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APIE vs. SCHF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between APIE and SCHF is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

APIE vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ActivePassive International Equity ETF (APIE) and Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
27.31%
28.40%
APIE
SCHF

Key characteristics

Sharpe Ratio

APIE:

0.57

SCHF:

0.66

Sortino Ratio

APIE:

0.92

SCHF:

1.04

Omega Ratio

APIE:

1.12

SCHF:

1.14

Calmar Ratio

APIE:

0.70

SCHF:

0.84

Martin Ratio

APIE:

2.54

SCHF:

2.55

Ulcer Index

APIE:

4.39%

SCHF:

4.43%

Daily Std Dev

APIE:

19.24%

SCHF:

17.13%

Max Drawdown

APIE:

-15.94%

SCHF:

-34.64%

Current Drawdown

APIE:

-1.48%

SCHF:

-0.77%

Returns By Period

In the year-to-date period, APIE achieves a 10.51% return, which is significantly lower than SCHF's 12.16% return.


APIE

YTD

10.51%

1M

17.20%

6M

5.60%

1Y

10.93%

5Y*

N/A

10Y*

N/A

SCHF

YTD

12.16%

1M

16.84%

6M

6.90%

1Y

11.28%

5Y*

13.37%

10Y*

6.77%

*Annualized

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APIE vs. SCHF - Expense Ratio Comparison

APIE has a 0.45% expense ratio, which is higher than SCHF's 0.06% expense ratio.


Risk-Adjusted Performance

APIE vs. SCHF — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

APIE
The Risk-Adjusted Performance Rank of APIE is 6666
Overall Rank
The Sharpe Ratio Rank of APIE is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of APIE is 6363
Sortino Ratio Rank
The Omega Ratio Rank of APIE is 6060
Omega Ratio Rank
The Calmar Ratio Rank of APIE is 7575
Calmar Ratio Rank
The Martin Ratio Rank of APIE is 7070
Martin Ratio Rank

SCHF
The Risk-Adjusted Performance Rank of SCHF is 7070
Overall Rank
The Sharpe Ratio Rank of SCHF is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHF is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SCHF is 6666
Omega Ratio Rank
The Calmar Ratio Rank of SCHF is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SCHF is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

APIE vs. SCHF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ActivePassive International Equity ETF (APIE) 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.


The current APIE Sharpe Ratio is 0.57, which is comparable to the SCHF Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of APIE and SCHF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.57
0.66
APIE
SCHF

Dividends

APIE vs. SCHF - Dividend Comparison

APIE's dividend yield for the trailing twelve months is around 1.93%, less than SCHF's 2.91% yield.


TTM20242023202220212020201920182017201620152014
APIE
ActivePassive International Equity ETF
1.93%2.14%0.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHF
Schwab International Equity ETF
2.91%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%2.90%

Drawdowns

APIE vs. SCHF - Drawdown Comparison

The maximum APIE drawdown since its inception was -15.94%, smaller than the maximum SCHF drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for APIE and SCHF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.48%
-0.77%
APIE
SCHF

Volatility

APIE vs. SCHF - Volatility Comparison

ActivePassive International Equity ETF (APIE) and Schwab International Equity ETF (SCHF) have volatilities of 8.52% and 8.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
8.52%
8.16%
APIE
SCHF