SCHA vs. VBK
Compare and contrast key facts about Schwab U.S. Small-Cap ETF (SCHA) and Vanguard Small-Cap Growth ETF (VBK).
SCHA and VBK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHA is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Small-Cap Total Stock Market Total Return Index. It was launched on Nov 3, 2009. VBK is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Growth Index. It was launched on Jan 26, 2004. Both SCHA and VBK are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHA or VBK.
Key characteristics
| SCHA | VBK | |
|---|---|---|
| YTD Return | -1.15% | 1.62% |
| 1Y Return | 15.91% | 16.63% |
| 3Y Return (Ann) | -2.25% | -5.04% |
| 5Y Return (Ann) | 6.64% | 6.28% |
| 10Y Return (Ann) | 7.57% | 8.35% |
| Sharpe Ratio | 0.93 | 0.97 |
| Daily Std Dev | 18.77% | 18.49% |
| Max Drawdown | -42.41% | -58.69% |
| Current Drawdown | -12.28% | -18.51% |
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.
Performance
SCHA vs. VBK - Performance Comparison
In the year-to-date period, SCHA achieves a -1.15% return, which is significantly lower than VBK's 1.62% return. Over the past 10 years, SCHA has underperformed VBK with an annualized return of 7.57%, while VBK has yielded a comparatively higher 8.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
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.
Dividends
SCHA vs. VBK - Dividend Comparison
SCHA's dividend yield for the trailing twelve months is around 1.38%, more than VBK's 0.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHA Schwab U.S. Small-Cap ETF | 1.38% | 1.42% | 1.37% | 1.19% | 1.05% | 1.39% | 1.62% | 1.24% | 1.50% | 1.48% | 1.45% | 1.14% |
VBK Vanguard Small-Cap Growth ETF | 0.70% | 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.
Volatility
SCHA vs. VBK - Volatility Comparison
Schwab U.S. Small-Cap ETF (SCHA) and Vanguard Small-Cap Growth ETF (VBK) have volatilities of 4.97% and 4.90%, 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.