SCHA vs. RDVT

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 RDVT (Red Violet, Inc.) is a stock. Over the past 5 years, SCHA returned 6.45%/yr vs 19.97%/yr for RDVT. At a 0.37 correlation, their price movements are largely independent.

Performance

SCHA vs. RDVT - Performance Comparison

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

Returns By Period

In the year-to-date period, SCHA achieves a 17.78% return, which is significantly higher than RDVT's -6.08% 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%

RDVT

• 1D: 1.00%
• 1M: 7.63%
• YTD: -6.08%
• 6M: -3.98%
• 1Y: 17.20%
• 3Y*: 36.51%
• 5Y*: 19.97%
• 10Y*: —

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

SCHA vs. RDVT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SCHA Schwab U.S. Small-Cap ETF	17.78%	11.60%	11.16%	18.46%	-19.81%	16.45%	19.34%	26.50%	-11.95%
RDVT Red Violet, Inc.	-6.08%	58.63%	81.27%	-13.25%	-42.00%	52.01%	41.06%	174.63%	-85.47%

Correlation

The correlation between SCHA and RDVT is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.39
Correlation (5Y) Calculated over the trailing 5-year period	0.42
Correlation (All Time) Calculated using the full available price history since Mar 27, 2018	0.37

The correlation between SCHA and RDVT shifts across timeframes, from 0.31 (1 year) to 0.42 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

SCHA vs. RDVT — Risk / Return Rank

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

SCHA

SCHA Risk / Return Rank: 71
SCHA Sharpe Ratio Rank: 67
SCHA Sortino Ratio Rank: 68
SCHA Omega Ratio Rank: 61
SCHA Calmar Ratio Rank: 81
SCHA Martin Ratio Rank: 79

RDVT

RDVT Risk / Return Rank: 53
RDVT Sharpe Ratio Rank: 56
RDVT Sortino Ratio Rank: 52
RDVT Omega Ratio Rank: 51
RDVT Calmar Ratio Rank: 52
RDVT Martin Ratio Rank: 53

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. RDVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Small-Cap ETF (SCHA) and Red Violet, Inc. (RDVT). 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.

	SCHA	RDVT	Difference
Sharpe ratio: Return per unit of total volatility	2.00	0.38	+1.62
Sortino ratio: Return per unit of downside risk	2.79	0.83	+1.95
Omega ratio: Gain probability vs. loss probability	1.34	1.10	+0.23
Calmar ratio: Return relative to maximum drawdown	3.84	0.41	+3.43
Martin ratio: Return relative to average drawdown	14.05	0.91	+13.13
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. RDVT - Sharpe Ratio Comparison

The current SCHA Sharpe Ratio is 2.00, which is higher than the RDVT Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of SCHA and RDVT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SCHA	RDVT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.00	0.38	+1.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.29	0.41	-0.11
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	0.03	+0.54

Drawdowns

SCHA vs. RDVT - Drawdown Comparison

The maximum SCHA drawdown since its inception was -42.41%, smaller than the maximum RDVT drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for SCHA and RDVT.

Drawdown Indicators

	SCHA	RDVT	Difference
Max Drawdown Largest peak-to-trough decline	-42.41%	-90.17%	+47.76%
Max Drawdown (1Y) Largest decline over 1 year	-9.50%	-42.11%	+32.61%
Max Drawdown (3Y) Largest decline over 3 years	-27.29%	-42.11%	+14.82%
Max Drawdown (5Y) Largest decline over 5 years	-30.79%	-63.73%	+32.94%
Max Drawdown (10Y) Largest decline over 10 years	-42.41%	—	—
Current Drawdown Current decline from peak	-2.50%	-9.98%	+7.48%
Average Drawdown Average peak-to-trough decline	-7.58%	-50.47%	+42.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	18.92%	-16.33%

Volatility

SCHA vs. RDVT - Volatility Comparison

The current volatility for Schwab U.S. Small-Cap ETF (SCHA) is 5.79%, while Red Violet, Inc. (RDVT) has a volatility of 15.61%. This indicates that SCHA experiences smaller price fluctuations and is considered to be less risky than RDVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHA	RDVT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.79%	15.61%	-9.82%
Volatility (6M) Calculated over the trailing 6-month period	13.28%	37.64%	-24.36%
Volatility (1Y) Calculated over the trailing 1-year period	18.31%	46.14%	-27.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.98%	49.36%	-27.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.74%	68.31%	-45.57%

Dividends

SCHA vs. RDVT - Dividend Comparison

SCHA's dividend yield for the trailing twelve months is around 1.02%, while RDVT has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RDVT Red Violet, Inc.	0.00%	0.53%	0.00%	0.00%	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

Can I hold both SCHA and RDVT in my portfolio?

SCHA and RDVT have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCHA or RDVT?

RDVT has higher volatility (15.61%) compared to SCHA (5.79%). In terms of maximum drawdown, SCHA dropped -42.41% vs RDVT's -90.17%.

Which has better risk-adjusted returns?

SCHA currently has the higher Sharpe Ratio (2.00 vs 0.38), 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.