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

Correlation

The correlation between VYMI and SCHY is 0.65, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

VYMI vs. SCHY - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
33.87%
20.24%
VYMI
SCHY

Key characteristics

Sharpe Ratio

VYMI:

1.02

SCHY:

1.09

Sortino Ratio

VYMI:

1.48

SCHY:

1.56

Omega Ratio

VYMI:

1.20

SCHY:

1.22

Calmar Ratio

VYMI:

1.29

SCHY:

1.22

Martin Ratio

VYMI:

4.50

SCHY:

2.71

Ulcer Index

VYMI:

3.69%

SCHY:

5.49%

Daily Std Dev

VYMI:

16.29%

SCHY:

13.65%

Max Drawdown

VYMI:

-40.00%

SCHY:

-24.03%

Current Drawdown

VYMI:

-0.51%

SCHY:

0.00%

Returns By Period

In the year-to-date period, VYMI achieves a 11.60% return, which is significantly lower than SCHY's 13.64% return.


VYMI

YTD

11.60%

1M

0.01%

6M

7.41%

1Y

16.13%

5Y*

15.34%

10Y*

N/A

SCHY

YTD

13.64%

1M

2.79%

6M

6.38%

1Y

15.38%

5Y*

N/A

10Y*

N/A

*Annualized

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VYMI vs. SCHY - Expense Ratio Comparison

VYMI has a 0.22% 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%.


Expense ratio chart for VYMI: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VYMI: 0.22%
Expense ratio chart for SCHY: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHY: 0.14%

Risk-Adjusted Performance

VYMI vs. SCHY — Risk-Adjusted Performance Rank

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

VYMI
The Risk-Adjusted Performance Rank of VYMI is 8383
Overall Rank
The Sharpe Ratio Rank of VYMI is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 8383
Martin Ratio Rank

SCHY
The Risk-Adjusted Performance Rank of SCHY is 8181
Overall Rank
The Sharpe Ratio Rank of SCHY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHY is 8383
Sortino Ratio Rank
The Omega Ratio Rank of SCHY is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SCHY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SCHY is 7171
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.

VYMI vs. SCHY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) 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.


The chart of Sharpe ratio for VYMI, currently valued at 1.02, compared to the broader market-1.000.001.002.003.004.00
VYMI: 1.02
SCHY: 1.09
The chart of Sortino ratio for VYMI, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.00
VYMI: 1.48
SCHY: 1.56
The chart of Omega ratio for VYMI, currently valued at 1.20, compared to the broader market0.501.001.502.002.50
VYMI: 1.20
SCHY: 1.22
The chart of Calmar ratio for VYMI, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.0012.00
VYMI: 1.29
SCHY: 1.22
The chart of Martin ratio for VYMI, currently valued at 4.50, compared to the broader market0.0020.0040.0060.00
VYMI: 4.50
SCHY: 2.71

The current VYMI Sharpe Ratio is 1.02, which is comparable to the SCHY Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of VYMI 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.02
1.09
VYMI
SCHY

Dividends

VYMI vs. SCHY - Dividend Comparison

VYMI's dividend yield for the trailing twelve months is around 4.35%, more than SCHY's 4.03% yield.


TTM202420232022202120202019201820172016
VYMI
Vanguard International High Dividend Yield ETF
4.35%4.84%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%
SCHY
Schwab International Dividend Equity ETF
4.03%4.64%3.97%3.67%1.73%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VYMI vs. SCHY - Drawdown Comparison

The maximum VYMI drawdown since its inception was -40.00%, which is greater than SCHY's maximum drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for VYMI and SCHY. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.51%
0
VYMI
SCHY

Volatility

VYMI vs. SCHY - Volatility Comparison

Vanguard International High Dividend Yield ETF (VYMI) has a higher volatility of 11.02% compared to Schwab International Dividend Equity ETF (SCHY) at 8.69%. This indicates that VYMI'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%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.02%
8.69%
VYMI
SCHY