SCHF vs. SOFI

Last updated Apr 2, 2026

Compare and contrast key facts about Schwab International Equity ETF (SCHF) and SoFi Technologies, Inc. (SOFI).

SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009.

Performance

SCHF vs. SOFI - Performance Comparison

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

SCHF vs. SOFI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SCHF Schwab International Equity ETF	4.58%	34.55%	3.28%	18.35%	-14.80%	11.40%	5.52%
SOFI SoFi Technologies, Inc.	-40.30%	70.00%	54.77%	115.84%	-70.84%	27.09%	18.70%

Returns By Period

In the year-to-date period, SCHF achieves a 4.58% return, which is significantly higher than SOFI's -40.30% 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%

SOFI

• 1D: -1.57%
• 1M: -15.01%
• YTD: -40.30%
• 6M: -39.32%
• 1Y: 31.23%
• 3Y*: 37.06%
• 5Y*: -1.98%
• 10Y*: —

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

Return for Risk

SCHF vs. SOFI — Risk / Return Rank

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

SCHF

SCHF Risk / Return Rank: 86
SCHF Sharpe Ratio Rank: 85
SCHF Sortino Ratio Rank: 86
SCHF Omega Ratio Rank: 86
SCHF Calmar Ratio Rank: 87
SCHF Martin Ratio Rank: 86

SOFI

SOFI Risk / Return Rank: 57
SOFI Sharpe Ratio Rank: 59
SOFI Sortino Ratio Rank: 57
SOFI Omega Ratio Rank: 54
SOFI Calmar Ratio Rank: 56
SOFI Martin Ratio Rank: 58

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. SOFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Equity ETF (SCHF) and SoFi Technologies, Inc. (SOFI). 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.

	SCHF	SOFI	Difference
Sharpe ratio Return per unit of total volatility	1.76	0.52	+1.23
Sortino ratio Return per unit of downside risk	2.40	1.10	+1.30
Omega ratio Gain probability vs. loss probability	1.35	1.13	+0.22
Calmar ratio Return relative to maximum drawdown	2.75	0.65	+2.10
Martin ratio Return relative to average drawdown	10.59	1.73	+8.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCHF vs. SOFI - Sharpe Ratio Comparison

The current SCHF Sharpe Ratio is 1.76, which is higher than the SOFI Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of SCHF and SOFI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SCHF	SOFI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.76	0.52	+1.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	-0.03	+0.59
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	0.11	+0.30

Correlation

The correlation between SCHF and SOFI is 0.45, 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.

Dividends

SCHF vs. SOFI - Dividend Comparison

SCHF's dividend yield for the trailing twelve months is around 3.27%, while SOFI has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SOFI SoFi Technologies, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SCHF vs. SOFI - Drawdown Comparison

The maximum SCHF drawdown since its inception was -34.87%, smaller than the maximum SOFI drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for SCHF and SOFI.

Drawdown Indicators

	SCHF	SOFI	Difference
Max Drawdown Largest peak-to-trough decline	-34.87%	-83.32%	+48.45%
Max Drawdown (1Y) Largest decline over 1 year	-11.48%	-52.96%	+41.48%
Max Drawdown (5Y) Largest decline over 5 years	-29.14%	-82.00%	+52.86%
Max Drawdown (10Y) Largest decline over 10 years	-34.87%	—	—
Current Drawdown Current decline from peak	-7.16%	-51.47%	+44.31%
Average Drawdown Average peak-to-trough decline	-7.44%	-51.35%	+43.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	19.84%	-16.86%

Volatility

SCHF vs. SOFI - Volatility Comparison

The current volatility for Schwab International Equity ETF (SCHF) is 7.94%, while SoFi Technologies, Inc. (SOFI) has a volatility of 10.41%. This indicates that SCHF experiences smaller price fluctuations and is considered to be less risky than SOFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHF	SOFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.94%	10.41%	-2.47%
Volatility (6M) Calculated over the trailing 6-month period	11.79%	41.85%	-30.06%
Volatility (1Y) Calculated over the trailing 1-year period	17.75%	59.88%	-42.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.14%	67.13%	-50.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.09%	72.31%	-55.22%