PortfoliosLab logo
SWISX vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWISX and VT is 0.81, 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: 0.8

Performance

SWISX vs. VT - Performance Comparison

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

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
99.09%
232.77%
SWISX
VT

Key characteristics

Sharpe Ratio

SWISX:

0.73

VT:

0.62

Sortino Ratio

SWISX:

1.10

VT:

0.98

Omega Ratio

SWISX:

1.15

VT:

1.14

Calmar Ratio

SWISX:

0.91

VT:

0.66

Martin Ratio

SWISX:

2.62

VT:

3.01

Ulcer Index

SWISX:

4.74%

VT:

3.63%

Daily Std Dev

SWISX:

16.98%

VT:

17.69%

Max Drawdown

SWISX:

-60.65%

VT:

-50.27%

Current Drawdown

SWISX:

-1.18%

VT:

-6.73%

Returns By Period

In the year-to-date period, SWISX achieves a 10.84% return, which is significantly higher than VT's -1.58% return. Over the past 10 years, SWISX has underperformed VT with an annualized return of 5.25%, while VT has yielded a comparatively higher 8.42% annualized return.


SWISX

YTD

10.84%

1M

-0.20%

6M

5.97%

1Y

11.30%

5Y*

11.99%

10Y*

5.25%

VT

YTD

-1.58%

1M

-3.41%

6M

-2.05%

1Y

9.71%

5Y*

13.70%

10Y*

8.42%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SWISX vs. VT - Expense Ratio Comparison

SWISX has a 0.06% expense ratio, which is lower than VT's 0.07% 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 VT: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VT: 0.07%
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. VT — 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

VT
The Risk-Adjusted Performance Rank of VT is 7070
Overall Rank
The Sharpe Ratio Rank of VT is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VT is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7474
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. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Index Fund (SWISX) and Vanguard Total World Stock ETF (VT). 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
VT: 0.62
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
VT: 0.98
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
VT: 1.14
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
VT: 0.66
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
VT: 3.01

The current SWISX Sharpe Ratio is 0.73, which is comparable to the VT Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of SWISX and VT, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.73
0.62
SWISX
VT

Dividends

SWISX vs. VT - Dividend Comparison

SWISX's dividend yield for the trailing twelve months is around 2.97%, more than VT's 1.96% 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%
VT
Vanguard Total World Stock ETF
1.96%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

SWISX vs. VT - Drawdown Comparison

The maximum SWISX drawdown since its inception was -60.65%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for SWISX and VT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.18%
-6.73%
SWISX
VT

Volatility

SWISX vs. VT - Volatility Comparison

The current volatility for Schwab International Index Fund (SWISX) is 10.89%, while Vanguard Total World Stock ETF (VT) has a volatility of 12.79%. This indicates that SWISX experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. 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%
12.79%
SWISX
VT