AAUS vs. SCHX

Last updated Apr 2, 2026

Compare and contrast key facts about Alpha Architect US Equity ETF (AAUS) and Schwab U.S. Large-Cap ETF (SCHX).

AAUS and SCHX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AAUS is an actively managed fund by Alpha Architect. It was launched on Jul 22, 2025. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.

Performance

AAUS vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect US Equity ETF (AAUS) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

AAUS vs. SCHX - Yearly Performance Comparison

	2026 (YTD)	2025
AAUS Alpha Architect US Equity ETF	-4.26%	9.66%
SCHX Schwab U.S. Large-Cap ETF	-3.70%	7.75%

Returns By Period

In the year-to-date period, AAUS achieves a -4.26% return, which is significantly lower than SCHX's -3.70% return.

AAUS

• 1D: 0.72%
• 1M: -4.19%
• YTD: -4.26%
• 6M: -2.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHX

• 1D: 0.78%
• 1M: -4.31%
• YTD: -3.70%
• 6M: -1.70%
• 1Y: 17.91%
• 3Y*: 18.55%
• 5Y*: 11.30%
• 10Y*: 14.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AAUS vs. SCHX - Expense Ratio Comparison

AAUS has a 0.15% expense ratio, which is higher than SCHX's 0.03% 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%.

AAUS

Alpha Architect US Equity ETF

SCHX

Schwab U.S. Large-Cap ETF

Return for Risk

AAUS vs. SCHX — Risk / Return Rank

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

SCHX

SCHX Risk / Return Rank: 58
SCHX Sharpe Ratio Rank: 52
SCHX Sortino Ratio Rank: 56
SCHX Omega Ratio Rank: 59
SCHX Calmar Ratio Rank: 57
SCHX Martin Ratio Rank: 67

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AAUS vs. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect US Equity ETF (AAUS) and Schwab U.S. Large-Cap ETF (SCHX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	AAUS	SCHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.98	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.66	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.80	-0.23

Correlation

The correlation between AAUS and SCHX 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.

Dividends

AAUS vs. SCHX - Dividend Comparison

AAUS's dividend yield for the trailing twelve months is around 0.38%, less than SCHX's 1.16% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AAUS Alpha Architect US Equity ETF	0.38%	0.37%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHX Schwab U.S. Large-Cap ETF	1.16%	1.09%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.02%	1.70%	1.92%	2.04%

Drawdowns

AAUS vs. SCHX - Drawdown Comparison

The maximum AAUS drawdown since its inception was -9.13%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for AAUS and SCHX.

Drawdown Indicators

	AAUS	SCHX	Difference
Max Drawdown Largest peak-to-trough decline	-9.13%	-34.33%	+25.20%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.19%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.41%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.33%	—
Current Drawdown Current decline from peak	-5.86%	-5.67%	-0.19%
Average Drawdown Average peak-to-trough decline	-1.43%	-4.00%	+2.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.62%	—

Volatility

Volatility by Period

	AAUS	SCHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.36%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.67%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.79%	18.33%	-5.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.79%	17.13%	-4.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.79%	18.13%	-5.34%