EFFI vs. SCHF

Last updated Jun 23, 2026

EFFI (Harbor Osmosis International Resource Efficient ETF) and SCHF (Schwab International Equity ETF) are both Foreign Large Cap Equities funds. EFFI is actively managed, while SCHF is passively managed. Over the past year, EFFI returned 20.38% vs 36.30% for SCHF. Their correlation of 0.92 suggests significant overlap in exposure. EFFI charges 0.55%/yr vs 0.06%/yr for SCHF.

Performance

EFFI vs. SCHF - Performance Comparison

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

Returns By Period

In the year-to-date period, EFFI achieves a 5.11% return, which is significantly lower than SCHF's 17.68% return.

EFFI

• 1D: -0.00%
• 1M: 0.41%
• YTD: 5.11%
• 6M: 5.37%
• 1Y: 20.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHF

• 1D: 0.21%
• 1M: 3.82%
• YTD: 17.68%
• 6M: 18.27%
• 1Y: 36.30%
• 3Y*: 20.89%
• 5Y*: 10.67%
• 10Y*: 11.18%

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

EFFI vs. SCHF - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EFFI Harbor Osmosis International Resource Efficient ETF	5.11%	33.41%	-3.24%
SCHF Schwab International Equity ETF	17.68%	34.55%	-4.12%

Correlation

The correlation between EFFI and SCHF is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (All Time) Calculated using the full available price history since Dec 12, 2024	0.92

The correlation between EFFI and SCHF has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

Return for Risk

EFFI vs. SCHF — Risk / Return Rank

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

EFFI

EFFI Risk / Return Rank: 41
EFFI Sharpe Ratio Rank: 41
EFFI Sortino Ratio Rank: 39
EFFI Omega Ratio Rank: 39
EFFI Calmar Ratio Rank: 40
EFFI Martin Ratio Rank: 45

SCHF

SCHF Risk / Return Rank: 68
SCHF Sharpe Ratio Rank: 71
SCHF Sortino Ratio Rank: 68
SCHF Omega Ratio Rank: 70
SCHF Calmar Ratio Rank: 66
SCHF Martin Ratio Rank: 68

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.

EFFI vs. SCHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Osmosis International Resource Efficient ETF (EFFI) 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.

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.

	EFFI	SCHF	Difference
Sharpe ratio: Return per unit of total volatility	1.38	2.20	-0.82
Sortino ratio: Return per unit of downside risk	1.94	2.97	-1.03
Omega ratio: Gain probability vs. loss probability	1.25	1.40	-0.15
Calmar ratio: Return relative to maximum drawdown	1.94	3.18	-1.23
Martin ratio: Return relative to average drawdown	7.21	12.22	-5.01

EFFI vs. SCHF - Sharpe Ratio Comparison

The current EFFI Sharpe Ratio is 1.38, which is lower than the SCHF Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of EFFI and SCHF, 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

EFFI vs. SCHF - Drawdown Comparison

The maximum EFFI drawdown since its inception was -13.64%, smaller than the maximum SCHF drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for EFFI and SCHF.

Drawdown Indicators

	EFFI	SCHF	Difference
Max Drawdown Largest peak-to-trough decline	-13.64%	-34.87%	+21.23%
Max Drawdown (1Y) Largest decline over 1 year	-10.55%	-11.48%	+0.93%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.41%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.14%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.87%	—
Current Drawdown Current decline from peak	-1.05%	0.00%	-1.05%
Average Drawdown Average peak-to-trough decline	-1.80%	-7.36%	+5.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	2.98%	-0.14%

Volatility

EFFI vs. SCHF - Volatility Comparison

The current volatility for Harbor Osmosis International Resource Efficient ETF (EFFI) is 3.67%, while Schwab International Equity ETF (SCHF) has a volatility of 6.42%. This indicates that EFFI 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.

Volatility by Period

	EFFI	SCHF	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.67%	6.42%	-2.75%
Volatility (6M) Calculated over the trailing 6-month period	12.22%	14.43%	-2.21%
Volatility (1Y) Calculated over the trailing 1-year period	14.86%	16.63%	-1.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.53%	16.55%	-0.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.53%	17.21%	-0.68%

EFFI vs. SCHF - Expense Ratio Comparison

EFFI has a 0.55% expense ratio, which is higher than SCHF's 0.06% expense ratio.

Dividends

EFFI vs. SCHF - Dividend Comparison

EFFI's dividend yield for the trailing twelve months is around 4.12%, more than SCHF's 2.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EFFI Harbor Osmosis International Resource Efficient ETF	4.12%	4.33%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHF Schwab International Equity ETF	2.90%	3.42%	3.26%	2.97%	2.80%	3.19%	2.08%	2.95%	3.06%	2.35%	2.58%	2.26%

Frequently Asked Questions

Can I hold both EFFI and SCHF in my portfolio?

With a correlation of 0.91, EFFI and SCHF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, EFFI or SCHF?

SCHF has higher volatility (6.42%) compared to EFFI (3.67%). In terms of maximum drawdown, EFFI dropped -13.64% vs SCHF's -34.87%.

Which ETF is better, EFFI or SCHF?

On 1-year performance, SCHF leads with 36.30% vs 20.38% for EFFI. On fees, SCHF is cheaper at 0.06% per year. On volatility, EFFI has been the lower-risk option at 3.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EFFI or SCHF?

Over the 1-year period, SCHF has performed better with a 36.30% return vs 20.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EFFI or SCHF?

SCHF is cheaper with a 0.06% expense ratio, compared with 0.55% for EFFI.

Which ETF pays a higher dividend yield, EFFI or SCHF?

EFFI has the higher dividend yield at 4.12%, compared with 2.90% for SCHF.

What is the main difference between EFFI and SCHF?

They also come from different issuers: Harbor and Charles Schwab. Their fees differ too: 0.55% for EFFI and 0.06% for SCHF.

Which has better risk-adjusted returns?

SCHF currently has the higher Sharpe Ratio (2.20 vs 1.38), 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.