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Schwab U.S. Large-Cap ETF (SCHX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS8085242019
CUSIP808524201
IssuerCharles Schwab
Inception DateNov 3, 2009
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities
Index TrackedDow Jones U.S. Large-Cap Total Stock Market Index
Home Pagewww.schwabfunds.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Schwab U.S. Large-Cap ETF has an expense ratio of 0.03% which is considered to be low.


0.50%1.00%1.50%2.00%0.03%

Share Price Chart


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Compare to other instruments

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


Schwab U.S. Large-Cap ETF

Popular comparisons: SCHX vs. VOO, SCHX vs. SCHG, SCHX vs. SCHB, SCHX vs. SWPPX, SCHX vs. SCHD, SCHX vs. SPY, SCHX vs. SPLG, SCHX vs. FNDX, SCHX vs. VTI, SCHX vs. SCHV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab U.S. Large-Cap ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


300.00%350.00%400.00%450.00%500.00%550.00%NovemberDecember2024FebruaryMarchApril
531.53%
380.41%
SCHX (Schwab U.S. Large-Cap ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Schwab U.S. Large-Cap ETF had a return of 5.53% year-to-date (YTD) and 23.17% in the last 12 months. Over the past 10 years, Schwab U.S. Large-Cap ETF had an annualized return of 12.36%, outperforming the S&P 500 benchmark which had an annualized return of 10.43%.


PeriodReturnBenchmark
Year-To-Date5.53%5.29%
1 month-2.51%-2.47%
6 months17.54%16.40%
1 year23.17%20.88%
5 years (annualized)13.23%11.60%
10 years (annualized)12.36%10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.47%5.40%3.21%
2023-4.66%-2.41%9.36%4.88%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SCHX is 84, placing it in the top 16% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of SCHX is 8484
Schwab U.S. Large-Cap ETF(SCHX)
The Sharpe Ratio Rank of SCHX is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of SCHX is 8686Sortino Ratio Rank
The Omega Ratio Rank of SCHX is 8585Omega Ratio Rank
The Calmar Ratio Rank of SCHX is 8383Calmar Ratio Rank
The Martin Ratio Rank of SCHX is 8282Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Schwab U.S. Large-Cap ETF (SCHX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SCHX
Sharpe ratio
The chart of Sharpe ratio for SCHX, currently valued at 1.95, compared to the broader market-1.000.001.002.003.004.005.001.95
Sortino ratio
The chart of Sortino ratio for SCHX, currently valued at 2.82, compared to the broader market-2.000.002.004.006.008.002.82
Omega ratio
The chart of Omega ratio for SCHX, currently valued at 1.34, compared to the broader market1.001.502.002.501.34
Calmar ratio
The chart of Calmar ratio for SCHX, currently valued at 1.54, compared to the broader market0.002.004.006.008.0010.0012.001.54
Martin ratio
The chart of Martin ratio for SCHX, currently valued at 8.10, compared to the broader market0.0020.0040.0060.008.10
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.005.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-2.000.002.004.006.008.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0020.0040.0060.007.21

Sharpe Ratio

The current Schwab U.S. Large-Cap ETF Sharpe ratio is 1.95. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.95
1.79
SCHX (Schwab U.S. Large-Cap ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab U.S. Large-Cap ETF granted a 1.35% dividend yield in the last twelve months. The annual payout for that period amounted to $0.80 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.80$0.79$0.74$0.69$0.75$0.70$0.65$0.54$0.39$0.49$0.43$0.36

Dividend yield

1.35%1.39%1.64%1.22%1.64%1.82%2.17%1.70%1.48%2.04%1.76%1.65%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab U.S. Large-Cap ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.20
2023$0.00$0.00$0.18$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.22
2022$0.00$0.00$0.15$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.21
2021$0.00$0.00$0.14$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.22
2020$0.00$0.00$0.17$0.00$0.00$0.15$0.00$0.00$0.24$0.00$0.00$0.18
2019$0.00$0.00$0.14$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.23
2018$0.00$0.00$0.13$0.00$0.00$0.15$0.00$0.00$0.16$0.00$0.00$0.21
2017$0.00$0.00$0.12$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.15
2016$0.00$0.00$0.01$0.00$0.00$0.12$0.00$0.00$0.09$0.00$0.00$0.18
2015$0.00$0.00$0.11$0.00$0.00$0.14$0.00$0.00$0.12$0.00$0.00$0.13
2014$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.11
2013$0.08$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.10

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.43%
-4.42%
SCHX (Schwab U.S. Large-Cap ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab U.S. Large-Cap ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Schwab U.S. Large-Cap ETF was 34.33%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current Schwab U.S. Large-Cap ETF drawdown is 4.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.33%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-25.41%Dec 28, 2021200Oct 12, 2022294Dec 13, 2023494
-19.48%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-19.27%May 2, 2011108Oct 3, 201185Feb 3, 2012193
-15.6%Apr 26, 201049Jul 2, 201087Nov 4, 2010136

Volatility

Volatility Chart

The current Schwab U.S. Large-Cap ETF volatility is 3.35%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.35%
3.35%
SCHX (Schwab U.S. Large-Cap ETF)
Benchmark (^GSPC)