SCHC vs. CGDV

Last updated Jun 13, 2026

SCHC (Schwab International Small-Cap Equity ETF) and CGDV (Capital Group Dividend Value ETF) are both exchange-traded funds - SCHC is a Foreign Small & Mid Cap Equities fund tracking the FTSE Custom Developed Small Cap ex-US Liquid Net of Tax (Lux), while CGDV is a Large Cap Value Equities fund actively managed by Capital Group. SCHC is passively managed, while CGDV is actively managed. Over the past 3 years, SCHC returned 17.06%/yr vs 24.15%/yr for CGDV. A 0.77 correlation means they provide meaningful diversification when combined. SCHC charges 0.11%/yr vs 0.33%/yr for CGDV.

Performance

SCHC vs. CGDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Small-Cap Equity ETF (SCHC) and Capital Group Dividend Value ETF (CGDV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCHC achieves a 9.25% return, which is significantly lower than CGDV's 11.55% return.

SCHC

• 1D: 0.71%
• 1M: -2.36%
• YTD: 9.25%
• 6M: 11.25%
• 1Y: 25.49%
• 3Y*: 17.06%
• 5Y*: 6.10%
• 10Y*: 8.48%

CGDV

• 1D: 0.66%
• 1M: 0.35%
• YTD: 11.55%
• 6M: 12.50%
• 1Y: 28.33%
• 3Y*: 24.15%
• 5Y*: —
• 10Y*: —

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

SCHC vs. CGDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SCHC Schwab International Small-Cap Equity ETF	9.25%	37.59%	1.97%	14.36%	-13.85%
CGDV Capital Group Dividend Value ETF	11.55%	25.50%	20.10%	28.81%	-0.44%

Correlation

The correlation between SCHC and CGDV is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022	0.77

The correlation between SCHC and CGDV has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.

SCHC vs. CGDV - Sectors Allocation Comparison

Sectors	SCHC	CGDV
Industrials	22.4%	13.2%
Basic Materials	13.7%	2.9%
Financial Services	12.6%	6.8%
Consumer Cyclical	10.0%	10.6%
Technology	9.2%	34.1%
Real Estate	8.6%	1.1%
Energy	6.5%	3.8%
Healthcare	6.5%	11.5%
Consumer Defensive	4.1%	5.5%
Communication Services	3.2%	8.4%
Utilities	3.2%	2.1%

Return for Risk

SCHC vs. CGDV — Risk / Return Rank

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

SCHC

SCHC Risk / Return Rank: 47
SCHC Sharpe Ratio Rank: 49
SCHC Sortino Ratio Rank: 48
SCHC Omega Ratio Rank: 48
SCHC Calmar Ratio Rank: 44
SCHC Martin Ratio Rank: 48

CGDV

CGDV Risk / Return Rank: 78
CGDV Sharpe Ratio Rank: 82
CGDV Sortino Ratio Rank: 81
CGDV Omega Ratio Rank: 82
CGDV Calmar Ratio Rank: 65
CGDV Martin Ratio Rank: 79

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.

SCHC vs. CGDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Small-Cap Equity ETF (SCHC) and Capital Group Dividend Value ETF (CGDV). 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.

	SCHC	CGDV	Difference
Sharpe ratio: Return per unit of total volatility	1.49	2.27	-0.78
Sortino ratio: Return per unit of downside risk	2.09	3.11	-1.02
Omega ratio: Gain probability vs. loss probability	1.27	1.42	-0.15
Calmar ratio: Return relative to maximum drawdown	1.93	2.83	-0.89
Martin ratio: Return relative to average drawdown	7.12	13.19	-6.07

SCHC vs. CGDV - Sharpe Ratio Comparison

The current SCHC Sharpe Ratio is 1.49, which is lower than the CGDV Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of SCHC and CGDV, 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

SCHC vs. CGDV - Drawdown Comparison

The maximum SCHC drawdown since its inception was -43.94%, which is greater than CGDV's maximum drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for SCHC and CGDV.

Drawdown Indicators

	SCHC	CGDV	Difference
Max Drawdown Largest peak-to-trough decline	-43.94%	-21.82%	-22.12%
Max Drawdown (1Y) Largest decline over 1 year	-12.48%	-9.75%	-2.73%
Max Drawdown (3Y) Largest decline over 3 years	-15.52%	-14.28%	-1.24%
Max Drawdown (5Y) Largest decline over 5 years	-36.48%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-43.94%	—	—
Current Drawdown Current decline from peak	-3.49%	-0.98%	-2.51%
Average Drawdown Average peak-to-trough decline	-10.04%	-3.60%	-6.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.38%	2.09%	+1.29%

Volatility

SCHC vs. CGDV - Volatility Comparison

Schwab International Small-Cap Equity ETF (SCHC) has a higher volatility of 6.31% compared to Capital Group Dividend Value ETF (CGDV) at 4.52%. This indicates that SCHC's price experiences larger fluctuations and is considered to be riskier than CGDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHC	CGDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.31%	4.52%	+1.79%
Volatility (6M) Calculated over the trailing 6-month period	13.88%	9.80%	+4.08%
Volatility (1Y) Calculated over the trailing 1-year period	16.21%	12.13%	+4.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.62%	15.57%	+2.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.02%	15.57%	+2.45%

SCHC vs. CGDV - Expense Ratio Comparison

SCHC has a 0.11% expense ratio, which is lower than CGDV's 0.33% expense ratio.

Dividends

SCHC vs. CGDV - Dividend Comparison

SCHC's dividend yield for the trailing twelve months is around 3.35%, more than CGDV's 1.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CGDV Capital Group Dividend Value ETF	1.17%	1.29%	1.60%	1.65%	1.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHC Schwab International Small-Cap Equity ETF	3.35%	3.66%	3.72%	2.94%	1.78%	3.02%	1.62%	3.23%	2.51%	2.73%	2.01%	2.34%

Frequently Asked Questions

Can I hold both SCHC and CGDV in my portfolio?

SCHC and CGDV have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCHC or CGDV?

SCHC has higher volatility (6.31%) compared to CGDV (4.52%). In terms of maximum drawdown, SCHC dropped -43.94% vs CGDV's -21.82%.

Which ETF is better, SCHC or CGDV?

On 3-year performance, CGDV leads with 24.15% vs 17.06% for SCHC. On fees, SCHC is cheaper at 0.11% per year. On volatility, CGDV has been the lower-risk option at 4.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SCHC or CGDV?

Over the 3-year period, CGDV has performed better with a 24.15% return vs 17.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCHC or CGDV?

SCHC is cheaper with a 0.11% expense ratio, compared with 0.33% for CGDV.

Which ETF pays a higher dividend yield, SCHC or CGDV?

SCHC has the higher dividend yield at 3.35%, compared with 1.17% for CGDV.

What is the main difference between SCHC and CGDV?

SCHC is categorized as Foreign Small & Mid Cap Equities, while CGDV is Large Cap Value Equities. They also come from different issuers: Charles Schwab and Capital Group. Their fees differ too: 0.11% for SCHC and 0.33% for CGDV.

Which has better risk-adjusted returns?

CGDV currently has the higher Sharpe Ratio (2.27 vs 1.49), 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.