EPIN vs. SCHF

Last updated Aug 2, 2026

EPIN (Harbor International Equity ETF) and SCHF (Schwab International Equity ETF) are both Foreign Large Cap Equities funds. EPIN is actively managed, while SCHF is passively managed. Over the past year, EPIN returned 38.00% vs 30.87% for SCHF. Their correlation of 0.92 means they have usually moved in the same direction. EPIN charges 0.80%/yr vs 0.06%/yr for SCHF.

Performance

EPIN vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor International Equity ETF (EPIN) 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, EPIN achieves a 23.34% return, which is significantly higher than SCHF's 14.79% return.

EPIN

• 1D: 0.40%
• 1M: -0.70%
• 6M: 14.34%
• YTD: 23.34%
• 1Y: 38.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 34.77%

SCHF

• 1D: -0.58%
• 1M: -0.15%
• 6M: 8.48%
• YTD: 14.79%
• 1Y: 30.87%
• 3Y*: 18.32%
• 5Y*: 10.08%
• 10Y*: 10.18%
• ALL TIME*: 7.84%

*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)
EPIN Harbor International Equity ETF	$41.81K	$24.58K	$20.32K
SCHF Schwab International Equity ETF	$215.25M	$219.24M	$213.98M

EPIN vs. SCHF - Yearly Performance Comparison

	2026 (YTD)	2025
EPIN Harbor International Equity ETF	23.34%	14.36%
SCHF Schwab International Equity ETF	14.79%	14.28%

Correlation

The correlation between EPIN and SCHF is 0.92, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.92
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025	0.92

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

EPIN vs. SCHF - Sectors Allocation Comparison

Sectors	EPIN	SCHF
Technology	29.6%	16.4%
Industrials	20.6%	14.3%
Financial Services	19.1%	25.6%
Healthcare	8.2%	7.1%
Basic Materials	7.1%	6.7%
Consumer Cyclical	7.0%	6.3%
Energy	3.8%	5.3%
Consumer Defensive	3.6%	5.1%
Communication Services	1.0%	2.4%
Real Estate	-	1.9%
Utilities	-	3.2%

Return for Risk

EPIN vs. SCHF — Risk / Return Rank

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

EPIN

EPIN Risk / Return Rank: 83
EPIN Sharpe Ratio Rank: 83
EPIN Sortino Ratio Rank: 81
EPIN Omega Ratio Rank: 82
EPIN Calmar Ratio Rank: 84
EPIN Martin Ratio Rank: 84

SCHF

SCHF Risk / Return Rank: 77
SCHF Sharpe Ratio Rank: 77
SCHF Sortino Ratio Rank: 76
SCHF Omega Ratio Rank: 77
SCHF Calmar Ratio Rank: 76
SCHF Martin Ratio Rank: 78

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.

EPIN vs. SCHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor International Equity ETF (EPIN) 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.

	EPIN	SCHF	Difference
Sharpe ratio: Return per unit of total volatility	1.95	1.75	+0.20
Sortino ratio: Return per unit of downside risk	2.66	2.42	+0.23
Omega ratio: Gain probability vs. loss probability	1.35	1.32	+0.03
Calmar ratio: Return relative to maximum drawdown	3.20	2.65	+0.55
Martin ratio: Return relative to average drawdown	11.52	9.84	+1.68

EPIN vs. SCHF - Sharpe Ratio Comparison

The current EPIN Sharpe Ratio is 1.95, which is comparable to the SCHF Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of EPIN 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

EPIN vs. SCHF - Drawdown Comparison

The maximum EPIN drawdown since its inception was -11.64%, smaller than the maximum SCHF drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for EPIN and SCHF.

Drawdown Indicators

	EPIN	SCHF	Difference
Max Drawdown Largest peak-to-trough decline	-11.64%	-34.87%	+23.23%
Max Drawdown (1Y) Largest decline over 1 year	-11.64%	-11.48%	-0.16%
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	-2.49%	-2.45%	-0.04%
Average Drawdown Average peak-to-trough decline	-1.93%	-7.33%	+5.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.23%	3.08%	+0.15%

Volatility

EPIN vs. SCHF - Volatility Comparison

Harbor International Equity ETF (EPIN) and Schwab International Equity ETF (SCHF) have volatilities of 5.55% and 5.38%, 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

	EPIN	SCHF	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.55%	5.38%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	16.99%	15.48%	+1.51%
Volatility (1Y) Calculated over the trailing 1-year period	19.13%	17.39%	+1.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.37%	16.70%	+1.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.37%	17.05%	+1.32%

EPIN vs. SCHF - Expense Ratio Comparison

EPIN has a 0.80% expense ratio, which is higher than SCHF's 0.06% expense ratio.

Dividends

EPIN vs. SCHF - Dividend Comparison

EPIN's dividend yield for the trailing twelve months is around 0.64%, less than SCHF's 3.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPIN Harbor International Equity ETF	0.64%	0.79%	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	3.07%	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 EPIN and SCHF in my portfolio?

With a correlation of 0.92, EPIN 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, EPIN or SCHF?

EPIN has higher volatility (5.55%) compared to SCHF (5.38%). In terms of maximum drawdown, EPIN dropped -11.64% vs SCHF's -34.87%.

Which ETF is better, EPIN or SCHF?

On 1-year performance, EPIN leads with 38.00% vs 30.87% for SCHF. On fees, SCHF is cheaper at 0.06% per year. On volatility, SCHF has been the lower-risk option at 5.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EPIN or SCHF?

Over the 1-year period, EPIN has performed better with a 38.00% return vs 30.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EPIN or SCHF?

SCHF is cheaper with a 0.06% expense ratio, compared with 0.80% for EPIN.

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

SCHF has the higher dividend yield at 3.07%, compared with 0.64% for EPIN.

What is the main difference between EPIN and SCHF?

They also come from different issuers: Harbor and Charles Schwab. Their fees differ too: 0.80% for EPIN and 0.06% for SCHF.

Which has better risk-adjusted returns?

EPIN currently has the higher Sharpe Ratio (1.95 vs 1.75), 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.