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SCHF vs. SCHB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHF and SCHB is 0.82, 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.


Performance

SCHF vs. SCHB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Equity ETF (SCHF) and Schwab U.S. Broad Market ETF (SCHB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SCHF:

0.69

SCHB:

0.69

Sortino Ratio

SCHF:

1.08

SCHB:

1.09

Omega Ratio

SCHF:

1.15

SCHB:

1.16

Calmar Ratio

SCHF:

0.88

SCHB:

0.71

Martin Ratio

SCHF:

2.66

SCHB:

2.66

Ulcer Index

SCHF:

4.43%

SCHB:

5.13%

Daily Std Dev

SCHF:

17.13%

SCHB:

19.65%

Max Drawdown

SCHF:

-34.64%

SCHB:

-35.27%

Current Drawdown

SCHF:

0.00%

SCHB:

-4.35%

Returns By Period

In the year-to-date period, SCHF achieves a 13.46% return, which is significantly higher than SCHB's 0.07% return. Over the past 10 years, SCHF has underperformed SCHB with an annualized return of 6.71%, while SCHB has yielded a comparatively higher 12.10% annualized return.


SCHF

YTD

13.46%

1M

9.21%

6M

11.51%

1Y

11.71%

5Y*

14.29%

10Y*

6.71%

SCHB

YTD

0.07%

1M

10.60%

6M

-1.78%

1Y

13.52%

5Y*

16.97%

10Y*

12.10%

*Annualized

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SCHF vs. SCHB - Expense Ratio Comparison

SCHF has a 0.06% expense ratio, which is higher than SCHB's 0.03% 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%.


Risk-Adjusted Performance

SCHF vs. SCHB — Risk-Adjusted Performance Rank

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

SCHF
The Risk-Adjusted Performance Rank of SCHF is 6666
Overall Rank
The Sharpe Ratio Rank of SCHF is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHF is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SCHF is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SCHF is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SCHF is 6666
Martin Ratio Rank

SCHB
The Risk-Adjusted Performance Rank of SCHB is 6666
Overall Rank
The Sharpe Ratio Rank of SCHB is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHB is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SCHB is 6767
Omega Ratio Rank
The Calmar Ratio Rank of SCHB is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SCHB is 6666
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.

SCHF vs. SCHB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Equity ETF (SCHF) and Schwab U.S. Broad Market ETF (SCHB). 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 current SCHF Sharpe Ratio is 0.69, which is comparable to the SCHB Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SCHF and SCHB, 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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Dividends

SCHF vs. SCHB - Dividend Comparison

SCHF's dividend yield for the trailing twelve months is around 2.88%, more than SCHB's 1.26% yield.


TTM20242023202220212020201920182017201620152014
SCHF
Schwab International Equity ETF
2.88%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%2.90%
SCHB
Schwab U.S. Broad Market ETF
1.26%1.24%1.40%1.61%1.21%1.63%1.80%2.13%1.65%1.86%2.00%1.72%

Drawdowns

SCHF vs. SCHB - Drawdown Comparison

The maximum SCHF drawdown since its inception was -34.64%, roughly equal to the maximum SCHB drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for SCHF and SCHB. For additional features, visit the drawdowns tool.


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Volatility

SCHF vs. SCHB - Volatility Comparison

The current volatility for Schwab International Equity ETF (SCHF) is 3.20%, while Schwab U.S. Broad Market ETF (SCHB) has a volatility of 6.06%. This indicates that SCHF experiences smaller price fluctuations and is considered to be less risky than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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