BOUT vs. SCHM
Compare and contrast key facts about Innovator IBD Breakout Opportunities ETF (BOUT) and Schwab US Mid-Cap ETF (SCHM).
BOUT and SCHM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BOUT is a passively managed fund by Innovator that tracks the performance of the IBD Breakout Stocks Total Return Index. It was launched on Sep 13, 2018. SCHM is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones US Total Stock Market Mid-Cap. It was launched on Jan 13, 2011. Both BOUT and SCHM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
BOUT vs. SCHM - Performance Comparison
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BOUT vs. SCHM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BOUT Innovator IBD Breakout Opportunities ETF | 8.23% | -6.77% | 18.82% | 13.27% | -22.60% | 22.69% | 50.56% | 20.59% | -29.80% |
SCHM Schwab US Mid-Cap ETF | 3.21% | 10.17% | 11.98% | 16.69% | -17.07% | 19.36% | 15.26% | 27.48% | -17.52% |
Returns By Period
In the year-to-date period, BOUT achieves a 8.23% return, which is significantly higher than SCHM's 3.21% return.
BOUT
- 1D
- 2.67%
- 1M
- -3.79%
- YTD
- 8.23%
- 6M
- 1.15%
- 1Y
- 8.69%
- 3Y*
- 8.84%
- 5Y*
- 4.03%
- 10Y*
- —
SCHM
- 1D
- 3.30%
- 1M
- -5.64%
- YTD
- 3.21%
- 6M
- 5.17%
- 1Y
- 19.92%
- 3Y*
- 12.71%
- 5Y*
- 5.81%
- 10Y*
- 10.20%
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BOUT vs. SCHM - Expense Ratio Comparison
BOUT has a 0.80% expense ratio, which is higher than SCHM's 0.04% expense ratio.
Return for Risk
BOUT vs. SCHM — Risk / Return Rank
BOUT
SCHM
BOUT vs. SCHM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator IBD Breakout Opportunities ETF (BOUT) 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.
| BOUT | SCHM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.40 | 0.95 | -0.55 |
Sortino ratioReturn per unit of downside risk | 0.66 | 1.45 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.20 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.65 | 1.42 | -0.76 |
Martin ratioReturn relative to average drawdown | 1.81 | 6.23 | -4.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BOUT | SCHM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.95 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.30 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.54 | -0.25 |
Correlation
The correlation between BOUT and SCHM is 0.75, 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
BOUT vs. SCHM - Dividend Comparison
BOUT's dividend yield for the trailing twelve months is around 0.32%, less than SCHM's 1.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOUT Innovator IBD Breakout Opportunities ETF | 0.32% | 0.34% | 0.60% | 1.32% | 1.35% | 0.00% | 0.00% | 0.00% | 0.22% | 0.00% | 0.00% | 0.00% |
SCHM Schwab US Mid-Cap ETF | 1.41% | 1.46% | 1.43% | 1.50% | 1.67% | 1.13% | 1.31% | 1.48% | 1.56% | 1.27% | 1.51% | 1.54% |
Drawdowns
BOUT vs. SCHM - Drawdown Comparison
The maximum BOUT drawdown since its inception was -36.75%, smaller than the maximum SCHM drawdown of -42.43%. Use the drawdown chart below to compare losses from any high point for BOUT and SCHM.
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Drawdown Indicators
| BOUT | SCHM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.75% | -42.43% | +5.68% |
Max Drawdown (1Y)Largest decline over 1 year | -13.73% | -14.16% | +0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -28.28% | -26.46% | -1.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.43% | — |
Current DrawdownCurrent decline from peak | -6.50% | -6.32% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -12.55% | -5.71% | -6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.95% | 3.22% | +1.73% |
Volatility
BOUT vs. SCHM - Volatility Comparison
Innovator IBD Breakout Opportunities ETF (BOUT) has a higher volatility of 8.61% compared to Schwab US Mid-Cap ETF (SCHM) at 6.87%. This indicates that BOUT's price experiences larger fluctuations and is considered to be riskier than SCHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BOUT | SCHM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.61% | 6.87% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 17.18% | 12.04% | +5.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.74% | 21.13% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.54% | 19.52% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 20.41% | +2.55% |