SCHF vs. HCA
SCHF (Schwab International Equity ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed ex U.S. Index, while HCA (HCA Healthcare, Inc.) is a stock. Over the past 10 years, SCHF returned 10.07%/yr vs 17.90%/yr for HCA. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
SCHF vs. HCA - Performance Comparison
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Returns By Period
In the year-to-date period, SCHF achieves a 13.16% return, which is significantly higher than HCA's -17.85% return. Over the past 10 years, SCHF has underperformed HCA with an annualized return of 10.07%, while HCA has yielded a comparatively higher 17.90% annualized return.
SCHF
- 1D
- -0.15%
- 1M
- -2.17%
- 6M
- 7.52%
- YTD
- 13.16%
- 1Y
- 24.42%
- 3Y*
- 17.56%
- 5Y*
- 9.82%
- 10Y*
- 10.07%
- ALL TIME*
- 7.75%
HCA
- 1D
- 1.51%
- 1M
- -1.23%
- 6M
- -18.55%
- YTD
- -17.85%
- 1Y
- 15.09%
- 3Y*
- 11.07%
- 5Y*
- 9.91%
- 10Y*
- 17.90%
- ALL TIME*
- 20.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $755.16M | $661.20M | $645.06M | |
| $203.16M | $207.38M | $210.77M |
SCHF vs. HCA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHF Schwab International Equity ETF | 13.16% | 34.55% | 3.28% | 18.35% | -14.80% | 11.40% | 9.48% | 22.26% | -14.29% | 26.03% |
HCA HCA Healthcare, Inc. | -17.85% | 56.71% | 11.75% | 13.83% | -5.64% | 57.58% | 12.07% | 20.24% | 43.37% | 18.67% |
Correlation
The correlation between SCHF and HCA is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.29 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2011 | 0.39 |
Over the past year, the correlation between SCHF and HCA has dropped to 0.14 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
SCHF vs. HCA — Risk / Return Rank
SCHF
HCA
SCHF vs. HCA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Equity ETF (SCHF) and HCA Healthcare, Inc. (HCA). 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.
| SCHF | HCA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.10 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 0.38 | +1.75 |
| Martin ratioReturn relative to average drawdown | 7.94 | 0.88 | +7.06 |
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Drawdowns
SCHF vs. HCA - Drawdown Comparison
The maximum SCHF drawdown since its inception was -34.87%, smaller than the maximum HCA drawdown of -54.74%. Use the drawdown chart below to compare losses from any high point for SCHF and HCA.
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Drawdown Indicators
| SCHF | HCA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.87% | -54.74% | +19.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -33.62% | +22.14% |
Max Drawdown (3Y)Largest decline over 3 years | -13.41% | -33.62% | +20.21% |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | -39.49% | +10.35% |
Max Drawdown (10Y)Largest decline over 10 years | -34.87% | -54.74% | +19.87% |
Current DrawdownCurrent decline from peak | -3.84% | -29.65% | +25.81% |
Average DrawdownAverage peak-to-trough decline | -7.34% | -11.17% | +3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 14.44% | -11.37% |
Volatility
SCHF vs. HCA - Volatility Comparison
The current volatility for Schwab International Equity ETF (SCHF) is 4.77%, while HCA Healthcare, Inc. (HCA) has a volatility of 12.22%. This indicates that SCHF experiences smaller price fluctuations and is considered to be less risky than HCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHF | HCA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 12.22% | -7.45% |
Volatility (6M)Calculated over the trailing 6-month period | 15.23% | 24.20% | -8.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.16% | 29.42% | -12.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 29.61% | -12.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.02% | 32.82% | -15.80% |
Dividends
SCHF vs. HCA - Dividend Comparison
SCHF's dividend yield for the trailing twelve months is around 3.12%, more than HCA's 0.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HCA HCA Healthcare, Inc. | 0.78% | 0.62% | 0.88% | 0.89% | 0.93% | 0.75% | 0.63% | 1.08% | 1.12% | 0.00% | 0.00% | 0.00% |
SCHF Schwab International Equity ETF | 3.12% | 3.42% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% |
Frequently Asked Questions
SCHF and HCA have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HCA has higher volatility (12.22%) compared to SCHF (4.77%). In terms of maximum drawdown, SCHF dropped -34.87% vs HCA's -54.74%.
SCHF currently has the higher Sharpe Ratio (1.42 vs 0.44), 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.
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