETF | 3.86% | -4.92% | -1.89% | 8.91% | 10.47% | 4.64% |
FIVLX Fidelity International Value Fund | 11.73% | -4.66% | 4.49% | 13.41% | 16.48% | 5.20% |
LMGEX Franklin International Equity Fund | 8.28% | -4.01% | -2.20% | 4.88% | 9.72% | 3.17% |
FNGZX Franklin International Growth Fund | -2.33% | -5.34% | -7.33% | 2.28% | 3.55% | 4.18% |
Monthly Returns
The table below presents the monthly returns of FOREIGN ETF COMPARISON, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.15% | 2.37% | 0.69% | -1.53% | 5.71% | ||||||||
| 2024 | -1.15% | 2.59% | 3.06% | -2.93% | 4.79% | -1.35% | 3.08% | 2.71% | 1.57% | -4.83% | -0.24% | -3.52% | 3.30% |
| 2023 | 8.71% | -3.52% | 2.30% | 2.32% | -3.62% | 4.40% | 3.38% | -4.24% | -3.34% | -3.49% | 8.73% | 5.31% | 16.81% |
| 2022 | -2.67% | -2.96% | 0.01% | -6.60% | 1.60% | -8.75% | 3.94% | -5.16% | -9.46% | 5.16% | 12.92% | -1.98% | -15.02% |
| 2021 | -1.23% | 3.28% | -1.03% | -0.13% | 1.39% | -3.55% | 2.72% | -4.41% | 3.85% | 0.54% |
Expense Ratio
FOREIGN ETF COMPARISON has an expense ratio of 0.53%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FOREIGN ETF COMPARISON is 57, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 0.81 | 1.20 | 1.16 | 0.99 | 3.31 |
EFG iShares MSCI EAFE Growth ETF | 0.08 | 0.24 | 1.03 | 0.08 | 0.26 |
IEMG iShares Core MSCI Emerging Markets ETF | 0.29 | 0.54 | 1.07 | 0.25 | 0.95 |
FSPSX Fidelity International Index Fund | 0.46 | 0.74 | 1.10 | 0.56 | 1.64 |
VYMI Vanguard International High Dividend Yield ETF | 0.77 | 1.15 | 1.16 | 0.97 | 3.40 |
SCHY Schwab International Dividend Equity ETF | 0.86 | 1.25 | 1.17 | 0.96 | 2.12 |
VXUS Vanguard Total International Stock ETF | 0.43 | 0.72 | 1.10 | 0.53 | 1.69 |
FIVLX Fidelity International Value Fund | 0.65 | 0.98 | 1.14 | 0.80 | 2.58 |
LMGEX Franklin International Equity Fund | 0.21 | 0.40 | 1.05 | 0.26 | 0.64 |
FNGZX Franklin International Growth Fund | 0.04 | 0.21 | 1.03 | 0.02 | 0.17 |
Dividends
Dividend yield
FOREIGN ETF COMPARISON provided a 2.96% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.96% | 3.19% | 2.70% | 2.86% | 2.72% | 1.47% | 2.34% | 2.49% | 1.95% | 2.09% | 1.62% | 2.23% |
| Portfolio components: | ||||||||||||
EFV iShares MSCI EAFE Value ETF | 4.24% | 4.67% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.27% | 3.59% | 4.87% |
EFG iShares MSCI EAFE Growth ETF | 1.60% | 1.64% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% | 2.34% |
IEMG iShares Core MSCI Emerging Markets ETF | 3.21% | 3.20% | 2.89% | 2.70% | 3.06% | 1.87% | 3.15% | 2.76% | 2.34% | 2.28% | 2.52% | 2.30% |
FSPSX Fidelity International Index Fund | 2.72% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% | 3.53% |
VYMI Vanguard International High Dividend Yield ETF | 4.53% | 4.84% | 4.58% | 4.71% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% |
SCHY Schwab International Dividend Equity ETF | 4.18% | 4.64% | 3.97% | 3.68% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 3.20% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
FIVLX Fidelity International Value Fund | 2.60% | 2.90% | 2.06% | 1.85% | 4.35% | 1.74% | 3.19% | 3.33% | 1.50% | 2.57% | 1.44% | 3.94% |
LMGEX Franklin International Equity Fund | 1.23% | 1.33% | 1.51% | 2.77% | 0.93% | 0.58% | 0.00% | 1.61% | 1.60% | 1.30% | 0.91% | 1.27% |
FNGZX Franklin International Growth Fund | 2.13% | 2.08% | 0.00% | 1.74% | 1.09% | 0.03% | 0.30% | 0.39% | 0.53% | 0.89% | 0.36% | 0.60% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the FOREIGN ETF COMPARISON. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the FOREIGN ETF COMPARISON was 29.63%, occurring on Oct 12, 2022. Recovery took 354 trading sessions.
The current FOREIGN ETF COMPARISON drawdown is 4.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.63% | Sep 7, 2021 | 278 | Oct 12, 2022 | 354 | Mar 12, 2024 | 632 |
| -13.4% | Mar 20, 2025 | 14 | Apr 8, 2025 | — | — | — |
| -10.32% | Sep 27, 2024 | 73 | Jan 13, 2025 | 43 | Mar 17, 2025 | 116 |
| -7.24% | Jul 15, 2024 | 16 | Aug 5, 2024 | 10 | Aug 19, 2024 | 26 |
| -5.08% | Jun 15, 2021 | 24 | Jul 19, 2021 | 34 | Sep 3, 2021 | 58 |
Volatility
Volatility Chart
The current FOREIGN ETF COMPARISON volatility is 10.76%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| IEMG | FNGZX | SCHY | EFG | EFV | FIVLX | VYMI | LMGEX | FSPSX | VXUS | |
|---|---|---|---|---|---|---|---|---|---|---|
| IEMG | 1.00 | 0.69 | 0.72 | 0.75 | 0.73 | 0.76 | 0.81 | 0.76 | 0.78 | 0.89 |
| FNGZX | 0.69 | 1.00 | 0.73 | 0.91 | 0.75 | 0.78 | 0.75 | 0.85 | 0.86 | 0.85 |
| SCHY | 0.72 | 0.73 | 1.00 | 0.82 | 0.91 | 0.87 | 0.92 | 0.88 | 0.89 | 0.88 |
| EFG | 0.75 | 0.91 | 0.82 | 1.00 | 0.85 | 0.87 | 0.84 | 0.94 | 0.95 | 0.93 |
| EFV | 0.73 | 0.75 | 0.91 | 0.85 | 1.00 | 0.96 | 0.98 | 0.94 | 0.94 | 0.93 |
| FIVLX | 0.76 | 0.78 | 0.87 | 0.87 | 0.96 | 1.00 | 0.95 | 0.96 | 0.96 | 0.93 |
| VYMI | 0.81 | 0.75 | 0.92 | 0.84 | 0.98 | 0.95 | 1.00 | 0.93 | 0.93 | 0.95 |
| LMGEX | 0.76 | 0.85 | 0.88 | 0.94 | 0.94 | 0.96 | 0.93 | 1.00 | 0.98 | 0.95 |
| FSPSX | 0.78 | 0.86 | 0.89 | 0.95 | 0.94 | 0.96 | 0.93 | 0.98 | 1.00 | 0.96 |
| VXUS | 0.89 | 0.85 | 0.88 | 0.93 | 0.93 | 0.93 | 0.95 | 0.95 | 0.96 | 1.00 |