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VIDGX vs. SCHF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIDGX vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Dividend Growth Fund (VIDGX) and Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

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VIDGX vs. SCHF - Yearly Performance Comparison


2026 (YTD)202520242023
VIDGX
Vanguard International Dividend Growth Fund
-2.56%18.76%-1.06%5.99%
SCHF
Schwab International Equity ETF
4.58%34.55%3.28%13.50%

Returns By Period

In the year-to-date period, VIDGX achieves a -2.56% return, which is significantly lower than SCHF's 4.58% return.


VIDGX

1D
2.14%
1M
-7.97%
YTD
-2.56%
6M
-0.85%
1Y
8.49%
3Y*
5Y*
10Y*

SCHF

1D
1.58%
1M
-5.42%
YTD
4.58%
6M
10.18%
1Y
31.07%
3Y*
16.76%
5Y*
9.03%
10Y*
9.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIDGX vs. SCHF - Expense Ratio Comparison

VIDGX has a 0.55% expense ratio, which is higher than SCHF's 0.06% expense ratio.


Return for Risk

VIDGX vs. SCHF — Risk / Return Rank

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

VIDGX
VIDGX Risk / Return Rank: 1818
Overall Rank
VIDGX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VIDGX Sortino Ratio Rank: 1818
Sortino Ratio Rank
VIDGX Omega Ratio Rank: 1616
Omega Ratio Rank
VIDGX Calmar Ratio Rank: 1818
Calmar Ratio Rank
VIDGX Martin Ratio Rank: 1919
Martin Ratio Rank

SCHF
SCHF Risk / Return Rank: 8686
Overall Rank
SCHF Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SCHF Sortino Ratio Rank: 8686
Sortino Ratio Rank
SCHF Omega Ratio Rank: 8686
Omega Ratio Rank
SCHF Calmar Ratio Rank: 8787
Calmar Ratio Rank
SCHF Martin Ratio Rank: 8686
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.

VIDGX vs. SCHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Growth Fund (VIDGX) and Schwab International Equity ETF (SCHF). 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.


VIDGXSCHFDifference

Sharpe ratio

Return per unit of total volatility

0.57

1.76

-1.19

Sortino ratio

Return per unit of downside risk

0.89

2.40

-1.51

Omega ratio

Gain probability vs. loss probability

1.12

1.35

-0.23

Calmar ratio

Return relative to maximum drawdown

0.64

2.75

-2.12

Martin ratio

Return relative to average drawdown

2.42

10.59

-8.17

VIDGX vs. SCHF - Sharpe Ratio Comparison

The current VIDGX Sharpe Ratio is 0.57, which is lower than the SCHF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of VIDGX and SCHF, 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


VIDGXSCHFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.76

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.40

+0.26

Correlation

The correlation between VIDGX and SCHF is 0.86, 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

VIDGX vs. SCHF - Dividend Comparison

VIDGX's dividend yield for the trailing twelve months is around 1.79%, less than SCHF's 3.27% yield.


TTM20252024202320222021202020192018201720162015
VIDGX
Vanguard International Dividend Growth Fund
1.79%1.74%4.16%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHF
Schwab International Equity ETF
3.27%3.42%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%

Drawdowns

VIDGX vs. SCHF - Drawdown Comparison

The maximum VIDGX drawdown since its inception was -14.09%, smaller than the maximum SCHF drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for VIDGX and SCHF.


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Drawdown Indicators


VIDGXSCHFDifference

Max Drawdown

Largest peak-to-trough decline

-14.09%

-34.87%

+20.78%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-11.48%

-0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-29.14%

Max Drawdown (10Y)

Largest decline over 10 years

-34.87%

Current Drawdown

Current decline from peak

-9.64%

-7.16%

-2.48%

Average Drawdown

Average peak-to-trough decline

-3.24%

-7.44%

+4.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

2.98%

+0.24%

Volatility

VIDGX vs. SCHF - Volatility Comparison

The current volatility for Vanguard International Dividend Growth Fund (VIDGX) is 6.02%, while Schwab International Equity ETF (SCHF) has a volatility of 7.94%. This indicates that VIDGX experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIDGXSCHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

7.94%

-1.92%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

11.79%

-2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

15.10%

17.75%

-2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.71%

16.14%

-3.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.71%

17.09%

-4.38%