SCHA vs. CALF
Compare and contrast key facts about Schwab U.S. Small-Cap ETF (SCHA) and Pacer US Small Cap Cash Cows 100 ETF (CALF).
SCHA and CALF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. CALF is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Small Cap Cash Cows Index. It was launched on Jun 16, 2017. Both SCHA and CALF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHA or CALF.
Performance
SCHA vs. CALF - Performance Comparison
Returns By Period
In the year-to-date period, SCHA achieves a 15.19% return, which is significantly higher than CALF's -3.15% return.
SCHA
15.19%
2.05%
11.44%
29.61%
10.34%
9.37%
CALF
-3.15%
-1.58%
-0.54%
7.57%
14.38%
N/A
Key characteristics
| SCHA | CALF | |
|---|---|---|
| Sharpe Ratio | 1.56 | 0.39 |
| Sortino Ratio | 2.24 | 0.73 |
| Omega Ratio | 1.27 | 1.08 |
| Calmar Ratio | 1.41 | 0.60 |
| Martin Ratio | 8.88 | 1.36 |
| Ulcer Index | 3.41% | 6.11% |
| Daily Std Dev | 19.37% | 21.07% |
| Max Drawdown | -42.41% | -47.58% |
| Current Drawdown | -4.17% | -5.54% |
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SCHA vs. CALF - Expense Ratio Comparison
SCHA has a 0.04% expense ratio, which is lower than CALF's 0.59% expense ratio.
Correlation
The correlation between SCHA and CALF is 0.89, 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.
Risk-Adjusted Performance
SCHA vs. CALF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Small-Cap ETF (SCHA) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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
SCHA vs. CALF - Dividend Comparison
SCHA's dividend yield for the trailing twelve months is around 2.08%, more than CALF's 1.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHA Schwab U.S. Small-Cap ETF | 2.08% | 2.04% | 1.88% | 1.62% | 1.50% | 2.20% | 2.88% | 1.47% | 2.09% | 2.28% | 2.55% | 1.75% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.07% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SCHA vs. CALF - Drawdown Comparison
The maximum SCHA drawdown since its inception was -42.41%, smaller than the maximum CALF drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for SCHA and CALF. For additional features, visit the drawdowns tool.
Volatility
SCHA vs. CALF - Volatility Comparison
The current volatility for Schwab U.S. Small-Cap ETF (SCHA) is 6.74%, while Pacer US Small Cap Cash Cows 100 ETF (CALF) has a volatility of 7.45%. This indicates that SCHA experiences smaller price fluctuations and is considered to be less risky than CALF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.