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AVIG vs. SCHF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVIG vs. SCHF - Performance Comparison

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

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AVIG vs. SCHF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AVIG
Avantis Core Fixed Income ETF
-0.20%7.98%1.55%6.41%-13.94%-2.15%0.96%
SCHF
Schwab International Equity ETF
2.95%34.55%3.28%18.35%-14.80%11.40%14.95%

Returns By Period

In the year-to-date period, AVIG achieves a -0.20% return, which is significantly lower than SCHF's 2.95% return.


AVIG

1D
0.34%
1M
-1.93%
YTD
-0.20%
6M
0.90%
1Y
4.89%
3Y*
4.03%
5Y*
0.34%
10Y*

SCHF

1D
3.25%
1M
-8.44%
YTD
2.95%
6M
9.36%
1Y
29.56%
3Y*
16.15%
5Y*
8.69%
10Y*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVIG vs. SCHF - Expense Ratio Comparison

AVIG has a 0.15% expense ratio, which is higher than SCHF's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

AVIG vs. SCHF — Risk / Return Rank

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

AVIG
AVIG Risk / Return Rank: 6363
Overall Rank
AVIG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
AVIG Sortino Ratio Rank: 6262
Sortino Ratio Rank
AVIG Omega Ratio Rank: 5555
Omega Ratio Rank
AVIG Calmar Ratio Rank: 7373
Calmar Ratio Rank
AVIG Martin Ratio Rank: 6060
Martin Ratio Rank

SCHF
SCHF Risk / Return Rank: 8787
Overall Rank
SCHF Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SCHF Sortino Ratio Rank: 8787
Sortino Ratio Rank
SCHF Omega Ratio Rank: 8787
Omega Ratio Rank
SCHF Calmar Ratio Rank: 8686
Calmar Ratio Rank
SCHF Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVIG vs. SCHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Core Fixed Income ETF (AVIG) 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.


AVIGSCHFDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.68

-0.57

Sortino ratio

Return per unit of downside risk

1.53

2.30

-0.77

Omega ratio

Gain probability vs. loss probability

1.20

1.34

-0.14

Calmar ratio

Return relative to maximum drawdown

1.82

2.47

-0.65

Martin ratio

Return relative to average drawdown

5.77

9.63

-3.86

AVIG vs. SCHF - Sharpe Ratio Comparison

The current AVIG Sharpe Ratio is 1.11, which is lower than the SCHF Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of AVIG 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.


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Sharpe Ratios by Period


AVIGSCHFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.68

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.54

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.40

-0.43

Correlation

The correlation between AVIG and SCHF is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AVIG vs. SCHF - Dividend Comparison

AVIG's dividend yield for the trailing twelve months is around 4.43%, more than SCHF's 3.32% yield.


TTM20252024202320222021202020192018201720162015
AVIG
Avantis Core Fixed Income ETF
4.43%4.36%4.66%4.06%2.53%1.12%0.22%0.00%0.00%0.00%0.00%0.00%
SCHF
Schwab International Equity ETF
3.32%3.42%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%

Drawdowns

AVIG vs. SCHF - Drawdown Comparison

The maximum AVIG drawdown since its inception was -19.64%, smaller than the maximum SCHF drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for AVIG and SCHF.


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Drawdown Indicators


AVIGSCHFDifference

Max Drawdown

Largest peak-to-trough decline

-19.64%

-34.87%

+15.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-11.48%

+8.68%

Max Drawdown (5Y)

Largest decline over 5 years

-19.47%

-29.14%

+9.67%

Max Drawdown (10Y)

Largest decline over 10 years

-34.87%

Current Drawdown

Current decline from peak

-1.93%

-8.60%

+6.67%

Average Drawdown

Average peak-to-trough decline

-7.95%

-7.44%

-0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

2.95%

-2.07%

Volatility

AVIG vs. SCHF - Volatility Comparison

The current volatility for Avantis Core Fixed Income ETF (AVIG) is 1.83%, while Schwab International Equity ETF (SCHF) has a volatility of 8.47%. This indicates that AVIG experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVIGSCHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

8.47%

-6.64%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

11.70%

-9.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.45%

17.72%

-13.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.22%

16.14%

-9.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.06%

17.09%

-11.03%