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

Correlation

The correlation between SCHY and VIGI is 0.87, 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.


-0.50.00.51.00.9

Performance

SCHY vs. VIGI - Performance Comparison

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

5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.62%
6.11%
SCHY
VIGI

Key characteristics

Sharpe Ratio

SCHY:

0.10

VIGI:

0.50

Sortino Ratio

SCHY:

0.21

VIGI:

0.78

Omega Ratio

SCHY:

1.03

VIGI:

1.09

Calmar Ratio

SCHY:

0.09

VIGI:

0.60

Martin Ratio

SCHY:

0.28

VIGI:

1.83

Ulcer Index

SCHY:

3.83%

VIGI:

3.20%

Daily Std Dev

SCHY:

10.91%

VIGI:

11.61%

Max Drawdown

SCHY:

-24.03%

VIGI:

-31.01%

Current Drawdown

SCHY:

-11.51%

VIGI:

-9.79%

Returns By Period

In the year-to-date period, SCHY achieves a -1.95% return, which is significantly lower than VIGI's 2.65% return.


SCHY

YTD

-1.95%

1M

-2.86%

6M

-0.04%

1Y

-0.50%

5Y*

N/A

10Y*

N/A

VIGI

YTD

2.65%

1M

-2.09%

6M

0.42%

1Y

3.80%

5Y*

5.16%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SCHY vs. VIGI - Expense Ratio Comparison

SCHY has a 0.14% expense ratio, which is lower than VIGI's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VIGI
Vanguard International Dividend Appreciation ETF
Expense ratio chart for VIGI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for SCHY: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

SCHY vs. VIGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Dividend Equity ETF (SCHY) and Vanguard International Dividend Appreciation ETF (VIGI). 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.


Sharpe ratio
The chart of Sharpe ratio for SCHY, currently valued at 0.10, compared to the broader market0.002.004.000.100.50
The chart of Sortino ratio for SCHY, currently valued at 0.21, compared to the broader market-2.000.002.004.006.008.0010.000.210.78
The chart of Omega ratio for SCHY, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.09
The chart of Calmar ratio for SCHY, currently valued at 0.09, compared to the broader market0.005.0010.0015.000.090.60
The chart of Martin ratio for SCHY, currently valued at 0.28, compared to the broader market0.0020.0040.0060.0080.00100.000.281.83
SCHY
VIGI

The current SCHY Sharpe Ratio is 0.10, which is lower than the VIGI Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of SCHY and VIGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.10
0.50
SCHY
VIGI

Dividends

SCHY vs. VIGI - Dividend Comparison

SCHY's dividend yield for the trailing twelve months is around 4.65%, more than VIGI's 1.93% yield.


TTM20232022202120202019201820172016
SCHY
Schwab International Dividend Equity ETF
4.65%3.97%3.68%1.73%0.00%0.00%0.00%0.00%0.00%
VIGI
Vanguard International Dividend Appreciation ETF
1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%

Drawdowns

SCHY vs. VIGI - Drawdown Comparison

The maximum SCHY drawdown since its inception was -24.03%, smaller than the maximum VIGI drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for SCHY and VIGI. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.51%
-9.79%
SCHY
VIGI

Volatility

SCHY vs. VIGI - Volatility Comparison

The current volatility for Schwab International Dividend Equity ETF (SCHY) is 3.04%, while Vanguard International Dividend Appreciation ETF (VIGI) has a volatility of 3.61%. This indicates that SCHY experiences smaller price fluctuations and is considered to be less risky than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%JulyAugustSeptemberOctoberNovemberDecember
3.04%
3.61%
SCHY
VIGI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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