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

Correlation

The correlation between SCHA and VBK is 0.96, 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.


-0.50.00.51.01.0

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.

400.00%420.00%440.00%460.00%480.00%500.00%520.00%JulyAugustSeptemberOctoberNovemberDecember
478.48%
480.37%
SCHA
VBK

Key characteristics

Sharpe Ratio

SCHA:

0.76

VBK:

1.12

Sortino Ratio

SCHA:

1.17

VBK:

1.59

Omega Ratio

SCHA:

1.14

VBK:

1.19

Calmar Ratio

SCHA:

1.00

VBK:

0.89

Martin Ratio

SCHA:

4.06

VBK:

5.52

Ulcer Index

SCHA:

3.58%

VBK:

3.77%

Daily Std Dev

SCHA:

19.24%

VBK:

18.67%

Max Drawdown

SCHA:

-42.41%

VBK:

-58.69%

Current Drawdown

SCHA:

-7.63%

VBK:

-6.71%

Returns By Period

In the year-to-date period, SCHA achieves a 12.02% return, which is significantly lower than VBK's 17.89% return. Both investments have delivered pretty close results over the past 10 years, with SCHA having a 8.85% annualized return and VBK not far ahead at 9.20%.


SCHA

YTD

12.02%

1M

-2.82%

6M

11.89%

1Y

12.57%

5Y*

8.58%

10Y*

8.85%

VBK

YTD

17.89%

1M

-3.01%

6M

14.45%

1Y

17.61%

5Y*

7.92%

10Y*

9.20%

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. 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%.


VBK
Vanguard Small-Cap Growth ETF
Expense ratio chart for VBK: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
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%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for SCHA, currently valued at 0.76, compared to the broader market0.002.004.000.761.12
The chart of Sortino ratio for SCHA, currently valued at 1.17, compared to the broader market-2.000.002.004.006.008.0010.001.171.59
The chart of Omega ratio for SCHA, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.19
The chart of Calmar ratio for SCHA, currently valued at 1.00, compared to the broader market0.005.0010.0015.001.000.89
The chart of Martin ratio for SCHA, currently valued at 4.06, compared to the broader market0.0020.0040.0060.0080.00100.004.065.52
SCHA
VBK

The current SCHA Sharpe Ratio is 0.76, which is lower than the VBK Sharpe Ratio of 1.12. 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.76
1.12
SCHA
VBK

Dividends

SCHA vs. VBK - Dividend Comparison

SCHA's dividend yield for the trailing twelve months is around 2.35%, more than VBK's 0.39% 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%
VBK
Vanguard Small-Cap Growth ETF
0.39%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%1.01%0.65%

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.63%
-6.71%
SCHA
VBK

Volatility

SCHA vs. VBK - Volatility Comparison

Schwab U.S. Small-Cap ETF (SCHA) and Vanguard Small-Cap Growth ETF (VBK) have volatilities of 6.06% and 6.31%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.06%
6.31%
SCHA
VBK
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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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