CSTK vs. SCHV

Last updated Jun 4, 2026

CSTK (Invesco Comstock Contrarian Equity ETF) and SCHV (Schwab U.S. Large-Cap Value ETF) are both Large Cap Value Equities funds. CSTK is actively managed, while SCHV is passively managed. Over the past year, CSTK returned 26.71% vs 28.49% for SCHV. Their correlation of 0.93 suggests significant overlap in exposure. CSTK charges 0.35%/yr vs 0.04%/yr for SCHV.

Performance

CSTK vs. SCHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Comstock Contrarian Equity ETF (CSTK) and Schwab U.S. Large-Cap Value ETF (SCHV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CSTK achieves a 11.29% return, which is significantly lower than SCHV's 15.39% return.

CSTK

• 1D: 0.07%
• 1M: 3.59%
• YTD: 11.29%
• 6M: 13.04%
• 1Y: 26.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHV

• 1D: 0.09%
• 1M: 5.65%
• YTD: 15.39%
• 6M: 16.00%
• 1Y: 28.49%
• 3Y*: 18.86%
• 5Y*: 10.40%
• 10Y*: 11.50%

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

CSTK vs. SCHV - Yearly Performance Comparison

	2026 (YTD)	2025
CSTK Invesco Comstock Contrarian Equity ETF	11.29%	18.33%
SCHV Schwab U.S. Large-Cap Value ETF	15.39%	15.41%

Correlation

The correlation between CSTK and SCHV is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (All Time) Calculated using the full available price history since May 8, 2025	0.93

The correlation between CSTK and SCHV has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

Return for Risk

CSTK vs. SCHV — Risk / Return Rank

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

CSTK

CSTK Risk / Return Rank: 70
CSTK Sharpe Ratio Rank: 74
CSTK Sortino Ratio Rank: 77
CSTK Omega Ratio Rank: 71
CSTK Calmar Ratio Rank: 62
CSTK Martin Ratio Rank: 66

SCHV

SCHV Risk / Return Rank: 81
SCHV Sharpe Ratio Rank: 81
SCHV Sortino Ratio Rank: 84
SCHV Omega Ratio Rank: 78
SCHV Calmar Ratio Rank: 80
SCHV Martin Ratio Rank: 82

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.

CSTK vs. SCHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Comstock Contrarian Equity ETF (CSTK) and Schwab U.S. Large-Cap Value ETF (SCHV). 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.

	CSTK	SCHV	Difference
Sharpe ratio: Return per unit of total volatility	2.38	2.69	-0.31
Sortino ratio: Return per unit of downside risk	3.42	3.84	-0.42
Omega ratio: Gain probability vs. loss probability	1.42	1.48	-0.06
Calmar ratio: Return relative to maximum drawdown	3.02	4.19	-1.17
Martin ratio: Return relative to average drawdown	11.85	16.96	-5.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSTK vs. SCHV - Sharpe Ratio Comparison

The current CSTK Sharpe Ratio is 2.38, which is comparable to the SCHV Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of CSTK and SCHV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CSTK	SCHV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.38	2.69	-0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.72	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.54	0.72	+1.82

Drawdowns

CSTK vs. SCHV - Drawdown Comparison

The maximum CSTK drawdown since its inception was -8.87%, smaller than the maximum SCHV drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for CSTK and SCHV.

Drawdown Indicators

	CSTK	SCHV	Difference
Max Drawdown Largest peak-to-trough decline	-8.87%	-37.08%	+28.21%
Max Drawdown (1Y) Largest decline over 1 year	-8.87%	-6.83%	-2.04%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.78%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.08%	—
Current Drawdown Current decline from peak	-0.60%	0.00%	-0.60%
Average Drawdown Average peak-to-trough decline	-1.28%	-3.83%	+2.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.26%	1.69%	+0.57%

Volatility

CSTK vs. SCHV - Volatility Comparison

The current volatility for Invesco Comstock Contrarian Equity ETF (CSTK) is 2.68%, while Schwab U.S. Large-Cap Value ETF (SCHV) has a volatility of 3.09%. This indicates that CSTK experiences smaller price fluctuations and is considered to be less risky than SCHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CSTK	SCHV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.68%	3.09%	-0.41%
Volatility (6M) Calculated over the trailing 6-month period	8.45%	8.13%	+0.32%
Volatility (1Y) Calculated over the trailing 1-year period	11.28%	10.63%	+0.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.60%	14.51%	-2.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.60%	16.94%	-5.34%

CSTK vs. SCHV - Expense Ratio Comparison

CSTK has a 0.35% expense ratio, which is higher than SCHV's 0.04% expense ratio.

Dividends

CSTK vs. SCHV - Dividend Comparison

CSTK's dividend yield for the trailing twelve months is around 1.77%, which matches SCHV's 1.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CSTK Invesco Comstock Contrarian Equity ETF	1.77%	1.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHV Schwab U.S. Large-Cap Value ETF	1.76%	2.02%	2.25%	2.42%	2.37%	1.93%	3.03%	3.02%	3.05%	2.37%	2.65%	2.69%

Frequently Asked Questions

Can I hold both CSTK and SCHV in my portfolio?

With a correlation of 0.93, CSTK and SCHV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, CSTK or SCHV?

SCHV has higher volatility (3.09%) compared to CSTK (2.68%). In terms of maximum drawdown, CSTK dropped -8.87% vs SCHV's -37.08%.

Which ETF is better, CSTK or SCHV?

On 1-year performance, SCHV leads with 28.49% vs 26.71% for CSTK. On fees, SCHV is cheaper at 0.04% per year. On volatility, CSTK has been the lower-risk option at 2.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CSTK or SCHV?

Over the 1-year period, SCHV has performed better with a 28.49% return vs 26.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CSTK or SCHV?

SCHV is cheaper with a 0.04% expense ratio, compared with 0.35% for CSTK.

Which ETF pays a higher dividend yield, CSTK or SCHV?

CSTK and SCHV have nearly identical dividend yields, around 1.77%.

What is the main difference between CSTK and SCHV?

They also come from different issuers: Invesco and Charles Schwab. Their fees differ too: 0.35% for CSTK and 0.04% for SCHV.

Which has better risk-adjusted returns?

SCHV currently has the higher Sharpe Ratio (2.69 vs 2.38), 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.