VGTSX vs. SCHD
VGTSX (Vanguard Total International Stock Index Fund Investor Shares) and SCHD (Schwab U.S. Dividend Equity ETF) are both funds - VGTSX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past 10 years, VGTSX returned 9.30%/yr vs 12.76%/yr for SCHD. Their 0.70 correlation means they have sometimes moved together and sometimes differently. VGTSX charges 0.17%/yr vs 0.06%/yr for SCHD.
Performance
VGTSX vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, VGTSX achieves a 12.73% return, which is significantly lower than SCHD's 24.03% return. Over the past 10 years, VGTSX has underperformed SCHD with an annualized return of 9.30%, while SCHD has yielded a comparatively higher 12.76% annualized return.
VGTSX
- 1D
- 2.76%
- 1M
- 0.11%
- 6M
- 6.61%
- YTD
- 12.73%
- 1Y
- 27.57%
- 3Y*
- 16.70%
- 5Y*
- 8.73%
- 10Y*
- 9.30%
- ALL TIME*
- 5.82%
SCHD
- 1D
- 0.18%
- 1M
- 3.33%
- 6M
- 14.09%
- YTD
- 24.03%
- 1Y
- 31.54%
- 3Y*
- 14.19%
- 5Y*
- 9.54%
- 10Y*
- 12.76%
- ALL TIME*
- 13.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $786.88M | $715.86M | $685.58M | |
| $0.00 | $0.00 | $0.00 |
VGTSX vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 12.73% | 32.05% | 5.30% | 15.18% | -16.07% | 8.58% | 11.15% | 21.44% | -14.47% | 27.39% |
SCHD Schwab U.S. Dividend Equity ETF | 24.03% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between VGTSX and SCHD is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.48 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.70 |
Over the past year, the correlation between VGTSX and SCHD has dropped to 0.27 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
VGTSX vs. SCHD — Risk / Return Rank
VGTSX
SCHD
VGTSX vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Investor Shares (VGTSX) and Schwab U.S. Dividend Equity ETF (SCHD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VGTSX | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.51 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 6.74 | -4.42 |
| Martin ratioReturn relative to average drawdown | 8.60 | 17.01 | -8.41 |
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Drawdowns
VGTSX vs. SCHD - Drawdown Comparison
The maximum VGTSX drawdown since its inception was -61.48%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VGTSX and SCHD.
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Drawdown Indicators
| VGTSX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.48% | -33.37% | -28.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -4.61% | -6.68% |
Max Drawdown (3Y)Largest decline over 3 years | -13.11% | -16.13% | +3.02% |
Max Drawdown (5Y)Largest decline over 5 years | -29.56% | -16.85% | -12.71% |
Max Drawdown (10Y)Largest decline over 10 years | -35.93% | -33.37% | -2.56% |
Current DrawdownCurrent decline from peak | -2.65% | -1.24% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -13.91% | -3.30% | -10.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 1.82% | +1.22% |
Volatility
VGTSX vs. SCHD - Volatility Comparison
Vanguard Total International Stock Index Fund Investor Shares (VGTSX) has a higher volatility of 5.46% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 4.11%. This indicates that VGTSX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGTSX | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 4.11% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 14.15% | 8.11% | +6.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.01% | 11.13% | +4.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 14.39% | +0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 16.72% | -0.89% |
VGTSX vs. SCHD - Expense Ratio Comparison
VGTSX has a 0.17% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VGTSX vs. SCHD - Dividend Comparison
VGTSX's dividend yield for the trailing twelve months is around 2.48%, less than SCHD's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 3.13% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 2.48% | 3.08% | 3.26% | 3.16% | 2.98% | 2.99% | 2.05% | 2.98% | 3.09% | 2.68% | 2.86% | 2.77% |
Frequently Asked Questions
VGTSX and SCHD have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGTSX has higher volatility (5.46%) compared to SCHD (4.11%). In terms of maximum drawdown, VGTSX dropped -61.48% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.81 vs 1.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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