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OUSM vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OUSM and SCHG is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

OUSM vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OShares U.S. Small-Cap Quality Dividend ETF (OUSM) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
0.87%
8.83%
OUSM
SCHG

Key characteristics

Sharpe Ratio

OUSM:

0.72

SCHG:

1.17

Sortino Ratio

OUSM:

1.15

SCHG:

1.62

Omega Ratio

OUSM:

1.13

SCHG:

1.22

Calmar Ratio

OUSM:

1.12

SCHG:

1.70

Martin Ratio

OUSM:

2.79

SCHG:

6.34

Ulcer Index

OUSM:

3.65%

SCHG:

3.31%

Daily Std Dev

OUSM:

14.12%

SCHG:

17.89%

Max Drawdown

OUSM:

-39.84%

SCHG:

-34.59%

Current Drawdown

OUSM:

-7.13%

SCHG:

-5.88%

Returns By Period

In the year-to-date period, OUSM achieves a -0.08% return, which is significantly higher than SCHG's -1.72% return.


OUSM

YTD

-0.08%

1M

-1.89%

6M

0.50%

1Y

9.95%

5Y*

12.56%

10Y*

N/A

SCHG

YTD

-1.72%

1M

-5.22%

6M

7.78%

1Y

21.49%

5Y*

20.42%

10Y*

15.91%

*Annualized

Compare stocks, funds, or ETFs

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


OUSM vs. SCHG - Expense Ratio Comparison

OUSM has a 0.48% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Expense ratio chart for OUSM: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

OUSM vs. SCHG — Risk-Adjusted Performance Rank

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

OUSM
The Risk-Adjusted Performance Rank of OUSM is 3434
Overall Rank
The Sharpe Ratio Rank of OUSM is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of OUSM is 3131
Sortino Ratio Rank
The Omega Ratio Rank of OUSM is 2828
Omega Ratio Rank
The Calmar Ratio Rank of OUSM is 4848
Calmar Ratio Rank
The Martin Ratio Rank of OUSM is 3434
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 5555
Overall Rank
The Sharpe Ratio Rank of SCHG is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 4949
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 5252
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6262
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OUSM vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OShares U.S. Small-Cap Quality Dividend ETF (OUSM) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


The chart of Sharpe ratio for OUSM, currently valued at 0.72, compared to the broader market0.002.004.000.721.17
The chart of Sortino ratio for OUSM, currently valued at 1.15, compared to the broader market0.005.0010.001.151.62
The chart of Omega ratio for OUSM, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.22
The chart of Calmar ratio for OUSM, currently valued at 1.12, compared to the broader market0.005.0010.0015.001.121.70
The chart of Martin ratio for OUSM, currently valued at 2.79, compared to the broader market0.0020.0040.0060.0080.00100.002.796.34
OUSM
SCHG

The current OUSM Sharpe Ratio is 0.72, which is lower than the SCHG Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of OUSM and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.72
1.17
OUSM
SCHG

Dividends

OUSM vs. SCHG - Dividend Comparison

OUSM's dividend yield for the trailing twelve months is around 1.63%, more than SCHG's 0.40% yield.


TTM20242023202220212020201920182017201620152014
OUSM
OShares U.S. Small-Cap Quality Dividend ETF
1.63%1.62%1.64%1.99%1.55%2.02%1.99%2.62%2.17%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.40%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

OUSM vs. SCHG - Drawdown Comparison

The maximum OUSM drawdown since its inception was -39.84%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for OUSM and SCHG. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-7.13%
-5.88%
OUSM
SCHG

Volatility

OUSM vs. SCHG - Volatility Comparison

The current volatility for OShares U.S. Small-Cap Quality Dividend ETF (OUSM) is 3.16%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.52%. This indicates that OUSM experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.16%
5.52%
OUSM
SCHG