OTCFX vs. SCHA
Compare and contrast key facts about T. Rowe Price Small-Cap Stock Fund (OTCFX) and Schwab U.S. Small-Cap ETF (SCHA).
OTCFX is managed by T. Rowe Price. It was launched on Jun 1, 1956. SCHA is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Small-Cap Total Stock Market Total Return Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OTCFX or SCHA.
Key characteristics
| OTCFX | SCHA | |
|---|---|---|
| YTD Return | 17.60% | 18.58% |
| 1Y Return | 34.47% | 42.75% |
| 3Y Return (Ann) | -4.68% | 2.08% |
| 5Y Return (Ann) | 5.28% | 10.74% |
| 10Y Return (Ann) | 3.96% | 9.68% |
| Sharpe Ratio | 1.91 | 2.05 |
| Sortino Ratio | 2.74 | 2.89 |
| Omega Ratio | 1.33 | 1.35 |
| Calmar Ratio | 0.90 | 1.59 |
| Martin Ratio | 10.25 | 12.13 |
| Ulcer Index | 3.21% | 3.36% |
| Daily Std Dev | 17.17% | 19.90% |
| Max Drawdown | -62.09% | -42.41% |
| Current Drawdown | -14.53% | 0.00% |
Correlation
The correlation between OTCFX and SCHA is 0.98, 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
OTCFX vs. SCHA - Performance Comparison
In the year-to-date period, OTCFX achieves a 17.60% return, which is significantly lower than SCHA's 18.58% return. Over the past 10 years, OTCFX has underperformed SCHA with an annualized return of 3.96%, while SCHA has yielded a comparatively higher 9.68% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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OTCFX vs. SCHA - Expense Ratio Comparison
OTCFX has a 0.85% expense ratio, which is higher than SCHA's 0.04% expense ratio.
Risk-Adjusted Performance
OTCFX vs. SCHA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Stock Fund (OTCFX) and Schwab U.S. Small-Cap ETF (SCHA). 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.
Dividends
OTCFX vs. SCHA - Dividend Comparison
OTCFX's dividend yield for the trailing twelve months is around 0.19%, less than SCHA's 1.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTCFX T. Rowe Price Small-Cap Stock Fund | 0.19% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.13% | 0.13% | 0.11% | 0.00% |
SCHA Schwab U.S. Small-Cap ETF | 1.51% | 2.04% | 2.06% | 1.91% | 1.50% | 1.89% | 1.66% | 2.49% | 1.50% | 2.29% | 2.13% | 1.98% |
Drawdowns
OTCFX vs. SCHA - Drawdown Comparison
The maximum OTCFX drawdown since its inception was -62.09%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for OTCFX and SCHA. For additional features, visit the drawdowns tool.
Volatility
OTCFX vs. SCHA - Volatility Comparison
The current volatility for T. Rowe Price Small-Cap Stock Fund (OTCFX) is 5.68%, while Schwab U.S. Small-Cap ETF (SCHA) has a volatility of 6.47%. This indicates that OTCFX experiences smaller price fluctuations and is considered to be less risky than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.