LOMA vs. SCHF

Last updated Apr 2, 2026

Compare and contrast key facts about Loma Negra Compañía Industrial Argentina Sociedad Anónima (LOMA) and Schwab International Equity ETF (SCHF).

SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009.

Performance

LOMA vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loma Negra Compañía Industrial Argentina Sociedad Anónima (LOMA) and Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

LOMA vs. SCHF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LOMA Loma Negra Compañía Industrial Argentina Sociedad Anónima	-14.36%	8.46%	68.41%	21.03%	26.57%	8.46%	-16.62%	-29.74%	-51.69%	7.92%
SCHF Schwab International Equity ETF	4.58%	34.55%	3.28%	18.35%	-14.80%	11.40%	9.48%	22.26%	-14.29%	2.12%

Returns By Period

In the year-to-date period, LOMA achieves a -14.36% return, which is significantly lower than SCHF's 4.58% return.

LOMA

• 1D: 0.00%
• 1M: 8.62%
• YTD: -14.36%
• 6M: 55.54%
• 1Y: -0.54%
• 3Y*: 22.05%
• 5Y*: 20.31%
• 10Y*: —

SCHF

• 1D: 1.58%
• 1M: -5.42%
• YTD: 4.58%
• 6M: 10.18%
• 1Y: 31.07%
• 3Y*: 16.76%
• 5Y*: 9.03%
• 10Y*: 9.59%

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

Return for Risk

LOMA vs. SCHF — Risk / Return Rank

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

LOMA

LOMA Risk / Return Rank: 40
LOMA Sharpe Ratio Rank: 39
LOMA Sortino Ratio Rank: 42
LOMA Omega Ratio Rank: 38
LOMA Calmar Ratio Rank: 41
LOMA Martin Ratio Rank: 40

SCHF

SCHF Risk / Return Rank: 86
SCHF Sharpe Ratio Rank: 85
SCHF Sortino Ratio Rank: 86
SCHF Omega Ratio Rank: 86
SCHF Calmar Ratio Rank: 87
SCHF Martin Ratio Rank: 86

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.

LOMA vs. SCHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loma Negra Compañía Industrial Argentina Sociedad Anónima (LOMA) 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.

	LOMA	SCHF	Difference
Sharpe ratio Return per unit of total volatility	-0.01	1.76	-1.77
Sortino ratio Return per unit of downside risk	0.50	2.40	-1.90
Omega ratio Gain probability vs. loss probability	1.05	1.35	-0.30
Calmar ratio Return relative to maximum drawdown	0.02	2.75	-2.73
Martin ratio Return relative to average drawdown	0.04	10.59	-10.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LOMA vs. SCHF - Sharpe Ratio Comparison

The current LOMA Sharpe Ratio is -0.01, which is lower than the SCHF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of LOMA 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.

Sharpe Ratios by Period

	LOMA	SCHF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.01	1.76	-1.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.56	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.05	0.40	-0.45

Correlation

The correlation between LOMA and SCHF is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

LOMA vs. SCHF - Dividend Comparison

LOMA has not paid dividends to shareholders, while SCHF's dividend yield for the trailing twelve months is around 3.27%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LOMA Loma Negra Compañía Industrial Argentina Sociedad Anónima	0.00%	0.00%	0.00%	14.64%	15.68%	0.00%	4.23%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHF Schwab International Equity ETF	3.27%	3.42%	3.26%	2.97%	2.80%	3.19%	2.08%	2.95%	3.06%	2.35%	2.58%	2.26%

Drawdowns

LOMA vs. SCHF - Drawdown Comparison

The maximum LOMA drawdown since its inception was -87.17%, which is greater than SCHF's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for LOMA and SCHF.

Drawdown Indicators

	LOMA	SCHF	Difference
Max Drawdown Largest peak-to-trough decline	-87.17%	-34.87%	-52.30%
Max Drawdown (1Y) Largest decline over 1 year	-48.26%	-11.48%	-36.78%
Max Drawdown (5Y) Largest decline over 5 years	-48.26%	-29.14%	-19.12%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.87%	—
Current Drawdown Current decline from peak	-32.28%	-7.16%	-25.12%
Average Drawdown Average peak-to-trough decline	-57.61%	-7.44%	-50.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.09%	2.98%	+20.11%

Volatility

LOMA vs. SCHF - Volatility Comparison

Loma Negra Compañía Industrial Argentina Sociedad Anónima (LOMA) has a higher volatility of 14.14% compared to Schwab International Equity ETF (SCHF) at 7.94%. This indicates that LOMA's price experiences larger fluctuations and is considered to be riskier than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOMA	SCHF	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.14%	7.94%	+6.20%
Volatility (6M) Calculated over the trailing 6-month period	42.53%	11.79%	+30.74%
Volatility (1Y) Calculated over the trailing 1-year period	61.05%	17.75%	+43.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.63%	16.14%	+29.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.37%	17.09%	+38.28%