DEMZ vs. SCHX
Compare and contrast key facts about Democratic Large Cap Core ETF (DEMZ) and Schwab U.S. Large-Cap ETF (SCHX).
DEMZ and SCHX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DEMZ is a passively managed fund by Reflection Asset Management, LLC that tracks the performance of the Democratic Large Cap Core Index. It was launched on Nov 2, 2020. 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. Both DEMZ and SCHX 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
DEMZ vs. SCHX - Performance Comparison
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DEMZ vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DEMZ Democratic Large Cap Core ETF | -5.76% | 19.84% | 22.89% | 24.43% | -19.01% | 32.65% | 11.09% |
SCHX Schwab U.S. Large-Cap ETF | -4.45% | 17.46% | 24.88% | 26.84% | -19.41% | 26.81% | 12.68% |
Returns By Period
In the year-to-date period, DEMZ achieves a -5.76% return, which is significantly lower than SCHX's -4.45% return.
DEMZ
- 1D
- 2.99%
- 1M
- -6.00%
- YTD
- -5.76%
- 6M
- -2.89%
- 1Y
- 18.72%
- 3Y*
- 17.35%
- 5Y*
- 11.40%
- 10Y*
- —
SCHX
- 1D
- 2.89%
- 1M
- -4.98%
- YTD
- -4.45%
- 6M
- -2.09%
- 1Y
- 17.48%
- 3Y*
- 18.24%
- 5Y*
- 11.12%
- 10Y*
- 13.93%
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DEMZ vs. SCHX - Expense Ratio Comparison
DEMZ has a 0.45% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Return for Risk
DEMZ vs. SCHX — Risk / Return Rank
DEMZ
SCHX
DEMZ vs. SCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Democratic Large Cap Core ETF (DEMZ) 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.
| DEMZ | SCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.96 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.46 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.49 | +0.08 |
Martin ratioReturn relative to average drawdown | 5.50 | 6.98 | -1.48 |
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
| DEMZ | SCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.96 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.65 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.80 | +0.02 |
Correlation
The correlation between DEMZ and SCHX is 0.89, 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
DEMZ vs. SCHX - Dividend Comparison
DEMZ's dividend yield for the trailing twelve months is around 1.04%, less than SCHX's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEMZ Democratic Large Cap Core ETF | 1.04% | 0.98% | 0.53% | 0.90% | 0.98% | 2.46% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.17% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
Drawdowns
DEMZ vs. SCHX - Drawdown Comparison
The maximum DEMZ drawdown since its inception was -27.17%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for DEMZ and SCHX.
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Drawdown Indicators
| DEMZ | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.17% | -34.33% | +7.16% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -12.19% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -27.17% | -25.41% | -1.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.33% | — |
Current DrawdownCurrent decline from peak | -9.66% | -6.40% | -3.26% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -4.00% | -2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.60% | +0.90% |
Volatility
DEMZ vs. SCHX - Volatility Comparison
Democratic Large Cap Core ETF (DEMZ) has a higher volatility of 5.82% compared to Schwab U.S. Large-Cap ETF (SCHX) at 5.31%. This indicates that DEMZ's price experiences larger fluctuations and is considered to be riskier 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
| DEMZ | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 5.31% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.13% | 9.64% | +1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 18.33% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 17.14% | +0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.55% | 18.13% | -0.58% |