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VXUS vs. SCHF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VXUS and SCHF is 0.98, 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.


-0.50.00.51.01.0

Performance

VXUS vs. SCHF - Performance Comparison

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

80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
86.06%
142.75%
VXUS
SCHF

Key characteristics

Sharpe Ratio

VXUS:

0.83

SCHF:

0.69

Sortino Ratio

VXUS:

1.22

SCHF:

1.02

Omega Ratio

VXUS:

1.15

SCHF:

1.12

Calmar Ratio

VXUS:

1.11

SCHF:

1.09

Martin Ratio

VXUS:

3.59

SCHF:

2.76

Ulcer Index

VXUS:

2.92%

SCHF:

3.14%

Daily Std Dev

VXUS:

12.64%

SCHF:

12.63%

Max Drawdown

VXUS:

-35.97%

SCHF:

-34.64%

Current Drawdown

VXUS:

-6.27%

SCHF:

-6.87%

Returns By Period

In the year-to-date period, VXUS achieves a 7.41% return, which is significantly higher than SCHF's 5.68% return. Over the past 10 years, VXUS has underperformed SCHF with an annualized return of 5.28%, while SCHF has yielded a comparatively higher 7.33% annualized return.


VXUS

YTD

7.41%

1M

1.42%

6M

1.78%

1Y

10.27%

5Y (annualized)

4.90%

10Y (annualized)

5.28%

SCHF

YTD

5.68%

1M

1.19%

6M

0.72%

1Y

8.38%

5Y (annualized)

7.27%

10Y (annualized)

7.33%

Compare stocks, funds, or ETFs

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


VXUS vs. SCHF - Expense Ratio Comparison

VXUS has a 0.07% expense ratio, which is higher than SCHF'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%.


VXUS
Vanguard Total International Stock ETF
Expense ratio chart for VXUS: 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%
Expense ratio chart for SCHF: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VXUS vs. SCHF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) 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.


Sharpe ratio
The chart of Sharpe ratio for VXUS, currently valued at 0.83, compared to the broader market0.002.004.000.830.69
The chart of Sortino ratio for VXUS, currently valued at 1.22, compared to the broader market-2.000.002.004.006.008.0010.001.221.02
The chart of Omega ratio for VXUS, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.12
The chart of Calmar ratio for VXUS, currently valued at 1.11, compared to the broader market0.005.0010.0015.001.111.09
The chart of Martin ratio for VXUS, currently valued at 3.59, compared to the broader market0.0020.0040.0060.0080.00100.003.592.76
VXUS
SCHF

The current VXUS Sharpe Ratio is 0.83, which is comparable to the SCHF Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of VXUS 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.83
0.69
VXUS
SCHF

Dividends

VXUS vs. SCHF - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 1.60%, less than SCHF's 3.19% yield.


TTM20232022202120202019201820172016201520142013
VXUS
Vanguard Total International Stock ETF
1.60%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%2.70%
SCHF
Schwab International Equity ETF
3.19%5.94%4.75%4.07%4.16%3.71%6.12%2.35%2.58%4.51%5.80%2.21%

Drawdowns

VXUS vs. SCHF - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, roughly equal to the maximum SCHF drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for VXUS and SCHF. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.27%
-6.87%
VXUS
SCHF

Volatility

VXUS vs. SCHF - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) and Schwab International Equity ETF (SCHF) have volatilities of 2.46% and 2.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.46%
2.58%
VXUS
SCHF
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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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