SCHF vs. SWISX
Compare and contrast key facts about Schwab International Equity ETF (SCHF) and Schwab International Index Fund (SWISX).
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. SWISX is a passively managed fund by Charles Schwab that tracks the performance of the MSCI EAFE Index. It was launched on May 19, 1997. Both SCHF and SWISX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHF or SWISX.
Performance
SCHF vs. SWISX - Performance Comparison
Returns By Period
In the year-to-date period, SCHF achieves a 4.87% return, which is significantly higher than SWISX's 4.43% return. Over the past 10 years, SCHF has outperformed SWISX with an annualized return of 6.07%, while SWISX has yielded a comparatively lower 4.94% annualized return.
SCHF
4.87%
-3.32%
-0.82%
11.45%
6.69%
6.07%
SWISX
4.43%
-4.03%
-2.08%
10.80%
5.67%
4.94%
Key characteristics
| SCHF | SWISX | |
|---|---|---|
| Sharpe Ratio | 0.92 | 0.86 |
| Sortino Ratio | 1.33 | 1.25 |
| Omega Ratio | 1.16 | 1.15 |
| Calmar Ratio | 1.46 | 1.23 |
| Martin Ratio | 4.27 | 3.78 |
| Ulcer Index | 2.73% | 2.91% |
| Daily Std Dev | 12.67% | 12.85% |
| Max Drawdown | -34.64% | -60.65% |
| Current Drawdown | -7.58% | -8.61% |
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SCHF vs. SWISX - Expense Ratio Comparison
Both SCHF and SWISX have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between SCHF and SWISX is 0.98, 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.
Risk-Adjusted Performance
SCHF vs. SWISX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Equity ETF (SCHF) and Schwab International Index Fund (SWISX). 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.
Dividends
SCHF vs. SWISX - Dividend Comparison
SCHF's dividend yield for the trailing twelve months is around 4.61%, more than SWISX's 3.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHF Schwab International Equity ETF | 4.61% | 4.87% | 2.80% | 3.31% | 2.08% | 5.13% | 3.06% | 2.35% | 5.15% | 2.26% | 5.80% | 4.42% |
SWISX Schwab International Index Fund | 3.17% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% | 3.37% | 2.54% |
Drawdowns
SCHF vs. SWISX - Drawdown Comparison
The maximum SCHF drawdown since its inception was -34.64%, smaller than the maximum SWISX drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for SCHF and SWISX. For additional features, visit the drawdowns tool.
Volatility
SCHF vs. SWISX - Volatility Comparison
Schwab International Equity ETF (SCHF) and Schwab International Index Fund (SWISX) have volatilities of 3.61% and 3.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.