PTL vs. SCHK

Last updated Jun 23, 2026

PTL (Inspire 500 ETF) and SCHK (Schwab 1000 Index ETF) are both Large Cap Blend Equities funds - PTL tracks the Inspire 500 Index while SCHK tracks the Schwab 1000 Index. Both are passively managed. Over the past year, PTL returned 30.03% vs 26.58% for SCHK. Their correlation of 0.89 suggests significant overlap in exposure. PTL charges 0.09%/yr vs 0.03%/yr for SCHK.

Performance

PTL vs. SCHK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire 500 ETF (PTL) and Schwab 1000 Index ETF (SCHK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PTL achieves a 15.92% return, which is significantly higher than SCHK's 10.10% return.

PTL

• 1D: 0.11%
• 1M: 2.19%
• YTD: 15.92%
• 6M: 14.59%
• 1Y: 30.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHK

• 1D: -0.33%
• 1M: 0.47%
• YTD: 10.10%
• 6M: 9.43%
• 1Y: 26.58%
• 3Y*: 21.32%
• 5Y*: 12.78%
• 10Y*: —

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

PTL vs. SCHK - Yearly Performance Comparison

	2026 (YTD)	2025	2024
PTL Inspire 500 ETF	15.92%	17.92%	7.22%
SCHK Schwab 1000 Index ETF	10.10%	17.23%	13.64%

Correlation

The correlation between PTL and SCHK is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (All Time) Calculated using the full available price history since Mar 26, 2024	0.89

The correlation between PTL and SCHK has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.

PTL vs. SCHK - Sectors Allocation Comparison

Sectors	PTL	SCHK
Technology	33.5%	38.0%
Industrials	18.6%	8.9%
Energy	9.1%	3.2%
Financial Services	7.7%	11.2%
Consumer Cyclical	6.4%	9.8%
Basic Materials	6.1%	1.9%
Real Estate	6.0%	2.0%
Healthcare	5.1%	8.4%
Utilities	4.3%	2.1%
Consumer Defensive	2.1%	4.3%
Communication Services	1.2%	10.1%

Return for Risk

PTL vs. SCHK — Risk / Return Rank

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

PTL

PTL Risk / Return Rank: 66
PTL Sharpe Ratio Rank: 61
PTL Sortino Ratio Rank: 57
PTL Omega Ratio Rank: 57
PTL Calmar Ratio Rank: 79
PTL Martin Ratio Rank: 76

SCHK

SCHK Risk / Return Rank: 66
SCHK Sharpe Ratio Rank: 66
SCHK Sortino Ratio Rank: 63
SCHK Omega Ratio Rank: 65
SCHK Calmar Ratio Rank: 62
SCHK Martin Ratio Rank: 73

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.

PTL vs. SCHK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire 500 ETF (PTL) and Schwab 1000 Index ETF (SCHK). 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.

	PTL	SCHK	Difference
Sharpe ratio: Return per unit of total volatility	1.95	2.10	-0.15
Sortino ratio: Return per unit of downside risk	2.63	2.84	-0.20
Omega ratio: Gain probability vs. loss probability	1.34	1.38	-0.03
Calmar ratio: Return relative to maximum drawdown	3.98	2.98	+1.00
Martin ratio: Return relative to average drawdown	13.92	13.32	+0.59

PTL vs. SCHK - Sharpe Ratio Comparison

The current PTL Sharpe Ratio is 1.95, which is comparable to the SCHK Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of PTL and SCHK, 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

PTL vs. SCHK - Drawdown Comparison

The maximum PTL drawdown since its inception was -19.72%, smaller than the maximum SCHK drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for PTL and SCHK.

Drawdown Indicators

	PTL	SCHK	Difference
Max Drawdown Largest peak-to-trough decline	-19.72%	-34.80%	+15.08%
Max Drawdown (1Y) Largest decline over 1 year	-7.57%	-8.97%	+1.40%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.21%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.44%	—
Current Drawdown Current decline from peak	-1.80%	-1.59%	-0.21%
Average Drawdown Average peak-to-trough decline	-2.48%	-5.16%	+2.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	2.00%	+0.16%

Volatility

PTL vs. SCHK - Volatility Comparison

Inspire 500 ETF (PTL) has a higher volatility of 5.90% compared to Schwab 1000 Index ETF (SCHK) at 4.74%. This indicates that PTL's price experiences larger fluctuations and is considered to be riskier than SCHK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PTL	SCHK	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.90%	4.74%	+1.16%
Volatility (6M) Calculated over the trailing 6-month period	11.92%	10.01%	+1.91%
Volatility (1Y) Calculated over the trailing 1-year period	15.53%	12.77%	+2.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.84%	17.33%	+0.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.84%	19.12%	-1.28%

PTL vs. SCHK - Expense Ratio Comparison

PTL has a 0.09% expense ratio, which is higher than SCHK'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

PTL vs. SCHK - Dividend Comparison

PTL's dividend yield for the trailing twelve months is around 1.11%, more than SCHK's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
PTL Inspire 500 ETF	1.11%	1.24%	0.92%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHK Schwab 1000 Index ETF	1.01%	1.09%	1.20%	1.38%	1.57%	1.17%	1.58%	1.82%	1.80%	0.31%

Frequently Asked Questions

Can I hold both PTL and SCHK in my portfolio?

PTL and SCHK have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PTL or SCHK?

PTL has higher volatility (5.90%) compared to SCHK (4.74%). In terms of maximum drawdown, PTL dropped -19.72% vs SCHK's -34.80%.

Which ETF is better, PTL or SCHK?

On 1-year performance, PTL leads with 30.03% vs 26.58% for SCHK. On fees, SCHK is cheaper at 0.03% per year. On volatility, SCHK has been the lower-risk option at 4.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PTL or SCHK?

Over the 1-year period, PTL has performed better with a 30.03% return vs 26.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PTL or SCHK?

SCHK is cheaper with a 0.03% expense ratio, compared with 0.09% for PTL.

Which ETF pays a higher dividend yield, PTL or SCHK?

PTL has the higher dividend yield at 1.11%, compared with 1.01% for SCHK.

What is the main difference between PTL and SCHK?

PTL tracks Inspire 500 Index, while SCHK tracks Schwab 1000 Index. They also come from different issuers: Inspire and Charles Schwab. Their fees differ too: 0.09% for PTL and 0.03% for SCHK.

Which has better risk-adjusted returns?

SCHK currently has the higher Sharpe Ratio (2.10 vs 1.95), 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.