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

Correlation

The correlation between AVIG and SCHF is 0.19, 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.


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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Key characteristics

Sharpe Ratio

AVIG:

1.16

SCHF:

0.89

Sortino Ratio

AVIG:

1.67

SCHF:

1.25

Omega Ratio

AVIG:

1.20

SCHF:

1.17

Calmar Ratio

AVIG:

0.51

SCHF:

1.05

Martin Ratio

AVIG:

3.13

SCHF:

3.17

Ulcer Index

AVIG:

2.01%

SCHF:

4.43%

Daily Std Dev

AVIG:

5.44%

SCHF:

17.10%

Max Drawdown

AVIG:

-19.64%

SCHF:

-34.64%

Current Drawdown

AVIG:

-6.45%

SCHF:

-0.55%

Returns By Period

In the year-to-date period, AVIG achieves a 2.80% return, which is significantly lower than SCHF's 16.59% return.


AVIG

YTD

2.80%

1M

0.12%

6M

1.01%

1Y

5.81%

3Y*

1.93%

5Y*

N/A

10Y*

N/A

SCHF

YTD

16.59%

1M

5.32%

6M

12.43%

1Y

14.01%

3Y*

12.47%

5Y*

13.12%

10Y*

7.24%

*Annualized

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Avantis Core Fixed Income ETF

Schwab International Equity ETF

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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AVIG vs. SCHF — Risk-Adjusted Performance Rank

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

AVIG
The Risk-Adjusted Performance Rank of AVIG is 7373
Overall Rank
The Sharpe Ratio Rank of AVIG is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of AVIG is 8282
Sortino Ratio Rank
The Omega Ratio Rank of AVIG is 7878
Omega Ratio Rank
The Calmar Ratio Rank of AVIG is 5353
Calmar Ratio Rank
The Martin Ratio Rank of AVIG is 7171
Martin Ratio Rank

SCHF
The Risk-Adjusted Performance Rank of SCHF is 7373
Overall Rank
The Sharpe Ratio Rank of SCHF is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHF is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SCHF is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SCHF is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SCHF is 7171
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.

AVIG vs. SCHF - Risk-Adjusted Performance 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.


The current AVIG Sharpe Ratio is 1.16, which is higher than the SCHF Sharpe Ratio of 0.89. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AVIG vs. SCHF - Dividend Comparison

AVIG's dividend yield for the trailing twelve months is around 4.57%, more than SCHF's 2.80% yield.


TTM20242023202220212020201920182017201620152014
AVIG
Avantis Core Fixed Income ETF
4.57%4.66%4.06%2.53%1.12%0.22%0.00%0.00%0.00%0.00%0.00%0.00%
SCHF
Schwab International Equity ETF
2.80%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%2.90%

Drawdowns

AVIG vs. SCHF - Drawdown Comparison

The maximum AVIG drawdown since its inception was -19.64%, smaller than the maximum SCHF drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for AVIG and SCHF.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AVIG vs. SCHF - Volatility Comparison

The current volatility for Avantis Core Fixed Income ETF (AVIG) is 1.49%, while Schwab International Equity ETF (SCHF) has a volatility of 3.08%. 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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