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SCHF vs. AVNM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHF vs. AVNM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Equity ETF (SCHF) and Avantis All International Markets Equity ETF (AVNM). The values are adjusted to include any dividend payments, if applicable.

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SCHF vs. AVNM - Yearly Performance Comparison


2026 (YTD)202520242023
SCHF
Schwab International Equity ETF
4.58%34.55%3.28%7.02%
AVNM
Avantis All International Markets Equity ETF
5.29%38.30%5.52%8.60%

Returns By Period

In the year-to-date period, SCHF achieves a 4.58% return, which is significantly lower than AVNM's 5.29% return.


SCHF

1D
1.58%
1M
-5.42%
YTD
4.58%
6M
10.18%
1Y
31.07%
3Y*
16.76%
5Y*
9.03%
10Y*
9.59%

AVNM

1D
1.52%
1M
-5.57%
YTD
5.29%
6M
10.63%
1Y
36.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCHF vs. AVNM - Expense Ratio Comparison

SCHF has a 0.06% expense ratio, which is lower than AVNM's 0.31% expense ratio.


Return for Risk

SCHF vs. AVNM — Risk / Return Rank

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

SCHF
SCHF Risk / Return Rank: 8686
Overall Rank
SCHF Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SCHF Sortino Ratio Rank: 8686
Sortino Ratio Rank
SCHF Omega Ratio Rank: 8686
Omega Ratio Rank
SCHF Calmar Ratio Rank: 8787
Calmar Ratio Rank
SCHF Martin Ratio Rank: 8686
Martin Ratio Rank

AVNM
AVNM Risk / Return Rank: 9292
Overall Rank
AVNM Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AVNM Sortino Ratio Rank: 9292
Sortino Ratio Rank
AVNM Omega Ratio Rank: 9494
Omega Ratio Rank
AVNM Calmar Ratio Rank: 9090
Calmar Ratio Rank
AVNM Martin Ratio Rank: 9090
Martin Ratio Rank
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.

SCHF vs. AVNM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Equity ETF (SCHF) and Avantis All International Markets Equity ETF (AVNM). 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.


SCHFAVNMDifference

Sharpe ratio

Return per unit of total volatility

1.76

2.15

-0.39

Sortino ratio

Return per unit of downside risk

2.40

2.80

-0.40

Omega ratio

Gain probability vs. loss probability

1.35

1.44

-0.09

Calmar ratio

Return relative to maximum drawdown

2.75

3.17

-0.42

Martin ratio

Return relative to average drawdown

10.59

12.20

-1.61

SCHF vs. AVNM - Sharpe Ratio Comparison

The current SCHF Sharpe Ratio is 1.76, which is comparable to the AVNM Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of SCHF and AVNM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCHFAVNMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

2.15

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

1.41

-1.00

Correlation

The correlation between SCHF and AVNM is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SCHF vs. AVNM - Dividend Comparison

SCHF's dividend yield for the trailing twelve months is around 3.27%, more than AVNM's 2.73% yield.


TTM20252024202320222021202020192018201720162015
SCHF
Schwab International Equity ETF
3.27%3.42%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%
AVNM
Avantis All International Markets Equity ETF
2.73%2.76%3.51%1.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SCHF vs. AVNM - Drawdown Comparison

The maximum SCHF drawdown since its inception was -34.87%, which is greater than AVNM's maximum drawdown of -14.03%. Use the drawdown chart below to compare losses from any high point for SCHF and AVNM.


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Drawdown Indicators


SCHFAVNMDifference

Max Drawdown

Largest peak-to-trough decline

-34.87%

-14.03%

-20.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-11.60%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-29.14%

Max Drawdown (10Y)

Largest decline over 10 years

-34.87%

Current Drawdown

Current decline from peak

-7.16%

-7.34%

+0.18%

Average Drawdown

Average peak-to-trough decline

-7.44%

-2.57%

-4.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

3.01%

-0.03%

Volatility

SCHF vs. AVNM - Volatility Comparison

Schwab International Equity ETF (SCHF) has a higher volatility of 7.94% compared to Avantis All International Markets Equity ETF (AVNM) at 7.27%. This indicates that SCHF's price experiences larger fluctuations and is considered to be riskier than AVNM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHFAVNMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.94%

7.27%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

11.79%

11.41%

+0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

17.75%

17.01%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.14%

14.61%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.09%

14.61%

+2.48%