SGVT vs. SCHF

Last updated Apr 1, 2026

Compare and contrast key facts about Schwab Government Money Market ETF (SGVT) and Schwab International Equity ETF (SCHF).

SGVT and SCHF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SGVT is an actively managed fund by Charles Schwab. It was launched on Jun 12, 2025. SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009.

Performance

SGVT vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Government Money Market ETF (SGVT) and Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

SGVT vs. SCHF - Yearly Performance Comparison

	2026 (YTD)	2025
SGVT Schwab Government Money Market ETF	0.81%	2.22%
SCHF Schwab International Equity ETF	2.95%	12.83%

Returns By Period

In the year-to-date period, SGVT achieves a 0.81% return, which is significantly lower than SCHF's 2.95% return.

SGVT

• 1D: 0.01%
• 1M: 0.27%
• YTD: 0.81%
• 6M: 1.78%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHF

• 1D: 3.25%
• 1M: -8.44%
• YTD: 2.95%
• 6M: 9.36%
• 1Y: 29.56%
• 3Y*: 16.15%
• 5Y*: 8.69%
• 10Y*: 9.42%

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

SGVT vs. SCHF - Expense Ratio Comparison

SGVT has a 0.28% expense ratio, which is higher than SCHF's 0.06% expense ratio.

SGVT

Schwab Government Money Market ETF

SCHF

Schwab International Equity ETF

Return for Risk

SGVT vs. SCHF — Risk / Return Rank

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

SCHF

SCHF Risk / Return Rank: 87
SCHF Sharpe Ratio Rank: 86
SCHF Sortino Ratio Rank: 87
SCHF Omega Ratio Rank: 87
SCHF Calmar Ratio Rank: 86
SCHF Martin Ratio Rank: 86

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.

SGVT vs. SCHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Government Money Market ETF (SGVT) and Schwab International Equity ETF (SCHF). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SGVT	SCHF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.68	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.54	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.55	—
Sharpe Ratio (All Time) Calculated using the full available price history	18.85	0.40	+18.45

Correlation

The correlation between SGVT and SCHF is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SGVT vs. SCHF - Dividend Comparison

SGVT's dividend yield for the trailing twelve months is around 2.30%, less than SCHF's 3.32% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SGVT Schwab Government Money Market ETF	2.30%	1.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHF Schwab International Equity ETF	3.32%	3.42%	3.26%	2.97%	2.80%	3.19%	2.08%	2.95%	3.06%	2.35%	2.58%	2.26%

Drawdowns

SGVT vs. SCHF - Drawdown Comparison

The maximum SGVT drawdown since its inception was -0.03%, smaller than the maximum SCHF drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for SGVT and SCHF.

Drawdown Indicators

	SGVT	SCHF	Difference
Max Drawdown Largest peak-to-trough decline	-0.03%	-34.87%	+34.84%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.48%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.14%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.87%	—
Current Drawdown Current decline from peak	0.00%	-8.60%	+8.60%
Average Drawdown Average peak-to-trough decline	0.00%	-7.44%	+7.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.95%	—

Volatility

Volatility by Period

	SGVT	SCHF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.47%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.70%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.21%	17.72%	-17.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.21%	16.14%	-15.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.21%	17.09%	-16.88%