ABCS vs. SCHM

Last updated Aug 4, 2026

ABCS (Alpha Blue Capital US Small-Mid Cap Dynamic ETF) and SCHM (Schwab US Mid-Cap ETF) are both Mid Cap Blend Equities funds - ABCS tracks the BNY Mellon ABC Index while SCHM tracks the Dow Jones US Total Stock Market Mid-Cap. Both are passively managed. Over the past year, ABCS returned 27.04% vs 27.07% for SCHM. Their correlation of 0.85 means they have usually moved in the same direction. ABCS charges 0.27%/yr vs 0.04%/yr for SCHM.

Performance

ABCS vs. SCHM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) and Schwab US Mid-Cap ETF (SCHM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with ABCS having a 17.72% return and SCHM slightly higher at 17.93%.

ABCS

• 1D: 1.01%
• 1M: 4.56%
• 6M: 15.07%
• YTD: 17.72%
• 1Y: 27.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 15.35%

SCHM

• 1D: 1.64%
• 1M: -1.95%
• 6M: 11.24%
• YTD: 17.93%
• 1Y: 27.07%
• 3Y*: 15.18%
• 5Y*: 7.95%
• 10Y*: 10.89%
• ALL TIME*: 11.28%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	$79.37K	$71.92K	$66.69K
SCHM Schwab US Mid-Cap ETF	$35.03M	$31.94M	$37.21M

ABCS vs. SCHM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	17.72%	7.95%	14.47%	-0.06%
SCHM Schwab US Mid-Cap ETF	17.93%	10.17%	11.98%	0.19%

Correlation

The correlation between ABCS and SCHM is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.72
Correlation (All Time) Calculated using the full available price history since Dec 20, 2023	0.85

The correlation between ABCS and SCHM shifts across timeframes, from 0.72 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

ABCS vs. SCHM - Sectors Allocation Comparison

Sectors	ABCS	SCHM
Financial Services	21.0%	11.1%
Healthcare	16.9%	11.6%
Consumer Cyclical	14.1%	10.9%
Technology	13.8%	22.0%
Industrials	11.5%	21.9%
Energy	5.3%	3.2%
Consumer Defensive	4.7%	3.4%
Real Estate	4.5%	6.5%
Basic Materials	3.4%	4.1%
Utilities	3.0%	2.9%
Communication Services	2.0%	2.4%

Return for Risk

ABCS vs. SCHM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ABCS

ABCS Risk / Return Rank: 80
ABCS Sharpe Ratio Rank: 80
ABCS Sortino Ratio Rank: 84
ABCS Omega Ratio Rank: 79
ABCS Calmar Ratio Rank: 82
ABCS Martin Ratio Rank: 76

SCHM

SCHM Risk / Return Rank: 73
SCHM Sharpe Ratio Rank: 70
SCHM Sortino Ratio Rank: 72
SCHM Omega Ratio Rank: 66
SCHM Calmar Ratio Rank: 80
SCHM Martin Ratio Rank: 78

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ABCS vs. SCHM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) and Schwab US Mid-Cap ETF (SCHM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ABCS	SCHM	Difference
Sharpe ratio: Return per unit of total volatility	2.01	1.63	+0.38
Sortino ratio: Return per unit of downside risk	2.97	2.37	+0.60
Omega ratio: Gain probability vs. loss probability	1.36	1.29	+0.07
Calmar ratio: Return relative to maximum drawdown	3.26	2.92	+0.34
Martin ratio: Return relative to average drawdown	10.52	10.23	+0.29

ABCS vs. SCHM - Sharpe Ratio Comparison

The current ABCS Sharpe Ratio is 2.01, which is comparable to the SCHM Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of ABCS and SCHM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ABCS vs. SCHM - Drawdown Comparison

The maximum ABCS drawdown since its inception was -20.52%, smaller than the maximum SCHM drawdown of -42.43%. Use the drawdown chart below to compare losses from any high point for ABCS and SCHM.

Drawdown Indicators

	ABCS	SCHM	Difference
Max Drawdown Largest peak-to-trough decline	-20.52%	-42.43%	+21.91%
Max Drawdown (1Y) Largest decline over 1 year	-8.33%	-9.32%	+0.99%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.27%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.46%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.43%	—
Current Drawdown Current decline from peak	-0.27%	-4.34%	+4.07%
Average Drawdown Average peak-to-trough decline	-3.34%	-5.62%	+2.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	2.65%	-0.07%

Volatility

ABCS vs. SCHM - Volatility Comparison

The current volatility for Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) is 3.92%, while Schwab US Mid-Cap ETF (SCHM) has a volatility of 4.76%. This indicates that ABCS experiences smaller price fluctuations and is considered to be less risky than SCHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABCS	SCHM	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.92%	4.76%	-0.84%
Volatility (6M) Calculated over the trailing 6-month period	9.43%	13.13%	-3.70%
Volatility (1Y) Calculated over the trailing 1-year period	13.53%	16.70%	-3.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.90%	19.70%	-2.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.90%	20.50%	-3.60%

ABCS vs. SCHM - Expense Ratio Comparison

ABCS has a 0.27% expense ratio, which is higher than SCHM's 0.04% 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%.

Dividends

ABCS vs. SCHM - Dividend Comparison

ABCS's dividend yield for the trailing twelve months is around 1.11%, less than SCHM's 1.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	1.11%	1.37%	1.39%	0.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHM Schwab US Mid-Cap ETF	1.25%	1.46%	1.43%	1.50%	1.67%	1.13%	1.31%	1.48%	1.56%	1.27%	1.51%	1.54%

Frequently Asked Questions

Can I hold both ABCS and SCHM in my portfolio?

ABCS and SCHM have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABCS or SCHM?

SCHM has higher volatility (4.76%) compared to ABCS (3.92%). In terms of maximum drawdown, ABCS dropped -20.52% vs SCHM's -42.43%.

Which ETF is better, ABCS or SCHM?

On 1-year performance, SCHM leads with 27.07% vs 27.04% for ABCS. On fees, SCHM is cheaper at 0.04% per year. On volatility, ABCS has been the lower-risk option at 3.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ABCS or SCHM?

Over the 1-year period, SCHM has performed better with a 27.07% return vs 27.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ABCS or SCHM?

SCHM is cheaper with a 0.04% expense ratio, compared with 0.27% for ABCS.

Which ETF pays a higher dividend yield, ABCS or SCHM?

SCHM has the higher dividend yield at 1.25%, compared with 1.11% for ABCS.

What is the main difference between ABCS and SCHM?

ABCS tracks BNY Mellon ABC Index, while SCHM tracks Dow Jones US Total Stock Market Mid-Cap. They also come from different issuers: Alpha Architect and Charles Schwab. Their fees differ too: 0.27% for ABCS and 0.04% for SCHM.

Which has better risk-adjusted returns?

ABCS currently has the higher Sharpe Ratio (2.01 vs 1.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.