CVSE vs. SCHX
Compare and contrast key facts about Calvert US Select Equity ETF (CVSE) and Schwab U.S. Large-Cap ETF (SCHX).
CVSE and SCHX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CVSE is an actively managed fund by Calvert. It was launched on Jan 30, 2023. 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
CVSE vs. SCHX - Performance Comparison
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CVSE vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CVSE Calvert US Select Equity ETF | 0.00% | 10.14% | 19.11% | 13.35% |
SCHX Schwab U.S. Large-Cap ETF | -3.70% | 17.46% | 24.88% | 17.69% |
Returns By Period
CVSE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- -0.46%
- 1Y
- 15.26%
- 3Y*
- 14.69%
- 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%
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CVSE vs. SCHX - Expense Ratio Comparison
CVSE has a 0.29% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Return for Risk
CVSE vs. SCHX — Risk / Return Rank
CVSE
SCHX
CVSE vs. SCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert US Select Equity ETF (CVSE) 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.
| CVSE | SCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.98 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.50 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.23 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.51 | -0.55 |
Martin ratioReturn relative to average drawdown | 5.36 | 7.02 | -1.66 |
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
| CVSE | SCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.98 | -0.03 |
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 | 0.95 | 0.80 | +0.15 |
Correlation
The correlation between CVSE and SCHX is 0.88, 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
CVSE vs. SCHX - Dividend Comparison
CVSE's dividend yield for the trailing twelve months is around 0.59%, less than SCHX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVSE Calvert US Select Equity ETF | 0.59% | 0.81% | 1.05% | 1.22% | 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
CVSE vs. SCHX - Drawdown Comparison
The maximum CVSE drawdown since its inception was -20.29%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for CVSE and SCHX.
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Drawdown Indicators
| CVSE | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.29% | -34.33% | +14.04% |
Max Drawdown (1Y)Largest decline over 1 year | -12.80% | -12.19% | -0.61% |
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 | -1.68% | -5.67% | +3.99% |
Average DrawdownAverage peak-to-trough decline | -2.74% | -4.00% | +1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.62% | -0.27% |
Volatility
CVSE vs. SCHX - Volatility Comparison
The current volatility for Calvert US Select Equity ETF (CVSE) is 0.00%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 5.36%. This indicates that CVSE experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CVSE | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 5.36% | -5.36% |
Volatility (6M)Calculated over the trailing 6-month period | 3.26% | 9.67% | -6.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.30% | 18.33% | -2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.25% | 17.13% | -2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.25% | 18.13% | -3.88% |