SCHY vs ETY

Comparison between SCHWAB INTERNATIONAL DIVIDEND EQUITY ETF (SCHY, ETF) and Eaton Vance Tax-Managed Diversified Equity Income Fund (ETY, ETF).

5-Year PerformanceSCHY has outperformed ETY, delivering a return of +9.4% compared to +8.8%

SCHY vs ETY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SCHY(ETF)	ETY(ETF)
Net Assets	$2.50B	$2.50B
Expense Ratio	0.08%	N/A
Max Drawdown	25.42%	64.57%
Sharpe Ratio	1.75	-0.18
5Y Beta	0.39	0.92
5Y Dividends CAGR	96.21%	4.98%

Net Assets

SCHY

$2.50B

ETY

$2.50B

Expense Ratio

SCHY

0.08%

ETY

N/A

Max Drawdown

Winner

SCHY

25.42%

ETY

64.57%

Sharpe Ratio

Winner

SCHY

1.75

ETY

-0.18

5Y Beta

Winner

SCHY

0.39

ETY

0.92

5Y Dividends CAGR

Winner

SCHY

96.21%

ETY

4.98%

SCHY vs ETY - Historical Returns

Returns include dividend reinvestment.

Period	SCHY	ETY
1 month	+4.60%	+1.37%
3 months	+6.29%	+0.47%
6 months	+4.36%	+1.39%
1 year	+26.19%	+0.74%
5 years(CAGR)	+9.37%	+8.81%
10 years(CAGR)	N/A	+12.31%
Max(CAGR)	+9.67%	+8.58%

Winner

SCHY

+4.60%

ETY

+1.37%

Winner

SCHY

+6.29%

ETY

+0.47%

Winner

SCHY

+4.36%

ETY

+1.39%

Winner

SCHY

+26.19%

ETY

+0.74%

5Y(CAGR)

Winner

SCHY

+9.37%

ETY

+8.81%

10Y(CAGR)

SCHY

N/A

ETY

+12.31%

Max(CAGR)

Winner

SCHY

+9.67%

ETY

+8.58%

SCHY vs ETY - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	SCHY	ETY
2026	+13.92%	+0.52%
2025	+33.82%	+11.01%
2024	-1.25%	+35.10%
2023	+13.76%	+21.52%
2022	-9.80%	-20.72%
2021	+4.08%	+34.82%
2020	N/A	+6.29%
2019	N/A	+31.23%
2018	N/A	-10.18%
2017	N/A	+29.36%
2016	N/A	+4.62%
2015	N/A	+9.12%
2014	N/A	+12.87%
2013	N/A	+25.11%
2012	N/A	+16.30%
2011	N/A	-13.08%
2010	N/A	-2.81%
2009	N/A	+36.46%
2008	N/A	-25.83%
2007	N/A	-8.21%
2006	N/A	+0.25%

SCHY vs ETY Drawdown Comparison

The maximum drawdown for SCHY was -24.03%, occurring on Sep 27, 2022. Recovery took 471 trading sessions.

The maximum drawdown for ETY was -52.91%, occurring on Nov 20, 2008. Recovery took 1419 trading sessions.

The current ETY drawdown is -2.07%.

Rank	SCHY	ETY
#1	-24.03% Feb 9, 2022 - Dec 26, 2023	-52.91% Jun 1, 2007 - Jan 18, 2013
#2	-12.16% Sep 26, 2024 - Apr 22, 2025	-42.40% Feb 12, 2020 - Nov 17, 2020
#3	-9.11% Feb 27, 2026 - Jul 30, 2026	-24.43% Sep 13, 2018 - Jun 20, 2019
#4	-7.47% Jun 14, 2021 - Jan 12, 2022	-24.03% Dec 31, 2021 - Feb 5, 2024
#5	-5.26% Jan 12, 2024 - May 13, 2024	-21.28% Feb 19, 2025 - Jun 25, 2025
#6	-4.53% May 17, 2024 - Jul 12, 2024	-14.39% Sep 22, 2025 - Mar 30, 2026
#7	-3.52% Jul 31, 2024 - Aug 15, 2024	-13.90% Nov 3, 2015 - Aug 5, 2016
#8	-3.48% Jul 23, 2025 - Aug 12, 2025	-12.52% Sep 3, 2014 - Nov 5, 2014
#9	-2.90% Nov 12, 2025 - Nov 26, 2025	-11.93% Jul 20, 2015 - Nov 3, 2015
#10	-2.86% Jan 14, 2022 - Feb 9, 2022	-8.97% Jan 26, 2018 - May 8, 2018
#11	-2.80% Aug 22, 2025 - Oct 17, 2025	-8.63% Sep 8, 2016 - Jan 26, 2017
#12	-2.73% Jun 12, 2025 - Jul 2, 2025	-8.09% May 21, 2013 - Jul 15, 2013
#13	-2.33% May 10, 2021 - May 17, 2021	-7.21% Jul 10, 2024 - Aug 30, 2024
#14	-1.95% May 6, 2025 - May 19, 2025	-6.77% Nov 28, 2014 - Feb 27, 2015
#15	-1.89% Oct 28, 2025 - Nov 10, 2025	-6.17% Jan 22, 2014 - Feb 18, 2014

Correlation

Correlation between SCHY and ETY is 0.87 which considered as a strong positive correlation - the stocks tend to move together.

0.87

-101

Dividend Comparison (2007 - 2026)

SCHY vs ETY dividend yield comparison.

Year	SCHY	ETY
2026	1.60%	4.74%
2025	3.55%	7.76%
2024	4.64%	7.59%
2023	3.97%	7.92%
2022	3.67%	10.04%
2021	1.73%	7.01%
2020	0.00%	8.26%
2019	0.00%	8.08%
2018	0.00%	9.92%
2017	0.00%	8.30%
2016	0.00%	9.77%
2015	0.00%	9.03%
2014	0.00%	9.06%
2013	0.00%	9.26%
2012	0.00%	11.19%
2011	0.00%	13.06%
2010	0.00%	14.35%
2009	0.00%	14.09%
2008	0.00%	17.11%
2007	0.00%	11.13%