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

Correlation

The correlation between SCHY and VYMI is 0.92, 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. 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.

5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
5.62%
18.92%
SCHY
VYMI

Key characteristics

Sharpe Ratio

SCHY:

0.10

VYMI:

0.76

Sortino Ratio

SCHY:

0.21

VYMI:

1.08

Omega Ratio

SCHY:

1.03

VYMI:

1.13

Calmar Ratio

SCHY:

0.09

VYMI:

1.11

Martin Ratio

SCHY:

0.28

VYMI:

3.39

Ulcer Index

SCHY:

3.83%

VYMI:

2.72%

Daily Std Dev

SCHY:

10.91%

VYMI:

12.10%

Max Drawdown

SCHY:

-24.03%

VYMI:

-40.00%

Current Drawdown

SCHY:

-11.51%

VYMI:

-7.86%

Returns By Period

In the year-to-date period, SCHY achieves a -1.95% return, which is significantly lower than VYMI's 6.13% return.


SCHY

YTD

-1.95%

1M

-2.86%

6M

-0.04%

1Y

-0.50%

5Y*

N/A

10Y*

N/A

VYMI

YTD

6.13%

1M

-2.59%

6M

1.27%

1Y

7.19%

5Y*

5.78%

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. VYMI - Expense Ratio Comparison

SCHY has a 0.14% expense ratio, which is lower than VYMI's 0.22% 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%.


VYMI
Vanguard International High Dividend Yield ETF
Expense ratio chart for VYMI: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
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. VYMI - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SCHY, currently valued at 0.10, compared to the broader market0.002.004.000.100.76
The chart of Sortino ratio for SCHY, currently valued at 0.21, compared to the broader market-2.000.002.004.006.008.0010.000.211.08
The chart of Omega ratio for SCHY, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.13
The chart of Calmar ratio for SCHY, currently valued at 0.09, compared to the broader market0.005.0010.0015.000.091.11
The chart of Martin ratio for SCHY, currently valued at 0.28, compared to the broader market0.0020.0040.0060.0080.00100.000.283.39
SCHY
VYMI

The current SCHY Sharpe Ratio is 0.10, which is lower than the VYMI Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of SCHY and VYMI, 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
0.76
SCHY
VYMI

Dividends

SCHY vs. VYMI - Dividend Comparison

SCHY's dividend yield for the trailing twelve months is around 4.65%, less than VYMI's 4.88% 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%
VYMI
Vanguard International High Dividend Yield ETF
4.88%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%

Drawdowns

SCHY vs. VYMI - Drawdown Comparison

The maximum SCHY drawdown since its inception was -24.03%, 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. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.51%
-7.86%
SCHY
VYMI

Volatility

SCHY vs. VYMI - Volatility Comparison

The current volatility for Schwab International Dividend Equity ETF (SCHY) is 3.04%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 3.34%. 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%JulyAugustSeptemberOctoberNovemberDecember
3.04%
3.34%
SCHY
VYMI
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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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