BINV vs. SCHG

Last updated Aug 2, 2026

BINV (Brandes International ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - BINV is a Foreign Large Cap Equities fund actively managed by Brandes, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. BINV is actively managed, while SCHG is passively managed. Over the past year, BINV returned 28.66% vs 16.16% for SCHG. Their 0.47 correlation means their historical movements had little consistent relationship. BINV charges 0.70%/yr vs 0.04%/yr for SCHG.

Performance

BINV vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandes International ETF (BINV) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BINV achieves a 13.46% return, which is significantly higher than SCHG's 4.99% return.

BINV

• 1D: -0.04%
• 1M: 5.32%
• 6M: 8.47%
• YTD: 13.46%
• 1Y: 28.66%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 25.59%

SCHG

• 1D: 1.12%
• 1M: 0.15%
• 6M: 7.02%
• YTD: 4.99%
• 1Y: 16.16%
• 3Y*: 21.39%
• 5Y*: 13.15%
• 10Y*: 18.27%
• ALL TIME*: 16.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BINV Brandes International ETF	$1.36M	$1.49M	$1.74M
SCHG Schwab U.S. Large-Cap Growth ETF	$247.66M	$249.87M	$339.91M

BINV vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BINV Brandes International ETF	13.46%	37.84%	7.71%	12.86%
SCHG Schwab U.S. Large-Cap Growth ETF	4.99%	17.50%	34.95%	13.86%

Correlation

The correlation between BINV and SCHG is 0.47, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.47
Correlation (All Time) Calculated using the full available price history since Oct 5, 2023	0.47

BINV vs. SCHG - Sectors Allocation Comparison

Sectors	BINV	SCHG
Consumer Defensive	26.1%	1.9%
Healthcare	16.9%	9.9%
Consumer Cyclical	14.0%	11.2%
Industrials	9.9%	7.6%
Technology	9.5%	44.0%
Financial Services	7.8%	7.7%
Communication Services	5.5%	14.1%
Basic Materials	4.4%	1.6%
Energy	2.6%	0.9%
Real Estate	1.9%	0.6%
Utilities	1.4%	0.5%

Return for Risk

BINV vs. SCHG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BINV

BINV Risk / Return Rank: 79
BINV Sharpe Ratio Rank: 87
BINV Sortino Ratio Rank: 87
BINV Omega Ratio Rank: 85
BINV Calmar Ratio Rank: 71
BINV Martin Ratio Rank: 66

SCHG

SCHG Risk / Return Rank: 30
SCHG Sharpe Ratio Rank: 33
SCHG Sortino Ratio Rank: 31
SCHG Omega Ratio Rank: 31
SCHG Calmar Ratio Rank: 26
SCHG Martin Ratio Rank: 30

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BINV vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brandes International ETF (BINV) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BINV	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	2.08	0.82	+1.26
Sortino ratio: Return per unit of downside risk	2.98	1.20	+1.78
Omega ratio: Gain probability vs. loss probability	1.37	1.15	+0.22
Calmar ratio: Return relative to maximum drawdown	2.49	0.83	+1.66
Martin ratio: Return relative to average drawdown	8.07	2.62	+5.45

BINV vs. SCHG - Sharpe Ratio Comparison

The current BINV Sharpe Ratio is 2.08, which is higher than the SCHG Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of BINV and SCHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BINV vs. SCHG - Drawdown Comparison

The maximum BINV drawdown since its inception was -14.91%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for BINV and SCHG.

Drawdown Indicators

	BINV	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-14.91%	-34.59%	+19.68%
Max Drawdown (1Y) Largest decline over 1 year	-11.50%	-16.41%	+4.91%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.39%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.59%	—
Current Drawdown Current decline from peak	-0.04%	-3.10%	+3.06%
Average Drawdown Average peak-to-trough decline	-2.47%	-5.19%	+2.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.54%	5.19%	-1.65%

Volatility

BINV vs. SCHG - Volatility Comparison

The current volatility for Brandes International ETF (BINV) is 3.93%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 4.32%. This indicates that BINV experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BINV	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.93%	4.32%	-0.39%
Volatility (6M) Calculated over the trailing 6-month period	11.53%	12.90%	-1.37%
Volatility (1Y) Calculated over the trailing 1-year period	13.82%	16.67%	-2.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.68%	22.42%	-7.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.68%	21.59%	-6.91%

BINV vs. SCHG - Expense Ratio Comparison

BINV has a 0.70% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

BINV vs. SCHG - Dividend Comparison

BINV's dividend yield for the trailing twelve months is around 2.09%, more than SCHG's 0.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BINV Brandes International ETF	2.09%	2.23%	2.40%	0.28%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	0.38%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Frequently Asked Questions

Can I hold both BINV and SCHG in my portfolio?

BINV and SCHG have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BINV or SCHG?

SCHG has higher volatility (4.32%) compared to BINV (3.93%). In terms of maximum drawdown, BINV dropped -14.91% vs SCHG's -34.59%.

Which ETF is better, BINV or SCHG?

On 1-year performance, BINV leads with 28.66% vs 16.16% for SCHG. On fees, SCHG is cheaper at 0.04% per year. On volatility, BINV has been the lower-risk option at 3.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BINV or SCHG?

Over the 1-year period, BINV has performed better with a 28.66% return vs 16.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BINV or SCHG?

SCHG is cheaper with a 0.04% expense ratio, compared with 0.70% for BINV.

Which ETF pays a higher dividend yield, BINV or SCHG?

BINV has the higher dividend yield at 2.09%, compared with 0.38% for SCHG.

What is the main difference between BINV and SCHG?

BINV is categorized as Foreign Large Cap Equities, while SCHG is Large Cap Growth Equities. They also come from different issuers: Brandes and Charles Schwab. Their fees differ too: 0.70% for BINV and 0.04% for SCHG.

Which has better risk-adjusted returns?

BINV currently has the higher Sharpe Ratio (2.08 vs 0.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.