AIUP vs. SCHX
AIUP (FINQ FIRST U.S. Large Cap AI-Managed Equity ETF) and SCHX (Schwab U.S. Large-Cap ETF) are both Large Cap Blend Equities funds. AIUP is actively managed, while SCHX is passively managed. Their 0.63 correlation means they have sometimes moved together and sometimes differently. AIUP charges 0.70%/yr vs 0.03%/yr for SCHX.
Performance
AIUP vs. SCHX - Performance Comparison
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Returns By Period
AIUP
- 1D
- 0.72%
- 1M
- 0.17%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SCHX
- 1D
- 0.14%
- 1M
- 1.29%
- 6M
- 7.20%
- YTD
- 8.96%
- 1Y
- 16.84%
- 3Y*
- 18.87%
- 5Y*
- 11.95%
- 10Y*
- 14.80%
- ALL TIME*
- 14.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $29.32K | $20.65K | $44.48K | |
| $287.22M | $290.14M | $381.40M |
AIUP vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
AIUP FINQ FIRST U.S. Large Cap AI-Managed Equity ETF | 7.57% |
SCHX Schwab U.S. Large-Cap ETF | 9.90% |
Correlation
The correlation between AIUP and SCHX is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Feb 6, 2026 | 0.63 |
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Return for Risk
AIUP vs. SCHX — Risk / Return Rank
AIUP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SCHX
AIUP vs. SCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FINQ FIRST U.S. Large Cap AI-Managed Equity ETF (AIUP) 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.
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.
| AIUP | SCHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.24 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.87 | — |
| Martin ratioReturn relative to average drawdown | — | 7.93 | — |
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Drawdowns
AIUP vs. SCHX - Drawdown Comparison
The maximum AIUP drawdown since its inception was -11.32%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for AIUP and SCHX.
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Drawdown Indicators
| AIUP | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.32% | -34.33% | +23.01% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.02% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.04% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.41% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.33% | — |
Current DrawdownCurrent decline from peak | -7.15% | -2.28% | -4.87% |
Average DrawdownAverage peak-to-trough decline | -3.06% | -3.95% | +0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.13% | — |
Volatility
AIUP vs. SCHX - Volatility Comparison
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Volatility by Period
| AIUP | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.02% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.88% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 23.57% | 12.77% | +10.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.57% | 17.22% | +6.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.57% | 18.14% | +5.43% |
AIUP vs. SCHX - Expense Ratio Comparison
AIUP has a 0.70% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Dividends
AIUP vs. SCHX - Dividend Comparison
AIUP has not paid dividends to shareholders, while SCHX's dividend yield for the trailing twelve months is around 1.04%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIUP FINQ FIRST U.S. Large Cap AI-Managed Equity ETF | 0.00% | 0.00% | 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 | 1.04% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
Frequently Asked Questions
AIUP and SCHX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHX is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHX is cheaper with a 0.03% expense ratio, compared with 0.70% for AIUP.
SCHX has the higher dividend yield at 1.04%, compared with 0.00% for AIUP.
They also come from different issuers: FINQ and Charles Schwab. Their fees differ too: 0.70% for AIUP and 0.03% for SCHX.
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