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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWMIX or VEU.
Key characteristics
| SWMIX | VEU | |
|---|---|---|
| YTD Return | 4.96% | 9.50% |
| 1Y Return | 21.88% | 24.32% |
| 3Y Return (Ann) | -10.78% | 2.06% |
| 5Y Return (Ann) | -0.94% | 6.10% |
| 10Y Return (Ann) | 0.30% | 5.09% |
| Sharpe Ratio | 1.62 | 1.93 |
| Sortino Ratio | 2.32 | 2.72 |
| Omega Ratio | 1.29 | 1.34 |
| Calmar Ratio | 0.51 | 1.45 |
| Martin Ratio | 9.42 | 12.09 |
| Ulcer Index | 2.34% | 2.02% |
| Daily Std Dev | 13.60% | 12.68% |
| Max Drawdown | -65.11% | -61.52% |
| Current Drawdown | -31.26% | -4.96% |
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.
Performance
SWMIX vs. VEU - Performance Comparison
In the year-to-date period, SWMIX achieves a 4.96% return, which is significantly lower than VEU's 9.50% return. Over the past 10 years, SWMIX has underperformed VEU with an annualized return of 0.30%, while VEU has yielded a comparatively higher 5.09% annualized return. 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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SWMIX vs. VEU - Expense Ratio Comparison
SWMIX has a 0.99% expense ratio, which is higher than VEU's 0.07% expense ratio.
Risk-Adjusted Performance
SWMIX vs. VEU - Risk-Adjusted Performance 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.
Dividends
SWMIX vs. VEU - Dividend Comparison
SWMIX's dividend yield for the trailing twelve months is around 1.64%, less than VEU's 2.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWMIX Schwab International Opportunities Fund | 1.64% | 1.72% | 1.09% | 1.12% | 0.00% | 1.78% | 1.50% | 1.35% | 0.87% | 1.47% | 1.60% | 1.50% |
VEU Vanguard FTSE All-World ex-US ETF | 2.91% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
Drawdowns
SWMIX vs. VEU - Drawdown Comparison
The maximum SWMIX drawdown since its inception was -65.11%, which is greater than VEU's maximum drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for SWMIX and VEU. For additional features, visit the drawdowns tool.
Volatility
SWMIX vs. VEU - Volatility Comparison
The current volatility for Schwab International Opportunities Fund (SWMIX) is 2.78%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 3.03%. 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.