PortfoliosLab logo
SCHF vs. SCHY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHF and SCHY is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

SCHF vs. SCHY - Performance Comparison

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

5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
24.01%
20.24%
SCHF
SCHY

Key characteristics

Sharpe Ratio

SCHF:

0.73

SCHY:

1.09

Sortino Ratio

SCHF:

1.13

SCHY:

1.56

Omega Ratio

SCHF:

1.15

SCHY:

1.22

Calmar Ratio

SCHF:

0.94

SCHY:

1.22

Martin Ratio

SCHF:

2.83

SCHY:

2.71

Ulcer Index

SCHF:

4.44%

SCHY:

5.49%

Daily Std Dev

SCHF:

17.18%

SCHY:

13.65%

Max Drawdown

SCHF:

-34.64%

SCHY:

-24.03%

Current Drawdown

SCHF:

-0.88%

SCHY:

0.00%

Returns By Period

In the year-to-date period, SCHF achieves a 9.89% return, which is significantly lower than SCHY's 13.64% return.


SCHF

YTD

9.89%

1M

-0.29%

6M

5.26%

1Y

11.68%

5Y*

13.63%

10Y*

6.43%

SCHY

YTD

13.64%

1M

2.79%

6M

6.38%

1Y

15.38%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


SCHF vs. SCHY - Expense Ratio Comparison

SCHF has a 0.06% expense ratio, which is lower than SCHY's 0.14% 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 SCHY: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHY: 0.14%
Expense ratio chart for SCHF: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHF: 0.06%

Risk-Adjusted Performance

SCHF vs. SCHY — 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 7474
Overall Rank
The Sharpe Ratio Rank of SCHF is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHF is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SCHF is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SCHF is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SCHF is 7272
Martin Ratio Rank

SCHY
The Risk-Adjusted Performance Rank of SCHY is 8181
Overall Rank
The Sharpe Ratio Rank of SCHY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHY is 8383
Sortino Ratio Rank
The Omega Ratio Rank of SCHY is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SCHY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SCHY is 7171
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. SCHY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Equity ETF (SCHF) and Schwab International Dividend Equity ETF (SCHY). 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 SCHF, currently valued at 0.73, compared to the broader market-1.000.001.002.003.004.00
SCHF: 0.73
SCHY: 1.09
The chart of Sortino ratio for SCHF, currently valued at 1.13, compared to the broader market-2.000.002.004.006.008.00
SCHF: 1.13
SCHY: 1.56
The chart of Omega ratio for SCHF, currently valued at 1.15, compared to the broader market0.501.001.502.00
SCHF: 1.15
SCHY: 1.22
The chart of Calmar ratio for SCHF, currently valued at 0.94, compared to the broader market0.002.004.006.008.0010.0012.00
SCHF: 0.94
SCHY: 1.22
The chart of Martin ratio for SCHF, currently valued at 2.83, compared to the broader market0.0020.0040.0060.00
SCHF: 2.83
SCHY: 2.71

The current SCHF Sharpe Ratio is 0.73, which is lower than the SCHY Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of SCHF and SCHY, 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
0.73
1.09
SCHF
SCHY

Dividends

SCHF vs. SCHY - Dividend Comparison

SCHF's dividend yield for the trailing twelve months is around 2.97%, less than SCHY's 4.03% yield.


TTM20242023202220212020201920182017201620152014
SCHF
Schwab International Equity ETF
2.97%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%2.90%
SCHY
Schwab International Dividend Equity ETF
4.03%4.64%3.97%3.67%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SCHF vs. SCHY - Drawdown Comparison

The maximum SCHF drawdown since its inception was -34.64%, which is greater than SCHY's maximum drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for SCHF and SCHY. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.88%
0
SCHF
SCHY

Volatility

SCHF vs. SCHY - Volatility Comparison

Schwab International Equity ETF (SCHF) has a higher volatility of 11.53% compared to Schwab International Dividend Equity ETF (SCHY) at 8.69%. This indicates that SCHF's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.53%
8.69%
SCHF
SCHY