PortfoliosLab logo
FIVA vs. SCHF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIVA and SCHF is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

FIVA vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Value Factor ETF (FIVA) and Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%December2025FebruaryMarchAprilMay
41.77%
55.85%
FIVA
SCHF

Key characteristics

Sharpe Ratio

FIVA:

0.79

SCHF:

0.82

Sortino Ratio

FIVA:

1.20

SCHF:

1.25

Omega Ratio

FIVA:

1.16

SCHF:

1.17

Calmar Ratio

FIVA:

0.93

SCHF:

1.04

Martin Ratio

FIVA:

2.98

SCHF:

3.16

Ulcer Index

FIVA:

4.62%

SCHF:

4.43%

Daily Std Dev

FIVA:

17.39%

SCHF:

17.14%

Max Drawdown

FIVA:

-39.76%

SCHF:

-34.64%

Current Drawdown

FIVA:

0.00%

SCHF:

-0.10%

Returns By Period

In the year-to-date period, FIVA achieves a 16.32% return, which is significantly higher than SCHF's 12.92% return.


FIVA

YTD

16.32%

1M

14.58%

6M

9.83%

1Y

12.23%

5Y*

14.46%

10Y*

N/A

SCHF

YTD

12.92%

1M

14.47%

6M

7.84%

1Y

12.06%

5Y*

13.90%

10Y*

6.77%

*Annualized

Compare stocks, funds, or ETFs

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


FIVA vs. SCHF - Expense Ratio Comparison

FIVA has a 0.39% expense ratio, which is higher than SCHF's 0.06% expense ratio.


Risk-Adjusted Performance

FIVA vs. SCHF — Risk-Adjusted Performance Rank

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

FIVA
The Risk-Adjusted Performance Rank of FIVA is 7171
Overall Rank
The Sharpe Ratio Rank of FIVA is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of FIVA is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FIVA is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FIVA is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FIVA is 6969
Martin Ratio Rank

SCHF
The Risk-Adjusted Performance Rank of SCHF is 7272
Overall Rank
The Sharpe Ratio Rank of SCHF is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHF is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SCHF is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SCHF is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SCHF is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIVA vs. SCHF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Value Factor ETF (FIVA) 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.


The current FIVA Sharpe Ratio is 0.79, which is comparable to the SCHF Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of FIVA and SCHF, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.79
0.82
FIVA
SCHF

Dividends

FIVA vs. SCHF - Dividend Comparison

FIVA's dividend yield for the trailing twelve months is around 3.13%, more than SCHF's 2.89% yield.


TTM20242023202220212020201920182017201620152014
FIVA
Fidelity International Value Factor ETF
3.13%3.52%3.63%3.62%3.76%2.46%3.61%3.28%0.00%0.00%0.00%0.00%
SCHF
Schwab International Equity ETF
2.89%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%2.90%

Drawdowns

FIVA vs. SCHF - Drawdown Comparison

The maximum FIVA drawdown since its inception was -39.76%, which is greater than SCHF's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for FIVA and SCHF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay0
-0.10%
FIVA
SCHF

Volatility

FIVA vs. SCHF - Volatility Comparison

The current volatility for Fidelity International Value Factor ETF (FIVA) is 8.05%, while Schwab International Equity ETF (SCHF) has a volatility of 8.64%. This indicates that FIVA 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
8.05%
8.64%
FIVA
SCHF