REMC vs. SCHM
REMC (Columbia Research Enhanced Mid Cap ETF) and SCHM (Schwab US Mid-Cap ETF) are both Mid Cap Blend Equities funds - REMC tracks the Beta Advantage Research Enhanced Mid Cap Index while SCHM tracks the Dow Jones US Total Stock Market Mid-Cap. Both are passively managed. Their correlation of 0.82 suggests significant overlap in exposure. REMC charges 0.32%/yr vs 0.04%/yr for SCHM.
Performance
REMC vs. SCHM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, REMC achieves a 11.24% return, which is significantly lower than SCHM's 17.63% return.
REMC
- 1D
- -0.72%
- 1M
- 2.15%
- 6M
- 8.12%
- YTD
- 11.24%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SCHM
- 1D
- -0.31%
- 1M
- -1.24%
- 6M
- 9.31%
- YTD
- 17.63%
- 1Y
- 22.52%
- 3Y*
- 14.66%
- 5Y*
- 7.95%
- 10Y*
- 10.89%
- ALL TIME*
- 11.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.40K | $7.62K | $6.34K | |
| $30.48M | $32.18M | $37.31M |
REMC vs. SCHM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
REMC Columbia Research Enhanced Mid Cap ETF | 11.24% | -1.99% |
SCHM Schwab US Mid-Cap ETF | 17.63% | -1.41% |
Correlation
The correlation between REMC and SCHM is 0.82, 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 Dec 11, 2025 | 0.83 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
REMC vs. SCHM — Risk / Return Rank
REMC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SCHM
REMC vs. SCHM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Mid Cap ETF (REMC) 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.
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.
| REMC | SCHM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.24 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.43 | — |
| Martin ratioReturn relative to average drawdown | — | 8.97 | — |
Loading charts...
Drawdowns
REMC vs. SCHM - Drawdown Comparison
The maximum REMC drawdown since its inception was -6.64%, smaller than the maximum SCHM drawdown of -42.43%. Use the drawdown chart below to compare losses from any high point for REMC and SCHM.
Loading charts...
Drawdown Indicators
| REMC | SCHM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.64% | -42.43% | +35.79% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.32% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.27% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.43% | — |
Current DrawdownCurrent decline from peak | -1.50% | -4.58% | +3.08% |
Average DrawdownAverage peak-to-trough decline | -1.37% | -5.62% | +4.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.52% | — |
Volatility
REMC vs. SCHM - Volatility Comparison
Loading charts...
Volatility by Period
| REMC | SCHM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.66% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.80% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.97% | 16.51% | -4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.97% | 19.65% | -7.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.97% | 20.47% | -8.50% |
REMC vs. SCHM - Expense Ratio Comparison
REMC has a 0.32% expense ratio, which is higher than SCHM's 0.04% expense ratio.
Dividends
REMC vs. SCHM - Dividend Comparison
REMC's dividend yield for the trailing twelve months is around 0.08%, less than SCHM's 1.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REMC Columbia Research Enhanced Mid Cap ETF | 0.08% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHM Schwab US Mid-Cap ETF | 1.26% | 1.46% | 1.43% | 1.50% | 1.67% | 1.13% | 1.31% | 1.48% | 1.56% | 1.27% | 1.51% | 1.54% |
Frequently Asked Questions
REMC and SCHM have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHM is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHM is cheaper with a 0.04% expense ratio, compared with 0.32% for REMC.
SCHM has the higher dividend yield at 1.26%, compared with 0.08% for REMC.
REMC tracks Beta Advantage Research Enhanced Mid Cap Index, while SCHM tracks Dow Jones US Total Stock Market Mid-Cap. They also come from different issuers: Columbia Threadneedle and Charles Schwab. Their fees differ too: 0.32% for REMC and 0.04% for SCHM.
Find the right allocation for REMC and SCHM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer