PFSLX vs. SCHM
Compare and contrast key facts about Paradigm Select Fund (PFSLX) and Schwab US Mid-Cap ETF (SCHM).
PFSLX is managed by Paradigm Funds. It was launched on Jan 3, 2005. SCHM is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones US Total Stock Market Mid-Cap. It was launched on Jan 13, 2011.
Performance
PFSLX vs. SCHM - Performance Comparison
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PFSLX vs. SCHM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFSLX Paradigm Select Fund | 11.83% | 13.27% | 16.73% | 26.94% | -26.44% | 31.16% | 26.05% | 38.32% | -9.93% | 16.13% |
SCHM Schwab US Mid-Cap ETF | 4.18% | 10.17% | 11.98% | 16.69% | -17.07% | 19.36% | 15.26% | 27.48% | -8.77% | 19.60% |
Returns By Period
In the year-to-date period, PFSLX achieves a 11.83% return, which is significantly higher than SCHM's 4.18% return. Over the past 10 years, PFSLX has outperformed SCHM with an annualized return of 14.28%, while SCHM has yielded a comparatively lower 10.30% annualized return.
PFSLX
- 1D
- 4.93%
- 1M
- -5.75%
- YTD
- 11.83%
- 6M
- 22.96%
- 1Y
- 45.46%
- 3Y*
- 19.79%
- 5Y*
- 9.58%
- 10Y*
- 14.28%
SCHM
- 1D
- 0.94%
- 1M
- -5.24%
- YTD
- 4.18%
- 6M
- 5.69%
- 1Y
- 20.54%
- 3Y*
- 13.06%
- 5Y*
- 6.01%
- 10Y*
- 10.30%
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PFSLX vs. SCHM - Expense Ratio Comparison
PFSLX has a 1.16% expense ratio, which is higher than SCHM's 0.04% expense ratio.
Return for Risk
PFSLX vs. SCHM — Risk / Return Rank
PFSLX
SCHM
PFSLX vs. SCHM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Paradigm Select Fund (PFSLX) and Schwab US Mid-Cap ETF (SCHM). 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.
| PFSLX | SCHM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 0.98 | +0.67 |
Sortino ratioReturn per unit of downside risk | 2.30 | 1.49 | +0.81 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.36 | 1.49 | +1.87 |
Martin ratioReturn relative to average drawdown | 12.98 | 6.50 | +6.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PFSLX | SCHM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 0.98 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.31 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.51 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.55 | -0.50 |
Correlation
The correlation between PFSLX and SCHM is 0.92, 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.
Dividends
PFSLX vs. SCHM - Dividend Comparison
PFSLX's dividend yield for the trailing twelve months is around 0.13%, less than SCHM's 1.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFSLX Paradigm Select Fund | 0.13% | 0.14% | 0.02% | 0.31% | 0.01% | 0.17% | 0.11% | 0.58% | 2.93% | 3.89% | 0.74% | 9.40% |
SCHM Schwab US Mid-Cap ETF | 1.40% | 1.46% | 1.43% | 1.50% | 1.67% | 1.13% | 1.31% | 1.48% | 1.56% | 1.27% | 1.51% | 1.54% |
Drawdowns
PFSLX vs. SCHM - Drawdown Comparison
The maximum PFSLX drawdown since its inception was -93.50%, which is greater than SCHM's maximum drawdown of -42.43%. Use the drawdown chart below to compare losses from any high point for PFSLX and SCHM.
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Drawdown Indicators
| PFSLX | SCHM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.50% | -42.43% | -51.07% |
Max Drawdown (1Y)Largest decline over 1 year | -13.70% | -14.16% | +0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -93.50% | -26.46% | -67.04% |
Max Drawdown (10Y)Largest decline over 10 years | -93.50% | -42.43% | -51.07% |
Current DrawdownCurrent decline from peak | -89.23% | -5.44% | -83.79% |
Average DrawdownAverage peak-to-trough decline | -13.35% | -5.71% | -7.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 3.24% | +0.31% |
Volatility
PFSLX vs. SCHM - Volatility Comparison
Paradigm Select Fund (PFSLX) has a higher volatility of 11.60% compared to Schwab US Mid-Cap ETF (SCHM) at 6.80%. This indicates that PFSLX's price experiences larger fluctuations and is considered to be riskier than SCHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFSLX | SCHM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.60% | 6.80% | +4.80% |
Volatility (6M)Calculated over the trailing 6-month period | 18.65% | 12.07% | +6.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.15% | 21.15% | +7.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 475.26% | 19.51% | +455.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 336.39% | 20.41% | +315.98% |