SCHF vs. SWTSX

Last updated Jun 16, 2026

SCHF (Schwab International Equity ETF) and SWTSX (Schwab Total Stock Market Index Fund) are both funds - SCHF is a Foreign Large Cap Equities fund tracking the FTSE Developed ex U.S. Index, while SWTSX is a Large Cap Blend Equities fund tracking the Dow Jones U.S. Total Stock Market Index. Both are passively managed. Over the past 10 years, SCHF returned 10.78%/yr vs 14.97%/yr for SWTSX. Their correlation of 0.82 suggests significant overlap in exposure. SCHF charges 0.06%/yr vs 0.03%/yr for SWTSX.

Performance

SCHF vs. SWTSX - Performance Comparison

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

Returns By Period

In the year-to-date period, SCHF achieves a 16.81% return, which is significantly higher than SWTSX's 9.70% return. Over the past 10 years, SCHF has underperformed SWTSX with an annualized return of 10.78%, while SWTSX has yielded a comparatively higher 14.97% annualized return.

SCHF

• 1D: 1.23%
• 1M: 5.17%
• YTD: 16.81%
• 6M: 17.93%
• 1Y: 33.37%
• 3Y*: 19.26%
• 5Y*: 10.11%
• 10Y*: 10.78%

SWTSX

• 1D: 0.50%
• 1M: 1.07%
• YTD: 9.70%
• 6M: 10.04%
• 1Y: 26.27%
• 3Y*: 20.62%
• 5Y*: 12.21%
• 10Y*: 14.97%

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

SCHF vs. SWTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCHF Schwab International Equity ETF	16.81%	34.55%	3.28%	18.35%	-14.80%	11.40%	9.48%	22.26%	-14.29%	26.03%
SWTSX Schwab Total Stock Market Index Fund	9.70%	17.04%	23.84%	26.05%	-19.54%	25.65%	20.71%	30.90%	-5.35%	21.08%

Correlation

The correlation between SCHF and SWTSX is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (10Y) Calculated over the trailing 10-year period	0.80
Correlation (All Time) Calculated using the full available price history since Nov 3, 2009	0.82

The correlation between SCHF and SWTSX has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.

SCHF vs. SWTSX - Sectors Allocation Comparison

Sectors	SCHF	SWTSX
Financial Services	23.3%	12.1%
Industrials	18.1%	9.6%
Technology	17.6%	33.8%
Basic Materials	7.4%	2.1%
Consumer Cyclical	7.3%	10.1%
Healthcare	7.0%	9.1%
Consumer Defensive	5.7%	4.7%
Energy	4.7%	3.7%
Communication Services	3.6%	10.3%
Utilities	3.2%	2.3%
Real Estate	2.0%	2.4%

Return for Risk

SCHF vs. SWTSX — Risk / Return Rank

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

SCHF

SCHF Risk / Return Rank: 68
SCHF Sharpe Ratio Rank: 69
SCHF Sortino Ratio Rank: 67
SCHF Omega Ratio Rank: 69
SCHF Calmar Ratio Rank: 65
SCHF Martin Ratio Rank: 68

SWTSX

SWTSX Risk / Return Rank: 64
SWTSX Sharpe Ratio Rank: 61
SWTSX Sortino Ratio Rank: 55
SWTSX Omega Ratio Rank: 57
SWTSX Calmar Ratio Rank: 68
SWTSX Martin Ratio Rank: 78

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. SWTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Equity ETF (SCHF) and Schwab Total Stock Market Index Fund (SWTSX). 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	SWTSX	Difference
Sharpe ratio: Return per unit of total volatility	2.01	1.95	+0.07
Sortino ratio: Return per unit of downside risk	2.75	2.64	+0.11
Omega ratio: Gain probability vs. loss probability	1.36	1.35	+0.01
Calmar ratio: Return relative to maximum drawdown	2.92	2.80	+0.12
Martin ratio: Return relative to average drawdown	11.21	12.51	-1.30

SCHF vs. SWTSX - Sharpe Ratio Comparison

The current SCHF Sharpe Ratio is 2.01, which is comparable to the SWTSX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of SCHF and SWTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCHF vs. SWTSX - Drawdown Comparison

The maximum SCHF drawdown since its inception was -34.87%, smaller than the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SCHF and SWTSX.

Drawdown Indicators

	SCHF	SWTSX	Difference
Max Drawdown Largest peak-to-trough decline	-34.87%	-54.60%	+19.73%
Max Drawdown (1Y) Largest decline over 1 year	-11.48%	-8.88%	-2.60%
Max Drawdown (3Y) Largest decline over 3 years	-13.41%	-19.43%	+6.02%
Max Drawdown (5Y) Largest decline over 5 years	-29.14%	-25.40%	-3.74%
Max Drawdown (10Y) Largest decline over 10 years	-34.87%	-35.01%	+0.14%
Current Drawdown Current decline from peak	0.00%	-2.07%	+2.07%
Average Drawdown Average peak-to-trough decline	-7.37%	-10.56%	+3.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	1.99%	+0.99%

Volatility

SCHF vs. SWTSX - Volatility Comparison

Schwab International Equity ETF (SCHF) has a higher volatility of 7.00% compared to Schwab Total Stock Market Index Fund (SWTSX) at 4.61%. This indicates that SCHF's price experiences larger fluctuations and is considered to be riskier than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHF	SWTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.00%	4.61%	+2.39%
Volatility (6M) Calculated over the trailing 6-month period	14.45%	9.94%	+4.51%
Volatility (1Y) Calculated over the trailing 1-year period	16.68%	12.78%	+3.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.58%	17.51%	-0.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.24%	18.63%	-1.39%

SCHF vs. SWTSX - Expense Ratio Comparison

SCHF has a 0.06% expense ratio, which is higher than SWTSX'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%.

Dividends

SCHF vs. SWTSX - Dividend Comparison

SCHF's dividend yield for the trailing twelve months is around 2.93%, more than SWTSX's 1.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHF Schwab International Equity ETF	2.93%	3.42%	3.26%	2.97%	2.80%	3.19%	2.08%	2.95%	3.06%	2.35%	2.58%	2.26%
SWTSX Schwab Total Stock Market Index Fund	1.00%	1.10%	1.24%	1.41%	1.62%	1.46%	1.63%	1.92%	2.58%	1.83%	2.32%	2.79%

Frequently Asked Questions

Can I hold both SCHF and SWTSX in my portfolio?

SCHF and SWTSX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCHF or SWTSX?

SCHF has higher volatility (7.00%) compared to SWTSX (4.61%). In terms of maximum drawdown, SCHF dropped -34.87% vs SWTSX's -54.60%.

Which has better risk-adjusted returns?

SCHF currently has the higher Sharpe Ratio (2.01 vs 1.95), 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.