SWISX vs. SCHD
Compare and contrast key facts about Schwab International Index Fund (SWISX) and Schwab US Dividend Equity ETF (SCHD).
SWISX is a passively managed fund by Charles Schwab that tracks the performance of the MSCI EAFE Index. It was launched on May 19, 1997. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both SWISX and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWISX or SCHD.
Key characteristics
| SWISX | SCHD | |
|---|---|---|
| YTD Return | 4.08% | 15.93% |
| 1Y Return | 12.16% | 25.99% |
| 3Y Return (Ann) | 1.49% | 6.43% |
| 5Y Return (Ann) | 5.47% | 12.42% |
| 10Y Return (Ann) | 4.96% | 11.46% |
| Sharpe Ratio | 0.93 | 2.25 |
| Sortino Ratio | 1.35 | 3.25 |
| Omega Ratio | 1.16 | 1.39 |
| Calmar Ratio | 1.35 | 3.05 |
| Martin Ratio | 4.44 | 12.25 |
| Ulcer Index | 2.70% | 2.04% |
| Daily Std Dev | 12.91% | 11.09% |
| Max Drawdown | -60.65% | -33.37% |
| Current Drawdown | -8.92% | -1.82% |
Correlation
The correlation between SWISX and SCHD is 0.74, 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.
Performance
SWISX vs. SCHD - Performance Comparison
In the year-to-date period, SWISX achieves a 4.08% return, which is significantly lower than SCHD's 15.93% return. Over the past 10 years, SWISX has underperformed SCHD with an annualized return of 4.96%, while SCHD has yielded a comparatively higher 11.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SWISX vs. SCHD - Expense Ratio Comparison
Both SWISX and SCHD have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
SWISX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Index Fund (SWISX) and Schwab US Dividend Equity ETF (SCHD). 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
SWISX vs. SCHD - Dividend Comparison
SWISX's dividend yield for the trailing twelve months is around 3.18%, less than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWISX Schwab International Index Fund | 3.18% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% | 3.37% | 2.54% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
SWISX vs. SCHD - Drawdown Comparison
The maximum SWISX drawdown since its inception was -60.65%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SWISX and SCHD. For additional features, visit the drawdowns tool.
Volatility
SWISX vs. SCHD - Volatility Comparison
Schwab International Index Fund (SWISX) has a higher volatility of 3.84% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. This indicates that SWISX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.