SWMIX vs. VEU
Compare and contrast key facts about Schwab International Opportunities Fund (SWMIX) and Vanguard FTSE All-World ex-US ETF (VEU).
SWMIX is managed by Charles Schwab. It was launched on Apr 1, 2004. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Performance
SWMIX vs. VEU - Performance Comparison
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SWMIX vs. VEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWMIX Schwab International Opportunities Fund | -2.83% | 21.83% | 0.91% | 12.52% | -25.35% | 5.78% | 23.94% | 26.07% | -19.12% | 33.64% |
VEU Vanguard FTSE All-World ex-US ETF | 2.25% | 32.35% | 5.56% | 15.84% | -15.58% | 8.27% | 11.10% | 21.83% | -14.18% | 27.40% |
Returns By Period
In the year-to-date period, SWMIX achieves a -2.83% return, which is significantly lower than VEU's 2.25% return. Over the past 10 years, SWMIX has underperformed VEU with an annualized return of 6.26%, while VEU has yielded a comparatively higher 9.02% annualized return.
SWMIX
- 1D
- -0.21%
- 1M
- -12.80%
- YTD
- -2.83%
- 6M
- -5.84%
- 1Y
- 12.68%
- 3Y*
- 7.21%
- 5Y*
- 0.89%
- 10Y*
- 6.26%
VEU
- 1D
- 3.23%
- 1M
- -8.07%
- YTD
- 2.25%
- 6M
- 7.22%
- 1Y
- 27.68%
- 3Y*
- 15.69%
- 5Y*
- 7.46%
- 10Y*
- 9.02%
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SWMIX vs. VEU - Expense Ratio Comparison
SWMIX has a 0.99% expense ratio, which is higher than VEU's 0.07% expense ratio.
Return for Risk
SWMIX vs. VEU — Risk / Return Rank
SWMIX
VEU
SWMIX vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Opportunities Fund (SWMIX) and Vanguard FTSE All-World ex-US ETF (VEU). 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.
| SWMIX | VEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 1.62 | -1.01 |
Sortino ratioReturn per unit of downside risk | 0.88 | 2.23 | -1.34 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.33 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 2.36 | -1.66 |
Martin ratioReturn relative to average drawdown | 2.56 | 9.13 | -6.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWMIX | VEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 1.62 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.47 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.53 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.23 | +0.12 |
Correlation
The correlation between SWMIX and VEU is 0.95, 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
SWMIX vs. VEU - Dividend Comparison
SWMIX has not paid dividends to shareholders, while VEU's dividend yield for the trailing twelve months is around 2.92%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWMIX Schwab International Opportunities Fund | 0.00% | 0.00% | 2.04% | 1.73% | 3.59% | 17.50% | 6.16% | 1.94% | 10.57% | 4.60% | 0.87% | 7.20% |
VEU Vanguard FTSE All-World ex-US ETF | 2.92% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
Drawdowns
SWMIX vs. VEU - Drawdown Comparison
The maximum SWMIX drawdown since its inception was -61.81%, roughly equal to the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for SWMIX and VEU.
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Drawdown Indicators
| SWMIX | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.81% | -61.52% | -0.29% |
Max Drawdown (1Y)Largest decline over 1 year | -12.90% | -11.43% | -1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -40.51% | -29.31% | -11.20% |
Max Drawdown (10Y)Largest decline over 10 years | -40.51% | -34.98% | -5.53% |
Current DrawdownCurrent decline from peak | -12.90% | -8.57% | -4.33% |
Average DrawdownAverage peak-to-trough decline | -12.74% | -13.23% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 2.95% | +0.54% |
Volatility
SWMIX vs. VEU - Volatility Comparison
The current volatility for Schwab International Opportunities Fund (SWMIX) is 7.56%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 8.23%. This indicates that SWMIX experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWMIX | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 8.23% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 14.30% | 11.54% | +2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.28% | 17.22% | +2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.94% | 15.83% | +2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.17% | 17.13% | +1.04% |