NELS vs. SCHX
NELS (Nelson Select ETF) and SCHX (Schwab U.S. Large-Cap ETF) are both Large Cap Blend Equities funds. NELS is actively managed, while SCHX is passively managed. Their correlation of 0.94 suggests significant overlap in exposure. NELS charges 1.69%/yr vs 0.03%/yr for SCHX.
Performance
NELS vs. SCHX - Performance Comparison
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Returns By Period
In the year-to-date period, NELS achieves a 12.19% return, which is significantly higher than SCHX's 11.12% return.
NELS
- 1D
- 0.36%
- 1M
- 1.82%
- 6M
- 10.03%
- YTD
- 12.19%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHX
- 1D
- 0.37%
- 1M
- 2.57%
- 6M
- 9.06%
- YTD
- 11.12%
- 1Y
- 21.77%
- 3Y*
- 20.92%
- 5Y*
- 12.56%
- 10Y*
- 15.15%
NELS vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NELS Nelson Select ETF | 12.19% | 1.83% |
SCHX Schwab U.S. Large-Cap ETF | 11.12% | 2.90% |
Correlation
The correlation between NELS and SCHX is 0.94, 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 Oct 15, 2025 | 0.94 |
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Return for Risk
NELS vs. SCHX — Risk / Return Rank
NELS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SCHX
NELS vs. SCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nelson Select ETF (NELS) 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.
| NELS | 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 | — | 2.38 | — |
| Martin ratioReturn relative to average drawdown | — | 10.21 | — |
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Drawdowns
NELS vs. SCHX - Drawdown Comparison
The maximum NELS drawdown since its inception was -9.30%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for NELS and SCHX.
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Drawdown Indicators
| NELS | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.30% | -34.33% | +25.03% |
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 | -0.49% | -0.34% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -1.66% | -3.96% | +2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.10% | — |
Volatility
NELS vs. SCHX - Volatility Comparison
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Volatility by Period
| NELS | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.34% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.99% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.40% | 12.64% | +1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 17.23% | -2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.40% | 18.13% | -3.73% |
NELS vs. SCHX - Expense Ratio Comparison
NELS has a 1.69% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Dividends
NELS vs. SCHX - Dividend Comparison
NELS has not paid dividends to shareholders, while SCHX's dividend yield for the trailing twelve months is around 1.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NELS Nelson Select ETF | 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 | 1.02% | 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
With a correlation of 0.94, NELS 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.
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 1.69% for NELS.
SCHX has the higher dividend yield at 1.02%, compared with 0.00% for NELS.
They also come from different issuers: Nelson Capital Management and Charles Schwab. Their fees differ too: 1.69% for NELS and 0.03% for SCHX.
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