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SWMIX vs. VEU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWMIX vs. VEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Opportunities Fund (SWMIX) and Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

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SWMIX vs. VEU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

SWMIX
SWMIX Risk / Return Rank: 2424
Overall Rank
SWMIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SWMIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
SWMIX Omega Ratio Rank: 2626
Omega Ratio Rank
SWMIX Calmar Ratio Rank: 2424
Calmar Ratio Rank
SWMIX Martin Ratio Rank: 2424
Martin Ratio Rank

VEU
VEU Risk / Return Rank: 8585
Overall Rank
VEU Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VEU Sortino Ratio Rank: 8686
Sortino Ratio Rank
VEU Omega Ratio Rank: 8686
Omega Ratio Rank
VEU Calmar Ratio Rank: 8585
Calmar Ratio Rank
VEU Martin Ratio Rank: 8585
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.

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.


SWMIXVEUDifference

Sharpe ratio

Return per unit of total volatility

0.61

1.62

-1.01

Sortino ratio

Return per unit of downside risk

0.88

2.23

-1.34

Omega ratio

Gain probability vs. loss probability

1.14

1.33

-0.19

Calmar ratio

Return relative to maximum drawdown

0.69

2.36

-1.66

Martin ratio

Return relative to average drawdown

2.56

9.13

-6.57

SWMIX vs. VEU - Sharpe Ratio Comparison

The current SWMIX Sharpe Ratio is 0.61, which is lower than the VEU Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of SWMIX and VEU, 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


SWMIXVEUDifference

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%.


TTM20252024202320222021202020192018201720162015
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


SWMIXVEUDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-12.90%

-8.57%

-4.33%

Average Drawdown

Average peak-to-trough decline

-12.74%

-13.23%

+0.49%

Ulcer Index

Depth 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


SWMIXVEUDifference

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%