PortfoliosLab logoPortfoliosLab logo
SCHAX vs. SCHA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHAX vs. SCHA - Performance Comparison

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

Loading graphics...

SCHAX vs. SCHA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHAX
Franklin Multi-Asset Growth Fund
-5.88%16.36%16.62%17.14%-14.05%17.06%8.64%21.47%-9.13%15.25%
SCHA
Schwab U.S. Small-Cap ETF
2.24%11.60%11.16%18.46%-19.81%16.45%19.34%26.50%-11.79%14.94%

Returns By Period

In the year-to-date period, SCHAX achieves a -5.88% return, which is significantly lower than SCHA's 2.24% return. Over the past 10 years, SCHAX has underperformed SCHA with an annualized return of 8.42%, while SCHA has yielded a comparatively higher 9.84% annualized return.


SCHAX

1D
-0.29%
1M
-8.01%
YTD
-5.88%
6M
-3.58%
1Y
12.34%
3Y*
12.45%
5Y*
7.03%
10Y*
8.42%

SCHA

1D
3.56%
1M
-4.59%
YTD
2.24%
6M
4.84%
1Y
25.65%
3Y*
13.10%
5Y*
4.29%
10Y*
9.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


SCHAX vs. SCHA - Expense Ratio Comparison

SCHAX has a 0.43% expense ratio, which is higher than SCHA's 0.04% expense ratio.


Return for Risk

SCHAX vs. SCHA — Risk / Return Rank

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

SCHAX
SCHAX Risk / Return Rank: 3838
Overall Rank
SCHAX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SCHAX Sortino Ratio Rank: 3737
Sortino Ratio Rank
SCHAX Omega Ratio Rank: 3939
Omega Ratio Rank
SCHAX Calmar Ratio Rank: 3535
Calmar Ratio Rank
SCHAX Martin Ratio Rank: 4444
Martin Ratio Rank

SCHA
SCHA Risk / Return Rank: 7070
Overall Rank
SCHA Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SCHA Sortino Ratio Rank: 7070
Sortino Ratio Rank
SCHA Omega Ratio Rank: 6565
Omega Ratio Rank
SCHA Calmar Ratio Rank: 7373
Calmar Ratio Rank
SCHA Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCHAX vs. SCHA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Multi-Asset Growth Fund (SCHAX) and Schwab U.S. Small-Cap ETF (SCHA). 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.


SCHAXSCHADifference

Sharpe ratio

Return per unit of total volatility

0.78

1.13

-0.35

Sortino ratio

Return per unit of downside risk

1.20

1.69

-0.49

Omega ratio

Gain probability vs. loss probability

1.18

1.22

-0.05

Calmar ratio

Return relative to maximum drawdown

0.95

1.77

-0.82

Martin ratio

Return relative to average drawdown

4.46

7.39

-2.93

SCHAX vs. SCHA - Sharpe Ratio Comparison

The current SCHAX Sharpe Ratio is 0.78, which is lower than the SCHA Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of SCHAX and SCHA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SCHAXSCHADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

1.13

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.20

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.44

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.53

-0.18

Correlation

The correlation between SCHAX and SCHA is 0.89, 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.


Dividends

SCHAX vs. SCHA - Dividend Comparison

SCHAX's dividend yield for the trailing twelve months is around 11.75%, more than SCHA's 1.17% yield.


TTM20252024202320222021202020192018201720162015
SCHAX
Franklin Multi-Asset Growth Fund
11.75%11.06%6.23%5.47%8.83%7.37%4.95%5.78%6.27%11.21%4.27%11.46%
SCHA
Schwab U.S. Small-Cap ETF
1.17%1.26%1.51%1.42%1.37%1.19%1.05%1.39%1.58%1.24%1.50%1.48%

Drawdowns

SCHAX vs. SCHA - Drawdown Comparison

The maximum SCHAX drawdown since its inception was -54.85%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for SCHAX and SCHA.


Loading graphics...

Drawdown Indicators


SCHAXSCHADifference

Max Drawdown

Largest peak-to-trough decline

-54.85%

-42.41%

-12.44%

Max Drawdown (1Y)

Largest decline over 1 year

-11.16%

-14.35%

+3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-25.61%

-30.79%

+5.18%

Max Drawdown (10Y)

Largest decline over 10 years

-32.00%

-42.41%

+10.41%

Current Drawdown

Current decline from peak

-8.69%

-6.28%

-2.41%

Average Drawdown

Average peak-to-trough decline

-11.06%

-7.65%

-3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

3.43%

-1.05%

Volatility

SCHAX vs. SCHA - Volatility Comparison

The current volatility for Franklin Multi-Asset Growth Fund (SCHAX) is 4.38%, while Schwab U.S. Small-Cap ETF (SCHA) has a volatility of 7.40%. This indicates that SCHAX experiences smaller price fluctuations and is considered to be less risky than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SCHAXSCHADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

7.40%

-3.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.75%

13.69%

-4.94%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

22.89%

-6.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

21.95%

-7.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.86%

22.67%

-7.81%