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SCHA vs. LX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SCHA vs. LX

Last updated Jun 9, 2026

SCHA (Schwab U.S. Small-Cap ETF) is Small Cap Blend Equities fund tracking the Dow Jones U.S. Small-Cap Total Stock Market Index, while LX (LexinFintech Holdings Ltd.) is a stock. Over the past 5 years, SCHA returned 6.45%/yr vs -25.63%/yr for LX. At a 0.35 correlation, their price movements are largely independent.

Performance

SCHA vs. LX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Small-Cap ETF (SCHA) and LexinFintech Holdings Ltd. (LX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SCHA achieves a 17.78% return, which is significantly higher than LX's -31.09% return.

SCHA

1D
0.93%
1M
0.12%
YTD
17.78%
6M
16.92%
1Y
36.31%
3Y*
17.52%
5Y*
6.45%
10Y*
10.95%

LX

1D
0.00%
1M
-0.96%
YTD
-31.09%
6M
-31.51%
1Y
-68.23%
3Y*
4.91%
5Y*
-25.63%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHA vs. LX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SCHA
Schwab U.S. Small-Cap ETF		17.78%11.60%11.16%18.46%-19.81%16.45%19.34%26.50%-11.79%-0.44%
LX
LexinFintech Holdings Ltd.		-31.09%-40.97%242.61%6.40%-50.78%-42.39%-51.76%91.59%-47.84%1,199.07%

Correlation

The correlation between SCHA and LX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Dec 22, 2017

0.36

Compare stocks, funds, or ETFs

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Schwab U.S. Small-Cap ETF

LexinFintech Holdings Ltd.

Often compared with SCHA:
SCHA vs. VBSCHA vs. SWSSXSCHA vs. AVUVSCHA vs. IJRSCHA vs. SCHDSCHA vs. SCHBSCHA vs. SCHM
Often compared with LX:
LX vs. ESLTLX vs. OPFILX vs. WRLDLX vs. DAVELX vs. SPYLX vs. RNMBYLX vs. LRN

Return for Risk

SCHA vs. LX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SCHA
SCHA Risk / Return Rank: 7171
Overall Rank
SCHA Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SCHA Sortino Ratio Rank: 6868
Sortino Ratio Rank
SCHA Omega Ratio Rank: 6161
Omega Ratio Rank
SCHA Calmar Ratio Rank: 8181
Calmar Ratio Rank
SCHA Martin Ratio Rank: 7979
Martin Ratio Rank
LX
LX Risk / Return Rank: 44
Overall Rank
LX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
LX Sortino Ratio Rank: 22
Sortino Ratio Rank
LX Omega Ratio Rank: 33
Omega Ratio Rank
LX Calmar Ratio Rank: 44
Calmar Ratio Rank
LX Martin Ratio Rank: 99
Martin Ratio Rank
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.

SCHA vs. LX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Small-Cap ETF (SCHA) and LexinFintech Holdings Ltd. (LX). 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.

SCHALXDifference
Sharpe ratioReturn per unit of total volatility
2.00
-1.07

+3.07

Sortino ratioReturn per unit of downside risk
2.79
-2.04

+4.82

Omega ratioGain probability vs. loss probability

1.34

0.76

+0.58

Calmar ratioReturn relative to maximum drawdown

3.84

-0.95

+4.79

Martin ratioReturn relative to average drawdown

14.05

-1.38

+15.42

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCHA vs. LX - Sharpe Ratio Comparison

The current SCHA Sharpe Ratio is 2.00, which is higher than the LX Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of SCHA and LX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

SCHALXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

-1.07

+3.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

-0.35

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.04

+0.53

Drawdowns

SCHA vs. LX - Drawdown Comparison

The maximum SCHA drawdown since its inception was -42.41%, smaller than the maximum LX drawdown of -93.19%. Use the drawdown chart below to compare losses from any high point for SCHA and LX.

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Drawdown Indicators

SCHALXDifference

Max Drawdown

Largest peak-to-trough decline

-42.41%

-93.19%

+50.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-72.18%

+62.68%

Max Drawdown (3Y)

Largest decline over 3 years

-27.29%

-81.04%

+53.75%

Max Drawdown (5Y)

Largest decline over 5 years

-30.79%

-90.23%

+59.44%

Max Drawdown (10Y)

Largest decline over 10 years

-42.41%

—

—

Current Drawdown

Current decline from peak

-2.50%

-85.24%

+82.74%

Average Drawdown

Average peak-to-trough decline

-7.58%

-63.32%

+55.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

49.57%

-46.98%

Volatility

SCHA vs. LX - Volatility Comparison

The current volatility for Schwab U.S. Small-Cap ETF (SCHA) is 5.79%, while LexinFintech Holdings Ltd. (LX) has a volatility of 22.74%. This indicates that SCHA experiences smaller price fluctuations and is considered to be less risky than LX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SCHALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

22.74%

-16.95%

Volatility (6M)

Calculated over the trailing 6-month period

13.28%

36.53%

-23.25%

Volatility (1Y)

Calculated over the trailing 1-year period

18.31%

63.97%

-45.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.98%

73.71%

-51.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.74%

323.46%

-300.72%

Dividends

SCHA vs. LX - Dividend Comparison

SCHA's dividend yield for the trailing twelve months is around 1.02%, less than LX's 18.45% yield.

PositionTTM20252024202320222021202020192018201720162015
LX
LexinFintech Holdings Ltd.		18.45%9.30%2.38%11.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHA
Schwab U.S. Small-Cap ETF		1.02%1.26%1.51%1.42%1.37%1.19%1.05%1.39%1.58%1.24%1.50%1.48%

Frequently Asked Questions

SCHA and LX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LX has higher volatility (22.74%) compared to SCHA (5.79%). In terms of maximum drawdown, SCHA dropped -42.41% vs LX's -93.19%.

SCHA currently has the higher Sharpe Ratio (2.00 vs -1.07), 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.

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