PortfoliosLab logo
SCHC vs. VIOV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHC and VIOV is 0.25, 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.


-0.50.00.51.0
Correlation: 0.2

Maximize Your Portfolio’s Potential

Does your portfolio have the optimal asset allocation aligned with your goals? Find it out with our portfolio optimizer

Try portfolio optimization now

Performance

SCHC vs. VIOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Small-Cap Equity ETF (SCHC) and Vanguard S&P Small-Cap 600 Value ETF (VIOV). The values are adjusted to include any dividend payments, if applicable.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.42%
-13.39%
GSL
DHT

Key characteristics

Sharpe Ratio

SCHC:

-0.32

VIOV:

-0.52

Sortino Ratio

SCHC:

-0.32

VIOV:

-0.59

Omega Ratio

SCHC:

0.96

VIOV:

0.93

Calmar Ratio

SCHC:

-0.28

VIOV:

-0.43

Martin Ratio

SCHC:

-1.09

VIOV:

-1.62

Ulcer Index

SCHC:

4.66%

VIOV:

6.93%

Daily Std Dev

SCHC:

15.96%

VIOV:

21.70%

Max Drawdown

SCHC:

-43.94%

VIOV:

-47.36%

Current Drawdown

SCHC:

-17.98%

VIOV:

-26.18%

Returns By Period

In the year-to-date period, SCHC achieves a -5.59% return, which is significantly higher than VIOV's -20.23% return. Over the past 10 years, SCHC has underperformed VIOV with an annualized return of 3.04%, while VIOV has yielded a comparatively higher 5.53% annualized return.


SCHC

YTD

-5.59%

1M

-11.67%

6M

-11.48%

1Y

-5.55%

5Y*

8.10%

10Y*

3.04%

VIOV

YTD

-20.23%

1M

-14.71%

6M

-17.16%

1Y

-11.20%

5Y*

12.87%

10Y*

5.53%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SCHC vs. VIOV - Expense Ratio Comparison

SCHC has a 0.11% expense ratio, which is lower than VIOV's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VIOV: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIOV: 0.15%
Expense ratio chart for SCHC: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHC: 0.11%

Risk-Adjusted Performance

SCHC vs. VIOV — Risk-Adjusted Performance Rank

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

SCHC
The Risk-Adjusted Performance Rank of SCHC is 2323
Overall Rank
The Sharpe Ratio Rank of SCHC is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHC is 2323
Sortino Ratio Rank
The Omega Ratio Rank of SCHC is 2323
Omega Ratio Rank
The Calmar Ratio Rank of SCHC is 2323
Calmar Ratio Rank
The Martin Ratio Rank of SCHC is 2323
Martin Ratio Rank

VIOV
The Risk-Adjusted Performance Rank of VIOV is 1313
Overall Rank
The Sharpe Ratio Rank of VIOV is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of VIOV is 1313
Sortino Ratio Rank
The Omega Ratio Rank of VIOV is 1414
Omega Ratio Rank
The Calmar Ratio Rank of VIOV is 1414
Calmar Ratio Rank
The Martin Ratio Rank of VIOV is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCHC vs. VIOV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Small-Cap Equity ETF (SCHC) and Vanguard S&P Small-Cap 600 Value ETF (VIOV). 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.


The chart of Sharpe ratio for GSL, currently valued at -0.14, compared to the broader market-1.000.001.002.003.004.00
GSL: -0.14
DHT: -0.16
The chart of Sortino ratio for GSL, currently valued at 0.03, compared to the broader market-2.000.002.004.006.008.0010.00
GSL: 0.03
DHT: 0.01
The chart of Omega ratio for GSL, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
GSL: 1.00
DHT: 1.00
The chart of Calmar ratio for GSL, currently valued at -0.08, compared to the broader market0.002.004.006.008.0010.0012.0014.00
GSL: -0.08
DHT: -0.06
The chart of Martin ratio for GSL, currently valued at -0.25, compared to the broader market0.0020.0040.0060.0080.00
GSL: -0.25
DHT: -0.51

The current SCHC Sharpe Ratio is -0.32, which is higher than the VIOV Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of SCHC and VIOV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.14
-0.16
GSL
DHT

Dividends

SCHC vs. VIOV - Dividend Comparison

SCHC's dividend yield for the trailing twelve months is around 3.95%, more than VIOV's 2.35% yield.


TTM20242023202220212020201920182017201620152014

Drawdowns

SCHC vs. VIOV - Drawdown Comparison

The maximum SCHC drawdown since its inception was -43.94%, smaller than the maximum VIOV drawdown of -47.36%. Use the drawdown chart below to compare losses from any high point for SCHC and VIOV. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2025FebruaryMarchApril
-52.14%
-89.29%
GSL
DHT

Volatility

SCHC vs. VIOV - Volatility Comparison

The current volatility for Schwab International Small-Cap Equity ETF (SCHC) is NaN%, while Vanguard S&P Small-Cap 600 Value ETF (VIOV) has a volatility of NaN%. This indicates that SCHC experiences smaller price fluctuations and is considered to be less risky than VIOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.24%
15.13%
GSL
DHT

User Portfolios with SCHC or VIOV


SNPS
CVS
O
TTE
C
ALFLE.PA
SPG
VICI
NESN.SW
ARCC
KO
BTC-USD
EWJ
VOO
BTM10
1%
YTD
ROG.SW
ROP
ROST
RY
SAP
SBUX
SE
SHOP
SIE.DE
SMCI
SNOW
SNPS
SONY
SPGI
SPOT
1 / 27

Recent discussions