SCHY vs. VYMI

Last updated Jun 16, 2026

SCHY (Schwab International Dividend Equity ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both Dividend funds - SCHY tracks the Dow Jones International Dividend 100 Index while VYMI tracks the FTSE All-World ex US High Dividend Yield Index. Both are passively managed. Over the past 5 years, SCHY returned 8.24%/yr vs 12.52%/yr for VYMI. Their correlation of 0.91 suggests significant overlap in exposure. SCHY charges 0.08%/yr vs 0.07%/yr for VYMI.

Performance

SCHY vs. VYMI - Performance Comparison

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

Returns By Period

In the year-to-date period, SCHY achieves a 9.87% return, which is significantly lower than VYMI's 13.31% return.

SCHY

• 1D: -0.52%
• 1M: 1.78%
• YTD: 9.87%
• 6M: 10.53%
• 1Y: 23.12%
• 3Y*: 14.83%
• 5Y*: 8.24%
• 10Y*: —

VYMI

• 1D: 0.37%
• 1M: 2.99%
• YTD: 13.31%
• 6M: 14.52%
• 1Y: 31.74%
• 3Y*: 21.33%
• 5Y*: 12.52%
• 10Y*: 11.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHY vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SCHY Schwab International Dividend Equity ETF	9.87%	33.98%	-1.79%	14.27%	-9.43%	3.42%
VYMI Vanguard International High Dividend Yield ETF	13.31%	38.05%	7.06%	17.07%	-7.02%	2.83%

Correlation

The correlation between SCHY and VYMI is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (All Time) Calculated using the full available price history since Apr 29, 2021	0.91

The correlation between SCHY and VYMI has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

SCHY vs. VYMI - Sectors Allocation Comparison

Sectors	SCHY	VYMI
Financial Services	15.9%	41.9%
Communication Services	15.0%	4.0%
Consumer Defensive	14.4%	7.0%
Industrials	13.0%	6.6%
Energy	9.6%	9.5%
Consumer Cyclical	7.8%	6.5%
Healthcare	7.4%	6.6%
Utilities	6.8%	5.6%
Basic Materials	5.8%	6.8%
Technology	3.6%	4.3%
Real Estate	0.8%	1.3%

Return for Risk

SCHY vs. VYMI — Risk / Return Rank

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

SCHY

SCHY Risk / Return Rank: 61
SCHY Sharpe Ratio Rank: 66
SCHY Sortino Ratio Rank: 65
SCHY Omega Ratio Rank: 64
SCHY Calmar Ratio Rank: 57
SCHY Martin Ratio Rank: 51

VYMI

VYMI Risk / Return Rank: 78
VYMI Sharpe Ratio Rank: 84
VYMI Sortino Ratio Rank: 83
VYMI Omega Ratio Rank: 82
VYMI Calmar Ratio Rank: 69
VYMI Martin Ratio Rank: 73

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCHY vs. VYMI - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SCHY	VYMI	Difference
Sharpe ratio: Return per unit of total volatility	1.94	2.40	-0.47
Sortino ratio: Return per unit of downside risk	2.67	3.27	-0.60
Omega ratio: Gain probability vs. loss probability	1.34	1.43	-0.09
Calmar ratio: Return relative to maximum drawdown	2.55	3.15	-0.60
Martin ratio: Return relative to average drawdown	7.89	12.32	-4.43

SCHY vs. VYMI - Sharpe Ratio Comparison

The current SCHY Sharpe Ratio is 1.94, which is comparable to the VYMI Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of SCHY and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCHY vs. VYMI - Drawdown Comparison

The maximum SCHY drawdown since its inception was -24.04%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for SCHY and VYMI.

Drawdown Indicators

	SCHY	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-24.04%	-40.00%	+15.96%
Max Drawdown (1Y) Largest decline over 1 year	-9.11%	-10.14%	+1.03%
Max Drawdown (3Y) Largest decline over 3 years	-12.16%	-12.84%	+0.68%
Max Drawdown (5Y) Largest decline over 5 years	-24.04%	-24.05%	+0.01%
Max Drawdown (10Y) Largest decline over 10 years	—	-40.00%	—
Current Drawdown Current decline from peak	-3.44%	0.00%	-3.44%
Average Drawdown Average peak-to-trough decline	-4.97%	-6.29%	+1.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.94%	2.58%	+0.36%

Volatility

SCHY vs. VYMI - Volatility Comparison

The current volatility for Schwab International Dividend Equity ETF (SCHY) is 3.42%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 4.41%. This indicates that SCHY experiences smaller price fluctuations and is considered to be less risky than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHY	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.42%	4.41%	-0.99%
Volatility (6M) Calculated over the trailing 6-month period	9.97%	11.14%	-1.17%
Volatility (1Y) Calculated over the trailing 1-year period	12.01%	13.29%	-1.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.28%	14.91%	-1.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.23%	16.85%	-3.62%

SCHY vs. VYMI - Expense Ratio Comparison

SCHY has a 0.08% expense ratio, which is higher than VYMI'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%.

Dividends

SCHY vs. VYMI - Dividend Comparison

SCHY's dividend yield for the trailing twelve months is around 3.38%, which matches VYMI's 3.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
SCHY Schwab International Dividend Equity ETF	3.38%	3.55%	4.64%	3.97%	3.67%	1.73%	0.00%	0.00%	0.00%	0.00%	0.00%
VYMI Vanguard International High Dividend Yield ETF	3.38%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%

Frequently Asked Questions

Can I hold both SCHY and VYMI in my portfolio?

With a correlation of 0.90, SCHY and VYMI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, SCHY or VYMI?

VYMI has higher volatility (4.41%) compared to SCHY (3.42%). In terms of maximum drawdown, SCHY dropped -24.04% vs VYMI's -40.00%.

Which ETF is better, SCHY or VYMI?

On 5-year performance, VYMI leads with 12.52% vs 8.24% for SCHY. On fees, VYMI is cheaper at 0.07% per year. On volatility, SCHY has been the lower-risk option at 3.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SCHY or VYMI?

Over the 5-year period, VYMI has performed better with a 12.52% return vs 8.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCHY or VYMI?

VYMI is cheaper with a 0.07% expense ratio, compared with 0.08% for SCHY.

Which ETF pays a higher dividend yield, SCHY or VYMI?

SCHY and VYMI have nearly identical dividend yields, around 3.38%.

What is the main difference between SCHY and VYMI?

SCHY tracks Dow Jones International Dividend 100 Index, while VYMI tracks FTSE All-World ex US High Dividend Yield Index. They also come from different issuers: Charles Schwab and Vanguard. Their fees differ too: 0.08% for SCHY and 0.07% for VYMI.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.40 vs 1.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.