EISIX vs. SCHF

Last updated Jun 24, 2026

EISIX (Carillon ClariVest International Stock Fund) and SCHF (Schwab International Equity ETF) are both Foreign Large Cap Equities funds. Over the past 10 years, EISIX returned 13.30%/yr vs 10.82%/yr for SCHF. With a 0.95 correlation, they move nearly in lockstep. EISIX charges 0.96%/yr vs 0.06%/yr for SCHF.

Performance

EISIX vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carillon ClariVest International Stock Fund (EISIX) 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, EISIX achieves a 25.12% return, which is significantly higher than SCHF's 13.98% return. Over the past 10 years, EISIX has outperformed SCHF with an annualized return of 13.30%, while SCHF has yielded a comparatively lower 10.82% annualized return.

EISIX

• 1D: 0.66%
• 1M: 6.32%
• YTD: 25.12%
• 6M: 25.32%
• 1Y: 51.67%
• 3Y*: 29.38%
• 5Y*: 17.06%
• 10Y*: 13.30%

SCHF

• 1D: -3.15%
• 1M: 0.55%
• YTD: 13.98%
• 6M: 13.74%
• 1Y: 31.16%
• 3Y*: 19.61%
• 5Y*: 9.76%
• 10Y*: 10.82%

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

EISIX vs. SCHF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EISIX Carillon ClariVest International Stock Fund	25.12%	39.31%	14.86%	20.02%	-11.83%	17.84%	2.92%	18.66%	-17.86%	27.57%
SCHF Schwab International Equity ETF	13.98%	34.55%	3.28%	18.35%	-14.80%	11.40%	9.48%	22.26%	-14.29%	26.03%

Correlation

The correlation between EISIX and SCHF is 0.94, 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014	0.95

The correlation between EISIX and SCHF has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

Return for Risk

EISIX vs. SCHF — Risk / Return Rank

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

EISIX

EISIX Risk / Return Rank: 90
EISIX Sharpe Ratio Rank: 95
EISIX Sortino Ratio Rank: 88
EISIX Omega Ratio Rank: 88
EISIX Calmar Ratio Rank: 89
EISIX Martin Ratio Rank: 90

SCHF

SCHF Risk / Return Rank: 57
SCHF Sharpe Ratio Rank: 56
SCHF Sortino Ratio Rank: 54
SCHF Omega Ratio Rank: 56
SCHF Calmar Ratio Rank: 57
SCHF Martin Ratio Rank: 60

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.

EISIX vs. SCHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon ClariVest International Stock Fund (EISIX) 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.

	EISIX	SCHF	Difference
Sharpe ratio: Return per unit of total volatility	3.11	1.85	+1.26
Sortino ratio: Return per unit of downside risk	3.95	2.52	+1.43
Omega ratio: Gain probability vs. loss probability	1.58	1.34	+0.24
Calmar ratio: Return relative to maximum drawdown	4.22	2.73	+1.50
Martin ratio: Return relative to average drawdown	16.45	10.46	+5.98

EISIX vs. SCHF - Sharpe Ratio Comparison

The current EISIX Sharpe Ratio is 3.11, which is higher than the SCHF Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of EISIX 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

EISIX vs. SCHF - Drawdown Comparison

The maximum EISIX drawdown since its inception was -39.30%, which is greater than SCHF's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for EISIX and SCHF.

Drawdown Indicators

	EISIX	SCHF	Difference
Max Drawdown Largest peak-to-trough decline	-39.30%	-34.87%	-4.43%
Max Drawdown (1Y) Largest decline over 1 year	-12.54%	-11.48%	-1.06%
Max Drawdown (3Y) Largest decline over 3 years	-13.38%	-13.41%	+0.03%
Max Drawdown (5Y) Largest decline over 5 years	-27.05%	-29.14%	+2.09%
Max Drawdown (10Y) Largest decline over 10 years	-39.30%	-34.87%	-4.43%
Current Drawdown Current decline from peak	0.00%	-3.15%	+3.15%
Average Drawdown Average peak-to-trough decline	-7.44%	-7.36%	-0.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.21%	2.99%	+0.22%

Volatility

EISIX vs. SCHF - Volatility Comparison

Carillon ClariVest International Stock Fund (EISIX) and Schwab International Equity ETF (SCHF) have volatilities of 7.21% and 7.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EISIX	SCHF	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.21%	7.22%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	14.98%	14.80%	+0.18%
Volatility (1Y) Calculated over the trailing 1-year period	17.06%	16.92%	+0.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.36%	16.61%	-0.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.73%	17.05%	-0.32%

EISIX vs. SCHF - Expense Ratio Comparison

EISIX has a 0.96% expense ratio, which is higher than SCHF's 0.06% expense ratio.

Dividends

EISIX vs. SCHF - Dividend Comparison

EISIX's dividend yield for the trailing twelve months is around 2.39%, less than SCHF's 3.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EISIX Carillon ClariVest International Stock Fund	2.39%	3.00%	3.83%	2.95%	0.87%	1.81%	1.09%	2.39%	1.81%	1.36%	2.31%	0.77%
SCHF Schwab International Equity ETF	3.00%	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 EISIX and SCHF in my portfolio?

With a correlation of 0.94, EISIX 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, EISIX or SCHF?

SCHF has higher volatility (7.22%) compared to EISIX (7.21%). In terms of maximum drawdown, EISIX dropped -39.30% vs SCHF's -34.87%.

Which has better risk-adjusted returns?

EISIX currently has the higher Sharpe Ratio (3.11 vs 1.85), 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.