PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SWISX vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWISX and VXUS is 0.96, 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.


-0.50.00.51.01.0

Performance

SWISX vs. VXUS - Performance Comparison

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

80.00%90.00%100.00%110.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
102.18%
86.06%
SWISX
VXUS

Key characteristics

Sharpe Ratio

SWISX:

0.68

VXUS:

0.83

Sortino Ratio

SWISX:

1.02

VXUS:

1.22

Omega Ratio

SWISX:

1.12

VXUS:

1.15

Calmar Ratio

SWISX:

0.98

VXUS:

1.11

Martin Ratio

SWISX:

2.59

VXUS:

3.59

Ulcer Index

SWISX:

3.38%

VXUS:

2.92%

Daily Std Dev

SWISX:

12.83%

VXUS:

12.64%

Max Drawdown

SWISX:

-60.65%

VXUS:

-35.97%

Current Drawdown

SWISX:

-7.25%

VXUS:

-6.27%

Returns By Period

In the year-to-date period, SWISX achieves a 5.98% return, which is significantly lower than VXUS's 7.41% return. Both investments have delivered pretty close results over the past 10 years, with SWISX having a 5.41% annualized return and VXUS not far behind at 5.28%.


SWISX

YTD

5.98%

1M

1.83%

6M

0.13%

1Y

8.58%

5Y (annualized)

5.36%

10Y (annualized)

5.41%

VXUS

YTD

7.41%

1M

1.42%

6M

1.78%

1Y

10.27%

5Y (annualized)

4.90%

10Y (annualized)

5.28%

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. VXUS - Expense Ratio Comparison

SWISX has a 0.06% expense ratio, which is lower than VXUS'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%.


VXUS
Vanguard Total International Stock ETF
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for SWISX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

SWISX vs. VXUS - 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 ETF (VXUS). 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.


Sharpe ratio
The chart of Sharpe ratio for SWISX, currently valued at 0.68, compared to the broader market-1.000.001.002.003.004.000.680.83
The chart of Sortino ratio for SWISX, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.0010.001.021.22
The chart of Omega ratio for SWISX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.003.501.121.15
The chart of Calmar ratio for SWISX, currently valued at 0.98, compared to the broader market0.005.0010.0015.000.981.11
The chart of Martin ratio for SWISX, currently valued at 2.59, compared to the broader market0.0020.0040.0060.002.593.59
SWISX
VXUS

The current SWISX Sharpe Ratio is 0.68, which is comparable to the VXUS Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of SWISX and VXUS, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.68
0.83
SWISX
VXUS

Dividends

SWISX vs. VXUS - Dividend Comparison

SWISX has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 1.60%.


TTM20232022202120202019201820172016201520142013
SWISX
Schwab International Index Fund
0.00%3.31%2.73%3.34%1.88%3.09%3.15%2.71%3.19%2.71%3.37%2.54%
VXUS
Vanguard Total International Stock ETF
1.60%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%2.70%

Drawdowns

SWISX vs. VXUS - Drawdown Comparison

The maximum SWISX drawdown since its inception was -60.65%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for SWISX and VXUS. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.25%
-6.27%
SWISX
VXUS

Volatility

SWISX vs. VXUS - Volatility Comparison

Schwab International Index Fund (SWISX) and Vanguard Total International Stock ETF (VXUS) have volatilities of 2.58% and 2.46%, 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%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.58%
2.46%
SWISX
VXUS
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab