SCHC vs. CGV

Last updated Jun 25, 2026

SCHC (Schwab International Small-Cap Equity ETF) and CGV (Conductor Global Equity Value ETF) are both Foreign Small & Mid Cap Equities funds. SCHC is passively managed, while CGV is actively managed. Over the past 3 years, SCHC returned 16.94%/yr vs 11.02%/yr for CGV. Their correlation of 0.83 suggests significant overlap in exposure. SCHC charges 0.08%/yr vs 1.25%/yr for CGV.

Performance

SCHC vs. CGV - Performance Comparison

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

Returns By Period

In the year-to-date period, SCHC achieves a 4.94% return, which is significantly lower than CGV's 6.60% return.

SCHC

• 1D: -0.58%
• 1M: -4.92%
• YTD: 4.94%
• 6M: 4.51%
• 1Y: 18.99%
• 3Y*: 16.94%
• 5Y*: 5.65%
• 10Y*: 8.35%

CGV

• 1D: -0.86%
• 1M: -3.90%
• YTD: 6.60%
• 6M: 5.17%
• 1Y: 19.14%
• 3Y*: 11.02%
• 5Y*: —
• 10Y*: —

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

SCHC vs. CGV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SCHC Schwab International Small-Cap Equity ETF	4.94%	37.59%	1.97%	14.36%	-4.35%
CGV Conductor Global Equity Value ETF	6.60%	23.11%	-3.34%	5.72%	3.64%

Correlation

The correlation between SCHC and CGV is 0.84, 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	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (All Time) Calculated using the full available price history since Aug 1, 2022	0.83

The correlation between SCHC and CGV has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.

SCHC vs. CGV - Sectors Allocation Comparison

Sectors	SCHC	CGV
Industrials	16.1%	14.3%
Financial Services	13.1%	5.2%
Basic Materials	11.7%	21.2%
Consumer Cyclical	7.4%	10.3%
Technology	6.7%	11.7%
Real Estate	5.0%	1.2%
Energy	4.4%	11.7%
Healthcare	3.7%	4.2%
Consumer Defensive	3.1%	12.6%
Utilities	2.2%	4.0%
Communication Services	2.2%	3.6%

Return for Risk

SCHC vs. CGV — Risk / Return Rank

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

SCHC

SCHC Risk / Return Rank: 35
SCHC Sharpe Ratio Rank: 35
SCHC Sortino Ratio Rank: 34
SCHC Omega Ratio Rank: 35
SCHC Calmar Ratio Rank: 33
SCHC Martin Ratio Rank: 38

CGV

CGV Risk / Return Rank: 39
CGV Sharpe Ratio Rank: 41
CGV Sortino Ratio Rank: 39
CGV Omega Ratio Rank: 40
CGV Calmar Ratio Rank: 35
CGV Martin Ratio Rank: 38

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. CGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Small-Cap Equity ETF (SCHC) and Conductor Global Equity Value ETF (CGV). 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	CGV	Difference
Sharpe ratio: Return per unit of total volatility	1.17	1.30	-0.13
Sortino ratio: Return per unit of downside risk	1.68	1.80	-0.12
Omega ratio: Gain probability vs. loss probability	1.22	1.24	-0.02
Calmar ratio: Return relative to maximum drawdown	1.53	1.58	-0.06
Martin ratio: Return relative to average drawdown	5.48	5.31	+0.17

SCHC vs. CGV - Sharpe Ratio Comparison

The current SCHC Sharpe Ratio is 1.17, which is comparable to the CGV Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of SCHC and CGV, 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. CGV - Drawdown Comparison

The maximum SCHC drawdown since its inception was -43.94%, which is greater than CGV's maximum drawdown of -16.64%. Use the drawdown chart below to compare losses from any high point for SCHC and CGV.

Drawdown Indicators

	SCHC	CGV	Difference
Max Drawdown Largest peak-to-trough decline	-43.94%	-16.64%	-27.30%
Max Drawdown (1Y) Largest decline over 1 year	-12.48%	-12.13%	-0.35%
Max Drawdown (3Y) Largest decline over 3 years	-15.52%	-16.64%	+1.12%
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	-7.30%	-8.39%	+1.09%
Average Drawdown Average peak-to-trough decline	-10.03%	-3.68%	-6.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.47%	3.61%	-0.14%

Volatility

SCHC vs. CGV - Volatility Comparison

Schwab International Small-Cap Equity ETF (SCHC) and Conductor Global Equity Value ETF (CGV) have volatilities of 6.27% and 5.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHC	CGV	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.27%	5.98%	+0.29%
Volatility (6M) Calculated over the trailing 6-month period	14.15%	12.75%	+1.40%
Volatility (1Y) Calculated over the trailing 1-year period	16.36%	14.85%	+1.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.65%	13.68%	+3.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.85%	13.68%	+4.17%

SCHC vs. CGV - Expense Ratio Comparison

SCHC has a 0.08% expense ratio, which is lower than CGV's 1.25% expense ratio.

Dividends

SCHC vs. CGV - Dividend Comparison

SCHC's dividend yield for the trailing twelve months is around 3.49%, less than CGV's 5.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CGV Conductor Global Equity Value ETF	5.15%	4.58%	2.87%	4.56%	0.71%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHC Schwab International Small-Cap Equity ETF	3.49%	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 CGV in my portfolio?

SCHC and CGV have a correlation of 0.84, 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 CGV?

SCHC has higher volatility (6.27%) compared to CGV (5.98%). In terms of maximum drawdown, SCHC dropped -43.94% vs CGV's -16.64%.

Which ETF is better, SCHC or CGV?

On 3-year performance, SCHC leads with 16.94% vs 11.02% for CGV. On fees, SCHC is cheaper at 0.08% per year. On volatility, CGV has been the lower-risk option at 5.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SCHC or CGV?

Over the 3-year period, SCHC has performed better with a 16.94% return vs 11.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCHC or CGV?

SCHC is cheaper with a 0.08% expense ratio, compared with 1.25% for CGV.

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

CGV has the higher dividend yield at 5.15%, compared with 3.49% for SCHC.

What is the main difference between SCHC and CGV?

They also come from different issuers: Charles Schwab and Conductor Fund. Their fees differ too: 0.08% for SCHC and 1.25% for CGV.

Which has better risk-adjusted returns?

CGV currently has the higher Sharpe Ratio (1.30 vs 1.17), 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.