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

Correlation

The correlation between SCHY and SCHF is 0.64, 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.


Performance

SCHY vs. SCHF - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SCHY:

0.90

SCHF:

0.68

Sortino Ratio

SCHY:

1.41

SCHF:

1.10

Omega Ratio

SCHY:

1.19

SCHF:

1.15

Calmar Ratio

SCHY:

1.09

SCHF:

0.90

Martin Ratio

SCHY:

2.42

SCHF:

2.71

Ulcer Index

SCHY:

5.50%

SCHF:

4.43%

Daily Std Dev

SCHY:

13.70%

SCHF:

17.13%

Max Drawdown

SCHY:

-24.04%

SCHF:

-34.64%

Current Drawdown

SCHY:

0.00%

SCHF:

0.00%

Returns By Period

In the year-to-date period, SCHY achieves a 16.08% return, which is significantly higher than SCHF's 14.54% return.


SCHY

YTD

16.08%

1M

5.33%

6M

13.23%

1Y

12.25%

5Y*

N/A

10Y*

N/A

SCHF

YTD

14.54%

1M

8.56%

6M

13.28%

1Y

11.52%

5Y*

14.48%

10Y*

6.89%

*Annualized

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SCHY vs. SCHF - Expense Ratio Comparison

SCHY has a 0.14% expense ratio, which is higher than SCHF's 0.06% 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%.


Risk-Adjusted Performance

SCHY vs. SCHF — Risk-Adjusted Performance Rank

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

SCHY
The Risk-Adjusted Performance Rank of SCHY is 7676
Overall Rank
The Sharpe Ratio Rank of SCHY is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHY is 7979
Sortino Ratio Rank
The Omega Ratio Rank of SCHY is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SCHY is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SCHY is 6363
Martin Ratio Rank

SCHF
The Risk-Adjusted Performance Rank of SCHF is 6868
Overall Rank
The Sharpe Ratio Rank of SCHF is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHF is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SCHF is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SCHF is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SCHF is 6767
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.

SCHY vs. SCHF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Dividend Equity ETF (SCHY) and Schwab International Equity ETF (SCHF). 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 current SCHY Sharpe Ratio is 0.90, which is higher than the SCHF Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of SCHY and SCHF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SCHY vs. SCHF - Dividend Comparison

SCHY's dividend yield for the trailing twelve months is around 3.94%, more than SCHF's 2.85% yield.


TTM20242023202220212020201920182017201620152014
SCHY
Schwab International Dividend Equity ETF
3.94%4.64%3.97%3.67%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHF
Schwab International Equity ETF
2.85%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%2.90%

Drawdowns

SCHY vs. SCHF - Drawdown Comparison

The maximum SCHY drawdown since its inception was -24.04%, smaller than the maximum SCHF drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for SCHY and SCHF. For additional features, visit the drawdowns tool.


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Volatility

SCHY vs. SCHF - Volatility Comparison

Schwab International Dividend Equity ETF (SCHY) and Schwab International Equity ETF (SCHF) have volatilities of 3.19% and 3.21%, 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.


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