SCHC vs. VYMI

Last updated Jun 9, 2026

SCHC (Schwab International Small-Cap Equity ETF) and VYMI (Vanguard International High Dividend Yield 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 VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Both are passively managed. Over the past 10 years, SCHC returned 7.91%/yr vs 10.62%/yr for VYMI. Their correlation of 0.90 suggests significant overlap in exposure. SCHC charges 0.11%/yr vs 0.07%/yr for VYMI.

Performance

SCHC vs. VYMI - Performance Comparison

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

Returns By Period

In the year-to-date period, SCHC achieves a 6.81% return, which is significantly lower than VYMI's 10.04% return. Over the past 10 years, SCHC has underperformed VYMI with an annualized return of 7.91%, while VYMI has yielded a comparatively higher 10.62% annualized return.

SCHC

• 1D: 0.04%
• 1M: -5.20%
• YTD: 6.81%
• 6M: 9.38%
• 1Y: 23.23%
• 3Y*: 16.78%
• 5Y*: 5.72%
• 10Y*: 7.91%

VYMI

• 1D: 0.24%
• 1M: -1.37%
• YTD: 10.04%
• 6M: 13.58%
• 1Y: 27.88%
• 3Y*: 20.99%
• 5Y*: 11.79%
• 10Y*: 10.62%

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

SCHC vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCHC Schwab International Small-Cap Equity ETF	6.81%	37.59%	1.97%	14.36%	-21.74%	12.02%	10.48%	23.10%	-18.60%	29.42%
VYMI Vanguard International High Dividend Yield ETF	10.04%	38.05%	7.06%	17.07%	-7.02%	15.39%	-1.11%	18.43%	-12.65%	22.36%

Correlation

The correlation between SCHC and VYMI is 0.87, 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	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Mar 3, 2016	0.90

The correlation between SCHC and VYMI has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

SCHC vs. VYMI - Sectors Allocation Comparison

Sectors	SCHC	VYMI
Industrials	22.4%	6.6%
Basic Materials	13.7%	6.8%
Financial Services	12.6%	41.9%
Consumer Cyclical	10.0%	6.5%
Technology	9.2%	4.3%
Real Estate	8.6%	1.3%
Energy	6.5%	9.5%
Healthcare	6.5%	6.6%
Consumer Defensive	4.1%	7.0%
Communication Services	3.2%	4.0%
Utilities	3.2%	5.6%

Return for Risk

SCHC vs. VYMI — Risk / Return Rank

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

SCHC

SCHC Risk / Return Rank: 45
SCHC Sharpe Ratio Rank: 47
SCHC Sortino Ratio Rank: 45
SCHC Omega Ratio Rank: 47
SCHC Calmar Ratio Rank: 42
SCHC Martin Ratio Rank: 47

VYMI

VYMI Risk / Return Rank: 69
VYMI Sharpe Ratio Rank: 73
VYMI Sortino Ratio Rank: 72
VYMI Omega Ratio Rank: 72
VYMI Calmar Ratio Rank: 61
VYMI Martin Ratio Rank: 65

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. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Small-Cap Equity ETF (SCHC) and Vanguard International High Dividend Yield ETF (VYMI). 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.

	SCHC	VYMI	Difference
Sharpe ratio: Return per unit of total volatility	1.47	2.14	-0.66
Sortino ratio: Return per unit of downside risk	2.05	2.91	-0.86
Omega ratio: Gain probability vs. loss probability	1.27	1.39	-0.12
Calmar ratio: Return relative to maximum drawdown	1.87	2.76	-0.89
Martin ratio: Return relative to average drawdown	7.03	10.83	-3.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCHC vs. VYMI - Sharpe Ratio Comparison

The current SCHC Sharpe Ratio is 1.47, which is lower than the VYMI Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of SCHC and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SCHC	VYMI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.47	2.14	-0.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.80	-0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.63	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.64	-0.25

Drawdowns

SCHC vs. VYMI - Drawdown Comparison

The maximum SCHC drawdown since its inception was -43.94%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for SCHC and VYMI.

Drawdown Indicators

	SCHC	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-43.94%	-40.00%	-3.94%
Max Drawdown (1Y) Largest decline over 1 year	-12.48%	-10.14%	-2.34%
Max Drawdown (3Y) Largest decline over 3 years	-15.52%	-12.84%	-2.68%
Max Drawdown (5Y) Largest decline over 5 years	-36.48%	-24.05%	-12.43%
Max Drawdown (10Y) Largest decline over 10 years	-43.94%	-40.00%	-3.94%
Current Drawdown Current decline from peak	-5.65%	-2.52%	-3.13%
Average Drawdown Average peak-to-trough decline	-10.05%	-6.31%	-3.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.31%	2.58%	+0.73%

Volatility

SCHC vs. VYMI - Volatility Comparison

Schwab International Small-Cap Equity ETF (SCHC) has a higher volatility of 5.47% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.69%. This indicates that SCHC's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHC	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.47%	3.69%	+1.78%
Volatility (6M) Calculated over the trailing 6-month period	13.49%	10.94%	+2.55%
Volatility (1Y) Calculated over the trailing 1-year period	15.86%	13.13%	+2.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.56%	14.87%	+2.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.02%	16.88%	+1.14%

SCHC vs. VYMI - Expense Ratio Comparison

SCHC has a 0.11% expense ratio, which is higher than VYMI's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

SCHC vs. VYMI - Dividend Comparison

SCHC's dividend yield for the trailing twelve months is around 3.43%, less than VYMI's 3.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHC Schwab International Small-Cap Equity ETF	3.43%	3.66%	3.72%	2.94%	1.78%	3.02%	1.62%	3.23%	2.51%	2.73%	2.01%	2.34%
VYMI Vanguard International High Dividend Yield ETF	3.48%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%	0.00%

Frequently Asked Questions

Can I hold both SCHC and VYMI in my portfolio?

SCHC and VYMI have a correlation of 0.87, 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 VYMI?

SCHC has higher volatility (5.47%) compared to VYMI (3.69%). In terms of maximum drawdown, SCHC dropped -43.94% vs VYMI's -40.00%.

Which ETF is better, SCHC or VYMI?

On 10-year performance, VYMI leads with 10.62% vs 7.91% for SCHC. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 3.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SCHC or VYMI?

Over the 10-year period, VYMI has performed better with a 10.62% return vs 7.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCHC or VYMI?

VYMI is cheaper with a 0.07% expense ratio, compared with 0.11% for SCHC.

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

VYMI has the higher dividend yield at 3.48%, compared with 3.43% for SCHC.

What is the main difference between SCHC and VYMI?

SCHC is categorized as Foreign Small & Mid Cap Equities, while VYMI is Dividend. SCHC tracks FTSE Custom Developed Small Cap ex-US Liquid Net of Tax (Lux), while VYMI tracks FTSE All-World ex US High Dividend Yield Index. They also come from different issuers: Charles Schwab and Vanguard. Their fees differ too: 0.11% for SCHC and 0.07% for VYMI.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.14 vs 1.47), 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.