SWISX vs. VTIAX
Compare and contrast key facts about Schwab International Index Fund (SWISX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
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. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWISX or VTIAX.
Key characteristics
| SWISX | VTIAX | |
|---|---|---|
| YTD Return | 4.08% | 5.76% |
| 1Y Return | 12.16% | 13.33% |
| 3Y Return (Ann) | 1.49% | 0.24% |
| 5Y Return (Ann) | 5.47% | 5.19% |
| 10Y Return (Ann) | 4.96% | 4.76% |
| Sharpe Ratio | 0.93 | 1.07 |
| Sortino Ratio | 1.35 | 1.53 |
| Omega Ratio | 1.16 | 1.19 |
| Calmar Ratio | 1.35 | 1.05 |
| Martin Ratio | 4.44 | 5.53 |
| Ulcer Index | 2.70% | 2.33% |
| Daily Std Dev | 12.91% | 12.08% |
| Max Drawdown | -60.65% | -35.83% |
| Current Drawdown | -8.92% | -7.61% |
Correlation
The correlation between SWISX and VTIAX is 0.97, 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. VTIAX - Performance Comparison
In the year-to-date period, SWISX achieves a 4.08% return, which is significantly lower than VTIAX's 5.76% return. Both investments have delivered pretty close results over the past 10 years, with SWISX having a 4.96% annualized return and VTIAX not far behind at 4.76%. 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. VTIAX - Expense Ratio Comparison
SWISX has a 0.06% expense ratio, which is lower than VTIAX'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%.
Risk-Adjusted Performance
SWISX vs. VTIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Index Fund (SWISX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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. VTIAX - Dividend Comparison
SWISX's dividend yield for the trailing twelve months is around 3.18%, more than VTIAX's 2.99% 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% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.99% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
Drawdowns
SWISX vs. VTIAX - Drawdown Comparison
The maximum SWISX drawdown since its inception was -60.65%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for SWISX and VTIAX. For additional features, visit the drawdowns tool.
Volatility
SWISX vs. VTIAX - Volatility Comparison
Schwab International Index Fund (SWISX) has a higher volatility of 3.84% compared to Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) at 3.59%. This indicates that SWISX's price experiences larger fluctuations and is considered to be riskier than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.