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SWISX vs. USIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWISX vs. USIFX - Performance Comparison

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

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SWISX vs. USIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWISX
Schwab International Index Fund
-1.95%31.59%3.54%18.13%-14.30%11.25%8.14%21.87%-13.38%25.32%
USIFX
USAA International Fund
-0.65%33.11%4.75%17.47%-15.92%14.83%3.26%22.76%-14.15%28.14%

Returns By Period

In the year-to-date period, SWISX achieves a -1.95% return, which is significantly lower than USIFX's -0.65% return. Both investments have delivered pretty close results over the past 10 years, with SWISX having a 8.51% annualized return and USIFX not far ahead at 8.79%.


SWISX

1D
0.32%
1M
-10.91%
YTD
-1.95%
6M
2.32%
1Y
19.51%
3Y*
13.26%
5Y*
7.79%
10Y*
8.51%

USIFX

1D
-0.03%
1M
-11.10%
YTD
-0.65%
6M
4.29%
1Y
23.46%
3Y*
15.04%
5Y*
8.29%
10Y*
8.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWISX vs. USIFX - Expense Ratio Comparison

SWISX has a 0.06% expense ratio, which is lower than USIFX's 1.02% expense ratio.


Return for Risk

SWISX vs. USIFX — Risk / Return Rank

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

SWISX
SWISX Risk / Return Rank: 6262
Overall Rank
SWISX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SWISX Sortino Ratio Rank: 6060
Sortino Ratio Rank
SWISX Omega Ratio Rank: 5757
Omega Ratio Rank
SWISX Calmar Ratio Rank: 6767
Calmar Ratio Rank
SWISX Martin Ratio Rank: 6262
Martin Ratio Rank

USIFX
USIFX Risk / Return Rank: 7575
Overall Rank
USIFX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
USIFX Sortino Ratio Rank: 7474
Sortino Ratio Rank
USIFX Omega Ratio Rank: 7373
Omega Ratio Rank
USIFX Calmar Ratio Rank: 7777
Calmar Ratio Rank
USIFX Martin Ratio Rank: 7474
Martin Ratio Rank
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.

SWISX vs. USIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Index Fund (SWISX) and USAA International Fund (USIFX). 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.


SWISXUSIFXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.36

-0.28

Sortino ratio

Return per unit of downside risk

1.52

1.84

-0.32

Omega ratio

Gain probability vs. loss probability

1.22

1.27

-0.06

Calmar ratio

Return relative to maximum drawdown

1.51

1.80

-0.28

Martin ratio

Return relative to average drawdown

5.81

7.06

-1.24

SWISX vs. USIFX - Sharpe Ratio Comparison

The current SWISX Sharpe Ratio is 1.08, which is comparable to the USIFX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of SWISX and USIFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWISXUSIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.36

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.50

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.52

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.45

-0.16

Correlation

The correlation between SWISX and USIFX is 0.94, 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.


Dividends

SWISX vs. USIFX - Dividend Comparison

SWISX's dividend yield for the trailing twelve months is around 3.62%, less than USIFX's 12.24% yield.


TTM20252024202320222021202020192018201720162015
SWISX
Schwab International Index Fund
3.62%3.55%3.29%3.31%2.73%3.34%1.88%3.09%3.15%2.71%3.19%2.71%
USIFX
USAA International Fund
12.24%12.16%5.44%1.87%2.94%8.74%1.91%25.11%8.50%3.07%1.55%5.64%

Drawdowns

SWISX vs. USIFX - Drawdown Comparison

The maximum SWISX drawdown since its inception was -60.65%, which is greater than USIFX's maximum drawdown of -53.23%. Use the drawdown chart below to compare losses from any high point for SWISX and USIFX.


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Drawdown Indicators


SWISXUSIFXDifference

Max Drawdown

Largest peak-to-trough decline

-60.65%

-53.23%

-7.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-11.74%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-29.42%

-32.00%

+2.58%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

-36.76%

+2.93%

Current Drawdown

Current decline from peak

-10.91%

-11.33%

+0.42%

Average Drawdown

Average peak-to-trough decline

-14.88%

-9.30%

-5.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.99%

-0.02%

Volatility

SWISX vs. USIFX - Volatility Comparison

Schwab International Index Fund (SWISX) and USAA International Fund (USIFX) have volatilities of 7.16% and 7.05%, 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.


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Volatility by Period


SWISXUSIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

7.05%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

10.88%

10.92%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

17.01%

16.56%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.06%

16.64%

-0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.79%

16.82%

-0.03%