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DSJA vs. SCHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DSJASCHX

Correlation

-0.50.00.51.00.9

The correlation between DSJA and SCHX is 0.90, 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.

Performance

DSJA vs. SCHX - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%December2024FebruaryMarchAprilMay
17.30%
36.83%
DSJA
SCHX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Innovator Double Stacker ETF - January

Schwab U.S. Large-Cap ETF

DSJA vs. SCHX - Expense Ratio Comparison

DSJA has a 0.79% expense ratio, which is higher than SCHX's 0.03% expense ratio.


DSJA
Innovator Double Stacker ETF - January
Expense ratio chart for DSJA: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for SCHX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

DSJA vs. SCHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Double Stacker ETF - January (DSJA) 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.


DSJA
Sharpe ratio
The chart of Sharpe ratio for DSJA, currently valued at 2.33, compared to the broader market-1.000.001.002.003.004.005.002.33
Sortino ratio
The chart of Sortino ratio for DSJA, currently valued at 3.69, compared to the broader market-2.000.002.004.006.008.003.69
Omega ratio
The chart of Omega ratio for DSJA, currently valued at 1.64, compared to the broader market0.501.001.502.002.501.64
Calmar ratio
The chart of Calmar ratio for DSJA, currently valued at 0.88, compared to the broader market0.002.004.006.008.0010.0012.000.88
Martin ratio
The chart of Martin ratio for DSJA, currently valued at 19.53, compared to the broader market0.0020.0040.0060.0019.53
SCHX
Sharpe ratio
The chart of Sharpe ratio for SCHX, currently valued at 1.93, compared to the broader market-1.000.001.002.003.004.005.001.93
Sortino ratio
The chart of Sortino ratio for SCHX, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.002.77
Omega ratio
The chart of Omega ratio for SCHX, currently valued at 1.33, compared to the broader market0.501.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for SCHX, currently valued at 1.53, compared to the broader market0.002.004.006.008.0010.0012.001.53
Martin ratio
The chart of Martin ratio for SCHX, currently valued at 7.73, compared to the broader market0.0020.0040.0060.007.73

DSJA vs. SCHX - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.33
1.93
DSJA
SCHX

Dividends

DSJA vs. SCHX - Dividend Comparison

DSJA has not paid dividends to shareholders, while SCHX's dividend yield for the trailing twelve months is around 1.35%.


TTM20232022202120202019201820172016201520142013
DSJA
Innovator Double Stacker ETF - January
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
1.35%1.39%1.64%1.22%1.64%1.82%2.17%1.70%2.39%2.04%1.76%1.65%

Drawdowns

DSJA vs. SCHX - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-1.28%
-4.41%
DSJA
SCHX

Volatility

DSJA vs. SCHX - Volatility Comparison

The current volatility for Innovator Double Stacker ETF - January (DSJA) is 0.00%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 3.90%. This indicates that DSJA 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.


0.00%1.00%2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay0
3.90%
DSJA
SCHX