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

Correlation

The correlation between SCHY and VXUS 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. VXUS - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SCHY:

0.84

VXUS:

0.60

Sortino Ratio

SCHY:

1.37

VXUS:

1.09

Omega Ratio

SCHY:

1.19

VXUS:

1.15

Calmar Ratio

SCHY:

1.06

VXUS:

0.87

Martin Ratio

SCHY:

2.35

VXUS:

2.75

Ulcer Index

SCHY:

5.50%

VXUS:

4.29%

Daily Std Dev

SCHY:

13.74%

VXUS:

16.96%

Max Drawdown

SCHY:

-24.04%

VXUS:

-35.97%

Current Drawdown

SCHY:

-0.52%

VXUS:

0.00%

Returns By Period

In the year-to-date period, SCHY achieves a 15.47% return, which is significantly higher than VXUS's 12.69% return.


SCHY

YTD

15.47%

1M

5.44%

6M

12.92%

1Y

11.39%

5Y*

N/A

10Y*

N/A

VXUS

YTD

12.69%

1M

8.51%

6M

11.51%

1Y

10.02%

5Y*

11.81%

10Y*

5.23%

*Annualized

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SCHY vs. VXUS - Expense Ratio Comparison

SCHY has a 0.14% expense ratio, which is higher than VXUS's 0.07% 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. VXUS — 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 7676
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

VXUS
The Risk-Adjusted Performance Rank of VXUS is 6767
Overall Rank
The Sharpe Ratio Rank of VXUS is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 7070
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. VXUS - 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 ETF (VXUS). 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 0.84, which is higher than the VXUS Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of SCHY and VXUS, 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. VXUS - Dividend Comparison

SCHY's dividend yield for the trailing twelve months is around 3.97%, more than VXUS's 2.95% yield.


TTM20242023202220212020201920182017201620152014
SCHY
Schwab International Dividend Equity ETF
3.97%4.64%3.97%3.68%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
2.95%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%

Drawdowns

SCHY vs. VXUS - Drawdown Comparison

The maximum SCHY drawdown since its inception was -24.04%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for SCHY and VXUS. For additional features, visit the drawdowns tool.


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Volatility

SCHY vs. VXUS - Volatility Comparison

Schwab International Dividend Equity ETF (SCHY) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.20% and 3.36%, 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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