SCHAX vs. SCHA
Compare and contrast key facts about Franklin Multi-Asset Growth Fund (SCHAX) and Schwab U.S. Small-Cap ETF (SCHA).
SCHAX is managed by Franklin Templeton. It was launched on Feb 4, 1996. 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.
Performance
SCHAX vs. SCHA - Performance Comparison
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SCHAX vs. SCHA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
SCHAX
SCHA
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.
| SCHAX | SCHA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 1.13 | -0.35 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.69 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.77 | -0.82 |
Martin ratioReturn relative to average drawdown | 4.46 | 7.39 | -2.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCHAX | SCHA | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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Drawdown Indicators
| SCHAX | SCHA | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.69% | -6.28% | -2.41% |
Average DrawdownAverage peak-to-trough decline | -11.06% | -7.65% | -3.41% |
Ulcer IndexDepth 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.
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Volatility by Period
| SCHAX | SCHA | Difference | |
|---|---|---|---|
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% |