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

Correlation

The correlation between VIGI and SCHY is 0.87, 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.


-0.50.00.51.00.9

Performance

VIGI vs. SCHY - Performance Comparison

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

0.00%2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
0.61%
-0.41%
VIGI
SCHY

Key characteristics

Sharpe Ratio

VIGI:

0.53

SCHY:

0.07

Sortino Ratio

VIGI:

0.81

SCHY:

0.17

Omega Ratio

VIGI:

1.10

SCHY:

1.02

Calmar Ratio

VIGI:

0.66

SCHY:

0.07

Martin Ratio

VIGI:

2.00

SCHY:

0.20

Ulcer Index

VIGI:

3.08%

SCHY:

3.69%

Daily Std Dev

VIGI:

11.68%

SCHY:

10.99%

Max Drawdown

VIGI:

-31.01%

SCHY:

-24.03%

Current Drawdown

VIGI:

-9.30%

SCHY:

-11.47%

Returns By Period

In the year-to-date period, VIGI achieves a 3.20% return, which is significantly higher than SCHY's -1.91% return.


VIGI

YTD

3.20%

1M

-1.47%

6M

0.56%

1Y

5.32%

5Y*

5.30%

10Y*

N/A

SCHY

YTD

-1.91%

1M

-3.34%

6M

-0.15%

1Y

-0.04%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VIGI vs. SCHY - Expense Ratio Comparison

VIGI has a 0.15% expense ratio, which is higher than SCHY's 0.14% 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%.


VIGI
Vanguard International Dividend Appreciation ETF
Expense ratio chart for VIGI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for SCHY: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

VIGI vs. SCHY - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for VIGI, currently valued at 0.53, compared to the broader market0.002.004.000.530.07
The chart of Sortino ratio for VIGI, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.0010.000.810.17
The chart of Omega ratio for VIGI, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.02
The chart of Calmar ratio for VIGI, currently valued at 0.66, compared to the broader market0.005.0010.0015.000.660.07
The chart of Martin ratio for VIGI, currently valued at 2.00, compared to the broader market0.0020.0040.0060.0080.00100.002.000.20
VIGI
SCHY

The current VIGI Sharpe Ratio is 0.53, which is higher than the SCHY Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of VIGI and SCHY, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.53
0.07
VIGI
SCHY

Dividends

VIGI vs. SCHY - Dividend Comparison

VIGI's dividend yield for the trailing twelve months is around 1.59%, less than SCHY's 4.65% yield.


TTM20232022202120202019201820172016
VIGI
Vanguard International Dividend Appreciation ETF
1.59%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%
SCHY
Schwab International Dividend Equity ETF
4.65%3.97%3.68%1.73%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VIGI vs. SCHY - Drawdown Comparison

The maximum VIGI drawdown since its inception was -31.01%, which is greater than SCHY's maximum drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for VIGI and SCHY. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.30%
-11.47%
VIGI
SCHY

Volatility

VIGI vs. SCHY - Volatility Comparison

Vanguard International Dividend Appreciation ETF (VIGI) has a higher volatility of 3.61% compared to Schwab International Dividend Equity ETF (SCHY) at 3.00%. This indicates that VIGI's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%JulyAugustSeptemberOctoberNovemberDecember
3.61%
3.00%
VIGI
SCHY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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