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SCHA vs. SCHM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHA and SCHM is 0.86, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

SCHA vs. SCHM - Performance Comparison

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

200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
240.53%
340.27%
SCHA
SCHM

Key characteristics

Sharpe Ratio

SCHA:

-0.01

SCHM:

0.07

Sortino Ratio

SCHA:

0.15

SCHM:

0.25

Omega Ratio

SCHA:

1.02

SCHM:

1.03

Calmar Ratio

SCHA:

-0.01

SCHM:

0.07

Martin Ratio

SCHA:

-0.03

SCHM:

0.24

Ulcer Index

SCHA:

8.09%

SCHM:

6.49%

Daily Std Dev

SCHA:

23.60%

SCHM:

21.17%

Max Drawdown

SCHA:

-42.41%

SCHM:

-42.43%

Current Drawdown

SCHA:

-20.77%

SCHM:

-16.64%

Returns By Period

In the year-to-date period, SCHA achieves a -13.77% return, which is significantly lower than SCHM's -9.88% return. Over the past 10 years, SCHA has underperformed SCHM with an annualized return of 6.43%, while SCHM has yielded a comparatively higher 8.63% annualized return.


SCHA

YTD

-13.77%

1M

-9.09%

6M

-12.32%

1Y

-2.88%

5Y*

11.89%

10Y*

6.43%

SCHM

YTD

-9.88%

1M

-8.02%

6M

-9.45%

1Y

-0.55%

5Y*

13.51%

10Y*

8.63%

*Annualized

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SCHA vs. SCHM - Expense Ratio Comparison

Both SCHA and SCHM have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for SCHA: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHA: 0.04%
Expense ratio chart for SCHM: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHM: 0.04%

Risk-Adjusted Performance

SCHA vs. SCHM — Risk-Adjusted Performance Rank

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

SCHA
The Risk-Adjusted Performance Rank of SCHA is 3131
Overall Rank
The Sharpe Ratio Rank of SCHA is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHA is 3131
Sortino Ratio Rank
The Omega Ratio Rank of SCHA is 3131
Omega Ratio Rank
The Calmar Ratio Rank of SCHA is 3030
Calmar Ratio Rank
The Martin Ratio Rank of SCHA is 3030
Martin Ratio Rank

SCHM
The Risk-Adjusted Performance Rank of SCHM is 3636
Overall Rank
The Sharpe Ratio Rank of SCHM is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHM is 3636
Sortino Ratio Rank
The Omega Ratio Rank of SCHM is 3636
Omega Ratio Rank
The Calmar Ratio Rank of SCHM is 3636
Calmar Ratio Rank
The Martin Ratio Rank of SCHM is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCHA vs. SCHM - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for SCHA, currently valued at -0.01, compared to the broader market-1.000.001.002.003.004.00
SCHA: -0.01
SCHM: 0.07
The chart of Sortino ratio for SCHA, currently valued at 0.15, compared to the broader market-2.000.002.004.006.008.00
SCHA: 0.15
SCHM: 0.25
The chart of Omega ratio for SCHA, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
SCHA: 1.02
SCHM: 1.03
The chart of Calmar ratio for SCHA, currently valued at -0.01, compared to the broader market0.002.004.006.008.0010.0012.00
SCHA: -0.01
SCHM: 0.07
The chart of Martin ratio for SCHA, currently valued at -0.03, compared to the broader market0.0020.0040.0060.00
SCHA: -0.03
SCHM: 0.24

The current SCHA Sharpe Ratio is -0.01, which is lower than the SCHM Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of SCHA and SCHM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.01
0.07
SCHA
SCHM

Dividends

SCHA vs. SCHM - Dividend Comparison

SCHA's dividend yield for the trailing twelve months is around 1.76%, more than SCHM's 1.56% yield.


TTM20242023202220212020201920182017201620152014
SCHA
Schwab U.S. Small-Cap ETF
1.76%1.51%1.42%1.37%1.19%1.05%1.39%1.62%1.24%1.50%1.48%1.45%
SCHM
Schwab US Mid-Cap ETF
1.56%1.43%1.50%1.67%1.13%1.31%1.48%1.56%1.27%1.51%1.54%1.48%

Drawdowns

SCHA vs. SCHM - Drawdown Comparison

The maximum SCHA drawdown since its inception was -42.41%, roughly equal to the maximum SCHM drawdown of -42.43%. Use the drawdown chart below to compare losses from any high point for SCHA and SCHM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.77%
-16.64%
SCHA
SCHM

Volatility

SCHA vs. SCHM - Volatility Comparison

Schwab U.S. Small-Cap ETF (SCHA) and Schwab US Mid-Cap ETF (SCHM) have volatilities of 14.57% and 14.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.57%
14.63%
SCHA
SCHM