SCHY vs. VTIAX
Compare and contrast key facts about Schwab International Dividend Equity ETF (SCHY) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
SCHY is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones International Dividend 100 Index. It was launched on Apr 29, 2021. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHY or VTIAX.
Performance
SCHY vs. VTIAX - Performance Comparison
Returns By Period
In the year-to-date period, SCHY achieves a 0.93% return, which is significantly lower than VTIAX's 6.48% return.
SCHY
0.93%
-4.30%
1.46%
6.96%
N/A
N/A
VTIAX
6.48%
-3.49%
0.41%
12.69%
5.46%
4.74%
Key characteristics
| SCHY | VTIAX | |
|---|---|---|
| Sharpe Ratio | 0.63 | 1.06 |
| Sortino Ratio | 0.94 | 1.51 |
| Omega Ratio | 1.11 | 1.19 |
| Calmar Ratio | 0.73 | 1.14 |
| Martin Ratio | 2.34 | 5.12 |
| Ulcer Index | 2.95% | 2.49% |
| Daily Std Dev | 10.91% | 12.04% |
| Max Drawdown | -24.04% | -35.83% |
| Current Drawdown | -8.90% | -6.98% |
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SCHY vs. VTIAX - Expense Ratio Comparison
SCHY has a 0.14% expense ratio, which is higher than VTIAX's 0.11% 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 SCHY and VTIAX is 0.88, 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
SCHY vs. VTIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Dividend Equity ETF (SCHY) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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
SCHY vs. VTIAX - Dividend Comparison
SCHY's dividend yield for the trailing twelve months is around 6.11%, more than VTIAX's 2.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHY Schwab International Dividend Equity ETF | 6.11% | 3.97% | 3.68% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.97% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
Drawdowns
SCHY vs. VTIAX - Drawdown Comparison
The maximum SCHY drawdown since its inception was -24.04%, smaller than the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for SCHY and VTIAX. For additional features, visit the drawdowns tool.
Volatility
SCHY vs. VTIAX - Volatility Comparison
Schwab International Dividend Equity ETF (SCHY) has a higher volatility of 3.79% compared to Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) at 3.48%. This indicates that SCHY's price experiences larger fluctuations and is considered to be riskier than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.