INTF vs. SCHY

Last updated Jun 24, 2026

INTF (iShares MSCI Intl Multifactor ETF) and SCHY (Schwab International Dividend Equity ETF) are both exchange-traded funds - INTF is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Diversified Multi-Factor, while SCHY is a Dividend fund tracking the Dow Jones International Dividend 100 Index. Both are passively managed. Over the past 5 years, INTF returned 9.83%/yr vs 8.00%/yr for SCHY. Their correlation of 0.88 suggests significant overlap in exposure. INTF charges 0.30%/yr vs 0.08%/yr for SCHY.

Performance

INTF vs. SCHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Multifactor ETF (INTF) and Schwab International Dividend Equity ETF (SCHY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, INTF achieves a 9.41% return, which is significantly higher than SCHY's 7.30% return.

INTF

• 1D: -1.70%
• 1M: -0.07%
• YTD: 9.41%
• 6M: 9.06%
• 1Y: 26.10%
• 3Y*: 19.63%
• 5Y*: 9.83%
• 10Y*: 9.89%

SCHY

• 1D: -0.22%
• 1M: -1.91%
• YTD: 7.30%
• 6M: 6.98%
• 1Y: 21.30%
• 3Y*: 14.83%
• 5Y*: 8.00%
• 10Y*: —

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

INTF vs. SCHY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
INTF iShares MSCI Intl Multifactor ETF	9.41%	35.50%	5.99%	18.25%	-12.31%	0.53%
SCHY Schwab International Dividend Equity ETF	7.30%	33.98%	-1.79%	14.27%	-9.43%	3.42%

Correlation

The correlation between INTF and SCHY is 0.85, 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	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (All Time) Calculated using the full available price history since Apr 29, 2021	0.88

The correlation between INTF and SCHY has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

INTF vs. SCHY - Sectors Allocation Comparison

Sectors	INTF	SCHY
Financial Services	26.5%	15.9%
Industrials	19.0%	13.0%
Technology	9.9%	3.6%
Consumer Cyclical	8.5%	7.8%
Healthcare	7.9%	7.4%
Basic Materials	6.8%	5.8%
Consumer Defensive	6.0%	14.4%
Energy	5.1%	9.6%
Utilities	3.9%	6.8%
Communication Services	3.2%	15.0%
Real Estate	2.5%	0.8%

Return for Risk

INTF vs. SCHY — Risk / Return Rank

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

INTF

INTF Risk / Return Rank: 55
INTF Sharpe Ratio Rank: 54
INTF Sortino Ratio Rank: 53
INTF Omega Ratio Rank: 52
INTF Calmar Ratio Rank: 55
INTF Martin Ratio Rank: 60

SCHY

SCHY Risk / Return Rank: 50
SCHY Sharpe Ratio Rank: 54
SCHY Sortino Ratio Rank: 52
SCHY Omega Ratio Rank: 51
SCHY Calmar Ratio Rank: 49
SCHY Martin Ratio Rank: 45

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.

INTF vs. SCHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Multifactor ETF (INTF) and Schwab International Dividend Equity ETF (SCHY). 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.

	INTF	SCHY	Difference
Sharpe ratio: Return per unit of total volatility	1.75	1.77	-0.02
Sortino ratio: Return per unit of downside risk	2.44	2.45	0.00
Omega ratio: Gain probability vs. loss probability	1.31	1.31	0.00
Calmar ratio: Return relative to maximum drawdown	2.57	2.35	+0.22
Martin ratio: Return relative to average drawdown	10.17	7.09	+3.08

INTF vs. SCHY - Sharpe Ratio Comparison

The current INTF Sharpe Ratio is 1.75, which is comparable to the SCHY Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of INTF and SCHY, 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

INTF vs. SCHY - Drawdown Comparison

The maximum INTF drawdown since its inception was -40.39%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for INTF and SCHY.

Drawdown Indicators

	INTF	SCHY	Difference
Max Drawdown Largest peak-to-trough decline	-40.39%	-24.04%	-16.35%
Max Drawdown (1Y) Largest decline over 1 year	-10.20%	-9.11%	-1.09%
Max Drawdown (3Y) Largest decline over 3 years	-13.64%	-12.16%	-1.48%
Max Drawdown (5Y) Largest decline over 5 years	-29.26%	-24.04%	-5.22%
Max Drawdown (10Y) Largest decline over 10 years	-40.39%	—	—
Current Drawdown Current decline from peak	-1.98%	-5.70%	+3.72%
Average Drawdown Average peak-to-trough decline	-7.66%	-4.96%	-2.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.57%	3.01%	-0.44%

Volatility

INTF vs. SCHY - Volatility Comparison

iShares MSCI Intl Multifactor ETF (INTF) has a higher volatility of 4.65% compared to Schwab International Dividend Equity ETF (SCHY) at 3.27%. This indicates that INTF's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INTF	SCHY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.65%	3.27%	+1.38%
Volatility (6M) Calculated over the trailing 6-month period	12.58%	10.08%	+2.50%
Volatility (1Y) Calculated over the trailing 1-year period	14.98%	12.08%	+2.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.22%	13.27%	+2.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.12%	13.23%	+3.89%

INTF vs. SCHY - Expense Ratio Comparison

INTF has a 0.30% expense ratio, which is higher than SCHY's 0.08% expense ratio.

Dividends

INTF vs. SCHY - Dividend Comparison

INTF's dividend yield for the trailing twelve months is around 3.06%, less than SCHY's 3.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
INTF iShares MSCI Intl Multifactor ETF	3.06%	2.87%	3.53%	3.59%	2.81%	5.38%	2.06%	3.65%	2.62%	3.26%	1.66%	0.85%
SCHY Schwab International Dividend Equity ETF	3.46%	3.55%	4.64%	3.97%	3.67%	1.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both INTF and SCHY in my portfolio?

INTF and SCHY have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, INTF or SCHY?

INTF has higher volatility (4.65%) compared to SCHY (3.27%). In terms of maximum drawdown, INTF dropped -40.39% vs SCHY's -24.04%.

Which ETF is better, INTF or SCHY?

On 5-year performance, INTF leads with 9.83% vs 8.00% for SCHY. On fees, SCHY is cheaper at 0.08% per year. On volatility, SCHY has been the lower-risk option at 3.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, INTF or SCHY?

Over the 5-year period, INTF has performed better with a 9.83% return vs 8.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, INTF or SCHY?

SCHY is cheaper with a 0.08% expense ratio, compared with 0.30% for INTF.

Which ETF pays a higher dividend yield, INTF or SCHY?

SCHY has the higher dividend yield at 3.46%, compared with 3.06% for INTF.

What is the main difference between INTF and SCHY?

INTF is categorized as Foreign Large Cap Equities, while SCHY is Dividend. INTF tracks MSCI World ex USA Diversified Multi-Factor, while SCHY tracks Dow Jones International Dividend 100 Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.30% for INTF and 0.08% for SCHY.

Which has better risk-adjusted returns?

SCHY currently has the higher Sharpe Ratio (1.77 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.