SCHF vs. VEA
Compare and contrast key facts about Schwab International Equity ETF (SCHF) and Vanguard FTSE Developed Markets ETF (VEA).
SCHF and VEA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007. Both SCHF and VEA 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 VEA.
Performance
SCHF vs. VEA - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SCHF having a 4.54% return and VEA slightly lower at 4.47%. Over the past 10 years, SCHF has outperformed VEA with an annualized return of 6.08%, while VEA has yielded a comparatively lower 5.25% annualized return.
SCHF
4.54%
-4.16%
-1.68%
11.32%
6.63%
6.08%
VEA
4.47%
-4.06%
-1.59%
11.38%
5.86%
5.25%
Key characteristics
| SCHF | VEA | |
|---|---|---|
| Sharpe Ratio | 0.86 | 0.86 |
| Sortino Ratio | 1.25 | 1.25 |
| Omega Ratio | 1.15 | 1.15 |
| Calmar Ratio | 1.36 | 1.25 |
| Martin Ratio | 4.03 | 4.05 |
| Ulcer Index | 2.69% | 2.70% |
| Daily Std Dev | 12.68% | 12.79% |
| Max Drawdown | -34.64% | -60.70% |
| Current Drawdown | -7.87% | -7.78% |
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SCHF vs. VEA - Expense Ratio Comparison
SCHF has a 0.06% expense ratio, which is higher than VEA's 0.05% 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%.
Correlation
The correlation between SCHF and VEA is 0.99, 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. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Equity ETF (SCHF) and Vanguard FTSE Developed Markets ETF (VEA). 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. VEA - Dividend Comparison
SCHF's dividend yield for the trailing twelve months is around 4.63%, more than VEA's 3.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHF Schwab International Equity ETF | 4.63% | 4.87% | 5.61% | 6.26% | 2.74% | 5.13% | 3.06% | 2.35% | 5.15% | 4.51% | 2.90% | 4.42% |
VEA Vanguard FTSE Developed Markets ETF | 3.06% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
SCHF vs. VEA - Drawdown Comparison
The maximum SCHF drawdown since its inception was -34.64%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for SCHF and VEA. For additional features, visit the drawdowns tool.
Volatility
SCHF vs. VEA - Volatility Comparison
Schwab International Equity ETF (SCHF) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 3.67% and 3.61%, 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.