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VIGI vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIGI and SCHD is 0.77, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

VIGI vs. SCHD - Performance Comparison

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

80.00%100.00%120.00%140.00%160.00%180.00%200.00%NovemberDecember2025FebruaryMarchApril
103.31%
169.12%
VIGI
SCHD

Key characteristics

Sharpe Ratio

VIGI:

0.69

SCHD:

0.23

Sortino Ratio

VIGI:

1.06

SCHD:

0.43

Omega Ratio

VIGI:

1.14

SCHD:

1.06

Calmar Ratio

VIGI:

0.72

SCHD:

0.23

Martin Ratio

VIGI:

2.08

SCHD:

0.84

Ulcer Index

VIGI:

5.03%

SCHD:

4.38%

Daily Std Dev

VIGI:

15.18%

SCHD:

15.99%

Max Drawdown

VIGI:

-31.01%

SCHD:

-33.37%

Current Drawdown

VIGI:

-3.58%

SCHD:

-11.33%

Returns By Period

In the year-to-date period, VIGI achieves a 6.80% return, which is significantly higher than SCHD's -5.04% return.


VIGI

YTD

6.80%

1M

0.12%

6M

0.81%

1Y

9.84%

5Y*

9.99%

10Y*

N/A

SCHD

YTD

-5.04%

1M

-6.82%

6M

-7.58%

1Y

2.51%

5Y*

13.19%

10Y*

10.35%

*Annualized

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VIGI vs. SCHD - Expense Ratio Comparison

VIGI has a 0.15% 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%.


Expense ratio chart for VIGI: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIGI: 0.15%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

VIGI vs. SCHD — Risk-Adjusted Performance Rank

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

VIGI
The Risk-Adjusted Performance Rank of VIGI is 6969
Overall Rank
The Sharpe Ratio Rank of VIGI is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGI is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VIGI is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VIGI is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VIGI is 6262
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4141
Overall Rank
The Sharpe Ratio Rank of SCHD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VIGI vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation ETF (VIGI) and Schwab US 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.


The chart of Sharpe ratio for VIGI, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.00
VIGI: 0.69
SCHD: 0.23
The chart of Sortino ratio for VIGI, currently valued at 1.06, compared to the broader market-2.000.002.004.006.008.00
VIGI: 1.06
SCHD: 0.43
The chart of Omega ratio for VIGI, currently valued at 1.14, compared to the broader market0.501.001.502.00
VIGI: 1.14
SCHD: 1.06
The chart of Calmar ratio for VIGI, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.0012.00
VIGI: 0.72
SCHD: 0.23
The chart of Martin ratio for VIGI, currently valued at 2.08, compared to the broader market0.0020.0040.0060.00
VIGI: 2.08
SCHD: 0.84

The current VIGI Sharpe Ratio is 0.69, which is higher than the SCHD Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of VIGI and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.69
0.23
VIGI
SCHD

Dividends

VIGI vs. SCHD - Dividend Comparison

VIGI's dividend yield for the trailing twelve months is around 1.92%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
VIGI
Vanguard International Dividend Appreciation ETF
1.92%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

VIGI vs. SCHD - Drawdown Comparison

The maximum VIGI drawdown since its inception was -31.01%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VIGI and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.58%
-11.33%
VIGI
SCHD

Volatility

VIGI vs. SCHD - Volatility Comparison

The current volatility for Vanguard International Dividend Appreciation ETF (VIGI) is 9.84%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.25%. This indicates that VIGI experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
9.84%
11.25%
VIGI
SCHD