ESUM vs. SCHX
ESUM (Eventide US Market ETF) and SCHX (Schwab U.S. Large-Cap ETF) are both Large Cap Blend Equities funds. ESUM is actively managed, while SCHX is passively managed. Their correlation of 0.87 suggests significant overlap in exposure. ESUM charges 0.39%/yr vs 0.03%/yr for SCHX.
Performance
ESUM vs. SCHX - Performance Comparison
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Returns By Period
In the year-to-date period, ESUM achieves a 11.21% return, which is significantly higher than SCHX's 7.70% return.
ESUM
- 1D
- 0.47%
- 1M
- 2.22%
- YTD
- 11.21%
- 6M
- 9.57%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHX
- 1D
- -0.31%
- 1M
- -1.47%
- YTD
- 7.70%
- 6M
- 6.36%
- 1Y
- 21.22%
- 3Y*
- 20.63%
- 5Y*
- 12.29%
- 10Y*
- 15.44%
ESUM vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ESUM Eventide US Market ETF | 11.21% | 0.82% |
SCHX Schwab U.S. Large-Cap ETF | 7.70% | 5.19% |
Correlation
The correlation between ESUM and SCHX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 29, 2025 | 0.87 |
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Return for Risk
ESUM vs. SCHX — Risk / Return Rank
ESUM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SCHX
ESUM vs. SCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eventide US Market ETF (ESUM) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ESUM | SCHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.36 | — |
| Martin ratioReturn relative to average drawdown | — | 10.29 | — |
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Drawdowns
ESUM vs. SCHX - Drawdown Comparison
The maximum ESUM drawdown since its inception was -8.13%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for ESUM and SCHX.
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Drawdown Indicators
| ESUM | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.13% | -34.33% | +26.20% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.02% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.04% | — |
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 | -1.52% | -3.41% | +1.89% |
Average DrawdownAverage peak-to-trough decline | -1.62% | -3.96% | +2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.07% | — |
Volatility
ESUM vs. SCHX - Volatility Comparison
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Volatility by Period
| ESUM | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.87% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.90% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.32% | 12.63% | +1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.32% | 17.22% | -2.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.32% | 18.16% | -3.84% |
ESUM vs. SCHX - Expense Ratio Comparison
ESUM has a 0.39% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Dividends
ESUM vs. SCHX - Dividend Comparison
ESUM's dividend yield for the trailing twelve months is around 0.58%, less than SCHX's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESUM Eventide US Market ETF | 0.58% | 0.48% | 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 | 1.03% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
Frequently Asked Questions
ESUM and SCHX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHX is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHX is cheaper with a 0.03% expense ratio, compared with 0.39% for ESUM.
SCHX has the higher dividend yield at 1.03%, compared with 0.58% for ESUM.
They also come from different issuers: Eventide and Charles Schwab. Their fees differ too: 0.39% for ESUM and 0.03% for SCHX.
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