HDUS vs. SCHX

Last updated Jun 24, 2026

HDUS (Hartford Disciplined US Equity ETF) and SCHX (Schwab U.S. Large-Cap ETF) are both Large Cap Blend Equities funds - HDUS tracks the Hartford Disciplined US Equity Index while SCHX tracks the Dow Jones U.S. Large-Cap Total Stock Market Index. Both are passively managed. Over the past 3 years, HDUS returned 19.56%/yr vs 20.75%/yr for SCHX. With a 0.98 correlation, they move nearly in lockstep. HDUS charges 0.19%/yr vs 0.03%/yr for SCHX.

Performance

HDUS vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Disciplined US Equity ETF (HDUS) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with HDUS having a 7.80% return and SCHX slightly higher at 8.04%.

HDUS

• 1D: -0.76%
• 1M: -1.76%
• YTD: 7.80%
• 6M: 6.74%
• 1Y: 22.11%
• 3Y*: 19.56%
• 5Y*: —
• 10Y*: —

SCHX

• 1D: -1.29%
• 1M: -1.16%
• YTD: 8.04%
• 6M: 7.00%
• 1Y: 23.07%
• 3Y*: 20.75%
• 5Y*: 12.44%
• 10Y*: 15.47%

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

HDUS vs. SCHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
HDUS Hartford Disciplined US Equity ETF	7.80%	17.17%	23.57%	21.17%	-1.39%
SCHX Schwab U.S. Large-Cap ETF	8.04%	17.46%	24.88%	26.84%	-3.02%

Correlation

The correlation between HDUS and SCHX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (All Time) Calculated using the full available price history since Nov 17, 2022	0.98

The correlation between HDUS and SCHX has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

HDUS vs. SCHX - Sectors Allocation Comparison

Sectors	HDUS	SCHX
Technology	36.4%	37.8%
Financial Services	11.9%	10.4%
Communication Services	11.3%	9.8%
Consumer Cyclical	10.2%	9.4%
Industrials	7.1%	8.8%
Healthcare	6.4%	8.5%
Consumer Defensive	5.4%	4.5%
Real Estate	4.9%	2.0%
Energy	3.0%	3.1%
Utilities	2.1%	2.6%
Basic Materials	1.4%	1.8%

Return for Risk

HDUS vs. SCHX — Risk / Return Rank

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

HDUS

HDUS Risk / Return Rank: 68
HDUS Sharpe Ratio Rank: 67
HDUS Sortino Ratio Rank: 65
HDUS Omega Ratio Rank: 64
HDUS Calmar Ratio Rank: 66
HDUS Martin Ratio Rank: 77

SCHX

SCHX Risk / Return Rank: 56
SCHX Sharpe Ratio Rank: 56
SCHX Sortino Ratio Rank: 54
SCHX Omega Ratio Rank: 55
SCHX Calmar Ratio Rank: 54
SCHX Martin Ratio Rank: 64

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.

HDUS vs. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Disciplined US Equity ETF (HDUS) 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.

	HDUS	SCHX	Difference
Sharpe ratio: Return per unit of total volatility	1.97	1.84	+0.13
Sortino ratio: Return per unit of downside risk	2.70	2.51	+0.20
Omega ratio: Gain probability vs. loss probability	1.35	1.33	+0.02
Calmar ratio: Return relative to maximum drawdown	2.97	2.57	+0.40
Martin ratio: Return relative to average drawdown	13.30	11.26	+2.04

HDUS vs. SCHX - Sharpe Ratio Comparison

The current HDUS Sharpe Ratio is 1.97, which is comparable to the SCHX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of HDUS and SCHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

HDUS vs. SCHX - Drawdown Comparison

The maximum HDUS drawdown since its inception was -17.94%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for HDUS and SCHX.

Drawdown Indicators

	HDUS	SCHX	Difference
Max Drawdown Largest peak-to-trough decline	-17.94%	-34.33%	+16.39%
Max Drawdown (1Y) Largest decline over 1 year	-7.48%	-9.02%	+1.54%
Max Drawdown (3Y) Largest decline over 3 years	-17.94%	-19.04%	+1.10%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.41%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.33%	—
Current Drawdown Current decline from peak	-3.54%	-3.11%	-0.43%
Average Drawdown Average peak-to-trough decline	-2.03%	-3.96%	+1.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.67%	2.05%	-0.38%

Volatility

HDUS vs. SCHX - Volatility Comparison

The current volatility for Hartford Disciplined US Equity ETF (HDUS) is 3.82%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 4.89%. This indicates that HDUS 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.

Volatility by Period

	HDUS	SCHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.82%	4.89%	-1.07%
Volatility (6M) Calculated over the trailing 6-month period	8.70%	9.94%	-1.24%
Volatility (1Y) Calculated over the trailing 1-year period	11.31%	12.65%	-1.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.17%	17.23%	-3.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.17%	18.16%	-3.99%

HDUS vs. SCHX - Expense Ratio Comparison

HDUS has a 0.19% expense ratio, which is higher than SCHX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

HDUS vs. SCHX - Dividend Comparison

HDUS's dividend yield for the trailing twelve months is around 1.36%, more than SCHX's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HDUS Hartford Disciplined US Equity ETF	1.36%	1.45%	1.58%	1.36%	0.33%	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

Can I hold both HDUS and SCHX in my portfolio?

With a correlation of 0.98, HDUS and SCHX 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, HDUS or SCHX?

SCHX has higher volatility (4.89%) compared to HDUS (3.82%). In terms of maximum drawdown, HDUS dropped -17.94% vs SCHX's -34.33%.

Which ETF is better, HDUS or SCHX?

On 3-year performance, SCHX leads with 20.75% vs 19.56% for HDUS. On fees, SCHX is cheaper at 0.03% per year. On volatility, HDUS has been the lower-risk option at 3.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HDUS or SCHX?

Over the 3-year period, SCHX has performed better with a 20.75% return vs 19.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HDUS or SCHX?

SCHX is cheaper with a 0.03% expense ratio, compared with 0.19% for HDUS.

Which ETF pays a higher dividend yield, HDUS or SCHX?

HDUS has the higher dividend yield at 1.36%, compared with 1.03% for SCHX.

What is the main difference between HDUS and SCHX?

HDUS tracks Hartford Disciplined US Equity Index, while SCHX tracks Dow Jones U.S. Large-Cap Total Stock Market Index. They also come from different issuers: Hartford and Charles Schwab. Their fees differ too: 0.19% for HDUS and 0.03% for SCHX.

Which has better risk-adjusted returns?

HDUS currently has the higher Sharpe Ratio (1.97 vs 1.84), 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.