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

Correlation

The correlation between SCHA and VBK 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. VBK - Performance Comparison

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

350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
394.39%
392.60%
SCHA
VBK

Key characteristics

Sharpe Ratio

SCHA:

-0.01

VBK:

0.07

Sortino Ratio

SCHA:

0.15

VBK:

0.27

Omega Ratio

SCHA:

1.02

VBK:

1.03

Calmar Ratio

SCHA:

-0.01

VBK:

0.06

Martin Ratio

SCHA:

-0.03

VBK:

0.21

Ulcer Index

SCHA:

8.09%

VBK:

8.01%

Daily Std Dev

SCHA:

23.60%

VBK:

24.46%

Max Drawdown

SCHA:

-42.41%

VBK:

-58.69%

Current Drawdown

SCHA:

-20.77%

VBK:

-20.82%

Returns By Period

The year-to-date returns for both stocks are quite close, with SCHA having a -13.77% return and VBK slightly lower at -14.11%. Both investments have delivered pretty close results over the past 10 years, with SCHA having a 6.43% annualized return and VBK not far ahead at 6.64%.


SCHA

YTD

-13.77%

1M

-9.09%

6M

-12.32%

1Y

-2.88%

5Y*

11.89%

10Y*

6.43%

VBK

YTD

-14.11%

1M

-9.42%

6M

-9.95%

1Y

-1.27%

5Y*

8.17%

10Y*

6.64%

*Annualized

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SCHA vs. VBK - Expense Ratio Comparison

SCHA has a 0.04% expense ratio, which is lower than VBK's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VBK: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBK: 0.07%
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%

Risk-Adjusted Performance

SCHA vs. VBK — 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

VBK
The Risk-Adjusted Performance Rank of VBK is 3636
Overall Rank
The Sharpe Ratio Rank of VBK is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of VBK is 3737
Sortino Ratio Rank
The Omega Ratio Rank of VBK is 3737
Omega Ratio Rank
The Calmar Ratio Rank of VBK is 3636
Calmar Ratio Rank
The Martin Ratio Rank of VBK is 3535
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. VBK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Small-Cap ETF (SCHA) and Vanguard Small-Cap Growth ETF (VBK). 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
VBK: 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
VBK: 0.27
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
VBK: 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
VBK: 0.06
The chart of Martin ratio for SCHA, currently valued at -0.03, compared to the broader market0.0020.0040.0060.00
SCHA: -0.03
VBK: 0.21

The current SCHA Sharpe Ratio is -0.01, which is lower than the VBK Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of SCHA and VBK, 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
VBK

Dividends

SCHA vs. VBK - Dividend Comparison

SCHA's dividend yield for the trailing twelve months is around 1.76%, more than VBK's 0.62% 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%
VBK
Vanguard Small-Cap Growth ETF
0.62%0.54%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%1.01%

Drawdowns

SCHA vs. VBK - Drawdown Comparison

The maximum SCHA drawdown since its inception was -42.41%, smaller than the maximum VBK drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for SCHA and VBK. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.77%
-20.82%
SCHA
VBK

Volatility

SCHA vs. VBK - Volatility Comparison

The current volatility for Schwab U.S. Small-Cap ETF (SCHA) is 14.57%, while Vanguard Small-Cap Growth ETF (VBK) has a volatility of 15.72%. This indicates that SCHA experiences smaller price fluctuations and is considered to be less risky than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.57%
15.72%
SCHA
VBK