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VNQI vs. SCHH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VNQI and SCHH is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

VNQI vs. SCHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global ex-U.S. Real Estate ETF (VNQI) and Schwab US REIT ETF (SCHH). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025
0.12%
-1.39%
VNQI
SCHH

Key characteristics

Sharpe Ratio

VNQI:

0.24

SCHH:

0.57

Sortino Ratio

VNQI:

0.43

SCHH:

0.86

Omega Ratio

VNQI:

1.05

SCHH:

1.11

Calmar Ratio

VNQI:

0.12

SCHH:

0.37

Martin Ratio

VNQI:

0.55

SCHH:

2.05

Ulcer Index

VNQI:

6.12%

SCHH:

4.46%

Daily Std Dev

VNQI:

13.95%

SCHH:

16.12%

Max Drawdown

VNQI:

-38.35%

SCHH:

-44.22%

Current Drawdown

VNQI:

-23.16%

SCHH:

-12.57%

Returns By Period

In the year-to-date period, VNQI achieves a 0.81% return, which is significantly higher than SCHH's -0.14% return. Over the past 10 years, VNQI has underperformed SCHH with an annualized return of 0.86%, while SCHH has yielded a comparatively higher 2.94% annualized return.


VNQI

YTD

0.81%

1M

0.91%

6M

-1.45%

1Y

3.15%

5Y*

-3.89%

10Y*

0.86%

SCHH

YTD

-0.14%

1M

0.91%

6M

-0.01%

1Y

9.32%

5Y*

0.92%

10Y*

2.94%

*Annualized

Compare stocks, funds, or ETFs

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


VNQI vs. SCHH - Expense Ratio Comparison

VNQI has a 0.12% expense ratio, which is higher than SCHH's 0.07% 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%.


VNQI
Vanguard Global ex-U.S. Real Estate ETF
Expense ratio chart for VNQI: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for SCHH: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VNQI vs. SCHH — Risk-Adjusted Performance Rank

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

VNQI
The Risk-Adjusted Performance Rank of VNQI is 1212
Overall Rank
The Sharpe Ratio Rank of VNQI is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQI is 1212
Sortino Ratio Rank
The Omega Ratio Rank of VNQI is 1212
Omega Ratio Rank
The Calmar Ratio Rank of VNQI is 1212
Calmar Ratio Rank
The Martin Ratio Rank of VNQI is 1111
Martin Ratio Rank

SCHH
The Risk-Adjusted Performance Rank of SCHH is 2323
Overall Rank
The Sharpe Ratio Rank of SCHH is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHH is 2222
Sortino Ratio Rank
The Omega Ratio Rank of SCHH is 2222
Omega Ratio Rank
The Calmar Ratio Rank of SCHH is 2121
Calmar Ratio Rank
The Martin Ratio Rank of SCHH is 2626
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.

VNQI vs. SCHH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ex-U.S. Real Estate ETF (VNQI) and Schwab US REIT ETF (SCHH). 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 VNQI, currently valued at 0.24, compared to the broader market0.002.004.000.240.57
The chart of Sortino ratio for VNQI, currently valued at 0.43, compared to the broader market0.005.0010.000.430.86
The chart of Omega ratio for VNQI, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.11
The chart of Calmar ratio for VNQI, currently valued at 0.12, compared to the broader market0.005.0010.0015.0020.000.120.37
The chart of Martin ratio for VNQI, currently valued at 0.55, compared to the broader market0.0020.0040.0060.0080.00100.000.552.05
VNQI
SCHH

The current VNQI Sharpe Ratio is 0.24, which is lower than the SCHH Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of VNQI and SCHH, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025
0.24
0.57
VNQI
SCHH

Dividends

VNQI vs. SCHH - Dividend Comparison

VNQI's dividend yield for the trailing twelve months is around 5.12%, more than SCHH's 3.23% yield.


TTM20242023202220212020201920182017201620152014
VNQI
Vanguard Global ex-U.S. Real Estate ETF
5.12%5.16%3.74%0.57%6.48%0.93%7.57%4.62%3.86%5.18%2.86%4.11%
SCHH
Schwab US REIT ETF
3.23%3.22%3.24%2.55%1.50%2.86%2.87%3.66%2.22%2.81%2.48%2.18%

Drawdowns

VNQI vs. SCHH - Drawdown Comparison

The maximum VNQI drawdown since its inception was -38.35%, smaller than the maximum SCHH drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for VNQI and SCHH. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%SeptemberOctoberNovemberDecember2025
-23.16%
-12.57%
VNQI
SCHH

Volatility

VNQI vs. SCHH - Volatility Comparison

The current volatility for Vanguard Global ex-U.S. Real Estate ETF (VNQI) is 3.80%, while Schwab US REIT ETF (SCHH) has a volatility of 5.87%. This indicates that VNQI experiences smaller price fluctuations and is considered to be less risky than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025
3.80%
5.87%
VNQI
SCHH
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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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