Correlation
The correlation between PXH and SCHC is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
PXH vs. SCHC
Compare and contrast key facts about Invesco FTSE RAFI Emerging Markets ETF (PXH) and Schwab International Small-Cap Equity ETF (SCHC).
PXH and SCHC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PXH is a passively managed fund by Invesco that tracks the performance of the FTSE RAFI Emerging Markets Index. It was launched on Sep 27, 2007. SCHC is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Custom Developed Small Cap ex-US Liquid Net of Tax (Lux). It was launched on Jan 14, 2010. Both PXH and SCHC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PXH or SCHC.
Performance
PXH vs. SCHC - Performance Comparison
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Key characteristics
PXH:
0.59
SCHC:
0.87
PXH:
0.86
SCHC:
1.23
PXH:
1.11
SCHC:
1.17
PXH:
0.60
SCHC:
0.78
PXH:
1.61
SCHC:
2.96
PXH:
6.59%
SCHC:
4.75%
PXH:
21.49%
SCHC:
17.31%
PXH:
-63.63%
SCHC:
-43.94%
PXH:
-2.89%
SCHC:
-0.17%
Returns By Period
In the year-to-date period, PXH achieves a 8.93% return, which is significantly lower than SCHC's 17.13% return. Both investments have delivered pretty close results over the past 10 years, with PXH having a 4.99% annualized return and SCHC not far behind at 4.94%.
PXH
8.93%
3.98%
8.42%
13.72%
9.19%
10.57%
4.99%
SCHC
17.13%
6.94%
12.99%
13.82%
7.28%
9.64%
4.94%
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PXH vs. SCHC - Expense Ratio Comparison
PXH has a 0.50% expense ratio, which is higher than SCHC's 0.11% expense ratio.
Risk-Adjusted Performance
PXH vs. SCHC — Risk-Adjusted Performance Rank
PXH
SCHC
PXH vs. SCHC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Emerging Markets ETF (PXH) and Schwab International Small-Cap Equity ETF (SCHC). 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.
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Dividends
PXH vs. SCHC - Dividend Comparison
PXH's dividend yield for the trailing twelve months is around 4.34%, more than SCHC's 3.18% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PXH Invesco FTSE RAFI Emerging Markets ETF | 4.34% | 4.43% | 4.84% | 5.33% | 4.69% | 2.79% | 3.28% | 3.30% | 2.74% | 1.98% | 3.44% | 3.19% |
SCHC Schwab International Small-Cap Equity ETF | 3.18% | 3.73% | 2.94% | 1.78% | 3.02% | 1.62% | 3.23% | 2.51% | 2.72% | 2.01% | 2.34% | 2.59% |
Drawdowns
PXH vs. SCHC - Drawdown Comparison
The maximum PXH drawdown since its inception was -63.63%, which is greater than SCHC's maximum drawdown of -43.94%. Use the drawdown chart below to compare losses from any high point for PXH and SCHC.
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Volatility
PXH vs. SCHC - Volatility Comparison
Invesco FTSE RAFI Emerging Markets ETF (PXH) has a higher volatility of 4.44% compared to Schwab International Small-Cap Equity ETF (SCHC) at 2.91%. This indicates that PXH's price experiences larger fluctuations and is considered to be riskier than SCHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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