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CIHIX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CIHIX and SCHD is 0.67, 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.


-0.50.00.51.00.7

Performance

CIHIX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cullen International High Dividend Fund (CIHIX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
82.78%
394.81%
CIHIX
SCHD

Key characteristics

Sharpe Ratio

CIHIX:

0.43

SCHD:

1.20

Sortino Ratio

CIHIX:

0.64

SCHD:

1.76

Omega Ratio

CIHIX:

1.08

SCHD:

1.21

Calmar Ratio

CIHIX:

0.48

SCHD:

1.69

Martin Ratio

CIHIX:

1.57

SCHD:

5.86

Ulcer Index

CIHIX:

3.12%

SCHD:

2.30%

Daily Std Dev

CIHIX:

11.41%

SCHD:

11.25%

Max Drawdown

CIHIX:

-61.58%

SCHD:

-33.37%

Current Drawdown

CIHIX:

-10.03%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, CIHIX achieves a 1.82% return, which is significantly lower than SCHD's 11.54% return. Over the past 10 years, CIHIX has underperformed SCHD with an annualized return of 3.73%, while SCHD has yielded a comparatively higher 10.86% annualized return.


CIHIX

YTD

1.82%

1M

-3.35%

6M

-3.03%

1Y

3.63%

5Y*

4.36%

10Y*

3.73%

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CIHIX vs. SCHD - Expense Ratio Comparison

CIHIX has a 1.00% expense ratio, which is higher than SCHD's 0.06% expense ratio.


CIHIX
Cullen International High Dividend Fund
Expense ratio chart for CIHIX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

CIHIX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cullen International High Dividend Fund (CIHIX) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratio
The chart of Sharpe ratio for CIHIX, currently valued at 0.43, compared to the broader market-1.000.001.002.003.004.000.431.20
The chart of Sortino ratio for CIHIX, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.0010.000.641.76
The chart of Omega ratio for CIHIX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.003.501.081.21
The chart of Calmar ratio for CIHIX, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.0012.0014.000.481.69
The chart of Martin ratio for CIHIX, currently valued at 1.57, compared to the broader market0.0020.0040.0060.001.575.86
CIHIX
SCHD

The current CIHIX Sharpe Ratio is 0.43, which is lower than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of CIHIX and SCHD, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.43
1.20
CIHIX
SCHD

Dividends

CIHIX vs. SCHD - Dividend Comparison

CIHIX's dividend yield for the trailing twelve months is around 3.76%, more than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
CIHIX
Cullen International High Dividend Fund
3.76%4.04%2.85%3.00%2.21%3.54%3.14%3.34%3.10%2.93%4.61%2.41%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

CIHIX vs. SCHD - Drawdown Comparison

The maximum CIHIX drawdown since its inception was -61.58%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CIHIX and SCHD. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.03%
-6.72%
CIHIX
SCHD

Volatility

CIHIX vs. SCHD - Volatility Comparison

The current volatility for Cullen International High Dividend Fund (CIHIX) is 3.42%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.88%. This indicates that CIHIX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.42%
3.88%
CIHIX
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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