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SWISX vs. SCHE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWISX and SCHE is 0.72, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

SWISX vs. SCHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Index Fund (SWISX) and Schwab Emerging Markets Equity ETF (SCHE). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
128.79%
59.95%
SWISX
SCHE

Key characteristics

Sharpe Ratio

SWISX:

0.73

SCHE:

0.73

Sortino Ratio

SWISX:

1.10

SCHE:

1.15

Omega Ratio

SWISX:

1.15

SCHE:

1.15

Calmar Ratio

SWISX:

0.91

SCHE:

0.68

Martin Ratio

SWISX:

2.62

SCHE:

2.34

Ulcer Index

SWISX:

4.74%

SCHE:

5.86%

Daily Std Dev

SWISX:

16.98%

SCHE:

18.74%

Max Drawdown

SWISX:

-60.65%

SCHE:

-36.16%

Current Drawdown

SWISX:

-1.18%

SCHE:

-10.07%

Returns By Period

In the year-to-date period, SWISX achieves a 10.84% return, which is significantly higher than SCHE's 3.34% return. Over the past 10 years, SWISX has outperformed SCHE with an annualized return of 5.25%, while SCHE has yielded a comparatively lower 3.12% annualized return.


SWISX

YTD

10.84%

1M

-0.20%

6M

5.97%

1Y

11.30%

5Y*

11.99%

10Y*

5.25%

SCHE

YTD

3.34%

1M

-1.99%

6M

-1.30%

1Y

12.43%

5Y*

8.19%

10Y*

3.12%

*Annualized

Compare stocks, funds, or ETFs

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SWISX vs. SCHE - Expense Ratio Comparison

SWISX has a 0.06% expense ratio, which is lower than SCHE's 0.11% 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%.


Expense ratio chart for SCHE: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHE: 0.11%
Expense ratio chart for SWISX: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWISX: 0.06%

Risk-Adjusted Performance

SWISX vs. SCHE — Risk-Adjusted Performance Rank

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

SWISX
The Risk-Adjusted Performance Rank of SWISX is 7272
Overall Rank
The Sharpe Ratio Rank of SWISX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SWISX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SWISX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SWISX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of SWISX is 6868
Martin Ratio Rank

SCHE
The Risk-Adjusted Performance Rank of SCHE is 7171
Overall Rank
The Sharpe Ratio Rank of SCHE is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHE is 7373
Sortino Ratio Rank
The Omega Ratio Rank of SCHE is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SCHE is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SCHE is 6666
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.

SWISX vs. SCHE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Index Fund (SWISX) and Schwab Emerging Markets Equity ETF (SCHE). 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 chart of Sharpe ratio for SWISX, currently valued at 0.73, compared to the broader market-1.000.001.002.003.00
SWISX: 0.73
SCHE: 0.73
The chart of Sortino ratio for SWISX, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.00
SWISX: 1.10
SCHE: 1.15
The chart of Omega ratio for SWISX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.00
SWISX: 1.15
SCHE: 1.15
The chart of Calmar ratio for SWISX, currently valued at 0.91, compared to the broader market0.002.004.006.008.0010.00
SWISX: 0.91
SCHE: 0.68
The chart of Martin ratio for SWISX, currently valued at 2.62, compared to the broader market0.0010.0020.0030.0040.0050.00
SWISX: 2.62
SCHE: 2.34

The current SWISX Sharpe Ratio is 0.73, which is comparable to the SCHE Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of SWISX and SCHE, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.73
0.73
SWISX
SCHE

Dividends

SWISX vs. SCHE - Dividend Comparison

SWISX's dividend yield for the trailing twelve months is around 2.97%, more than SCHE's 2.94% yield.


TTM20242023202220212020201920182017201620152014
SWISX
Schwab International Index Fund
2.97%3.30%3.31%2.73%3.34%1.88%3.09%3.15%2.71%3.19%2.71%3.37%
SCHE
Schwab Emerging Markets Equity ETF
2.94%3.03%3.83%2.88%2.86%2.09%3.27%2.69%2.31%2.27%2.50%2.86%

Drawdowns

SWISX vs. SCHE - Drawdown Comparison

The maximum SWISX drawdown since its inception was -60.65%, which is greater than SCHE's maximum drawdown of -36.16%. Use the drawdown chart below to compare losses from any high point for SWISX and SCHE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.18%
-10.07%
SWISX
SCHE

Volatility

SWISX vs. SCHE - Volatility Comparison

Schwab International Index Fund (SWISX) and Schwab Emerging Markets Equity ETF (SCHE) have volatilities of 10.89% and 11.15%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.89%
11.15%
SWISX
SCHE