AIIEX vs. SCHF
Compare and contrast key facts about Invesco EQV International Equity Fund (AIIEX) and Schwab International Equity ETF (SCHF).
AIIEX is managed by Invesco. It was launched on Apr 6, 1992. SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AIIEX or SCHF.
Key characteristics
| AIIEX | SCHF | |
|---|---|---|
| YTD Return | 0.13% | 1.92% |
| 1Y Return | 6.14% | 8.68% |
| 3Y Return (Ann) | -1.14% | 2.10% |
| 5Y Return (Ann) | 4.59% | 6.35% |
| 10Y Return (Ann) | 3.66% | 4.44% |
| Sharpe Ratio | 0.49 | 0.69 |
| Daily Std Dev | 12.40% | 12.47% |
| Max Drawdown | -58.30% | -34.87% |
| Current Drawdown | -6.49% | -3.68% |
Correlation
The correlation between AIIEX and SCHF is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
AIIEX vs. SCHF - Performance Comparison
In the year-to-date period, AIIEX achieves a 0.13% return, which is significantly lower than SCHF's 1.92% return. Over the past 10 years, AIIEX has underperformed SCHF with an annualized return of 3.66%, while SCHF has yielded a comparatively higher 4.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AIIEX vs. SCHF - Expense Ratio Comparison
AIIEX has a 1.35% expense ratio, which is higher than SCHF's 0.06% expense ratio.
Risk-Adjusted Performance
AIIEX vs. SCHF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQV International Equity Fund (AIIEX) and Schwab International Equity ETF (SCHF). 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.
Dividends
AIIEX vs. SCHF - Dividend Comparison
AIIEX's dividend yield for the trailing twelve months is around 1.56%, less than SCHF's 2.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIIEX Invesco EQV International Equity Fund | 1.56% | 1.56% | 11.90% | 25.61% | 12.69% | 10.81% | 9.83% | 2.56% | 1.22% | 1.24% | 4.86% | 1.07% |
SCHF Schwab International Equity ETF | 2.91% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% | 2.90% | 2.21% |
Drawdowns
AIIEX vs. SCHF - Drawdown Comparison
The maximum AIIEX drawdown since its inception was -58.30%, which is greater than SCHF's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for AIIEX and SCHF. For additional features, visit the drawdowns tool.
Volatility
AIIEX vs. SCHF - Volatility Comparison
Invesco EQV International Equity Fund (AIIEX) has a higher volatility of 3.90% compared to Schwab International Equity ETF (SCHF) at 3.69%. This indicates that AIIEX's price experiences larger fluctuations and is considered to be riskier than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.