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

Correlation

The correlation between SCHA and SCHV 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.


-0.50.00.51.00.9

Performance

SCHA vs. SCHV - Performance Comparison

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

400.00%450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
447.53%
561.39%
SCHA
SCHV

Key characteristics

Sharpe Ratio

SCHA:

0.76

SCHV:

1.91

Sortino Ratio

SCHA:

1.17

SCHV:

2.71

Omega Ratio

SCHA:

1.14

SCHV:

1.34

Calmar Ratio

SCHA:

1.00

SCHV:

2.64

Martin Ratio

SCHA:

4.06

SCHV:

10.28

Ulcer Index

SCHA:

3.58%

SCHV:

1.97%

Daily Std Dev

SCHA:

19.24%

SCHV:

10.61%

Max Drawdown

SCHA:

-42.41%

SCHV:

-37.08%

Current Drawdown

SCHA:

-7.63%

SCHV:

-6.66%

Returns By Period

In the year-to-date period, SCHA achieves a 12.02% return, which is significantly lower than SCHV's 18.06% return. Over the past 10 years, SCHA has underperformed SCHV with an annualized return of 8.85%, while SCHV has yielded a comparatively higher 11.71% annualized return.


SCHA

YTD

12.02%

1M

-2.82%

6M

11.89%

1Y

12.57%

5Y*

8.58%

10Y*

8.85%

SCHV

YTD

18.06%

1M

-3.64%

6M

8.83%

1Y

19.25%

5Y*

11.37%

10Y*

11.71%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SCHA vs. SCHV - Expense Ratio Comparison

Both SCHA and SCHV 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%.


SCHA
Schwab U.S. Small-Cap ETF
Expense ratio chart for SCHA: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for SCHV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

SCHA vs. SCHV - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for SCHA, currently valued at 0.76, compared to the broader market0.002.004.000.761.91
The chart of Sortino ratio for SCHA, currently valued at 1.17, compared to the broader market-2.000.002.004.006.008.0010.001.172.71
The chart of Omega ratio for SCHA, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.34
The chart of Calmar ratio for SCHA, currently valued at 1.00, compared to the broader market0.005.0010.0015.001.002.64
The chart of Martin ratio for SCHA, currently valued at 4.06, compared to the broader market0.0020.0040.0060.0080.00100.004.0610.28
SCHA
SCHV

The current SCHA Sharpe Ratio is 0.76, which is lower than the SCHV Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of SCHA and SCHV, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.76
1.91
SCHA
SCHV

Dividends

SCHA vs. SCHV - Dividend Comparison

SCHA's dividend yield for the trailing twelve months is around 2.35%, less than SCHV's 3.36% yield.


TTM20232022202120202019201820172016201520142013
SCHA
Schwab U.S. Small-Cap ETF
2.35%2.24%2.74%1.19%1.52%1.70%3.20%2.02%2.39%1.48%1.83%1.42%
SCHV
Schwab U.S. Large-Cap Value ETF
3.36%4.95%5.72%1.95%7.90%6.99%6.18%5.77%4.95%4.06%5.84%4.38%

Drawdowns

SCHA vs. SCHV - Drawdown Comparison

The maximum SCHA drawdown since its inception was -42.41%, which is greater than SCHV's maximum drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for SCHA and SCHV. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.63%
-6.66%
SCHA
SCHV

Volatility

SCHA vs. SCHV - Volatility Comparison

Schwab U.S. Small-Cap ETF (SCHA) has a higher volatility of 6.06% compared to Schwab U.S. Large-Cap Value ETF (SCHV) at 3.72%. This indicates that SCHA's price experiences larger fluctuations and is considered to be riskier than SCHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.06%
3.72%
SCHA
SCHV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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