SCHB vs. VTI
Compare and contrast key facts about Schwab U.S. Broad Market ETF (SCHB) and Vanguard Total Stock Market ETF (VTI).
SCHB and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHB is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Broad Stock Market Total Return Index. It was launched on Nov 3, 2009. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both SCHB and VTI 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: SCHB or VTI.
Performance
SCHB vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, SCHB achieves a 26.08% return, which is significantly higher than VTI's 23.63% return. Over the past 10 years, SCHB has outperformed VTI with an annualized return of 14.91%, while VTI has yielded a comparatively lower 12.59% annualized return.
SCHB
26.08%
0.89%
12.88%
36.13%
17.19%
14.91%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| SCHB | VTI | |
|---|---|---|
| Sharpe Ratio | 2.88 | 2.58 |
| Sortino Ratio | 3.82 | 3.45 |
| Omega Ratio | 1.53 | 1.48 |
| Calmar Ratio | 4.23 | 3.76 |
| Martin Ratio | 18.57 | 16.56 |
| Ulcer Index | 1.94% | 1.95% |
| Daily Std Dev | 12.55% | 12.51% |
| Max Drawdown | -35.27% | -55.45% |
| Current Drawdown | -2.45% | -2.43% |
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SCHB vs. VTI - Expense Ratio Comparison
Both SCHB and VTI have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between SCHB and VTI is 0.99, 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.
Risk-Adjusted Performance
SCHB vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Broad Market ETF (SCHB) and Vanguard Total Stock Market ETF (VTI). 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
SCHB vs. VTI - Dividend Comparison
SCHB's dividend yield for the trailing twelve months is around 1.20%, less than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHB Schwab U.S. Broad Market ETF | 1.20% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 1.86% | 2.00% | 1.72% | 1.63% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
SCHB vs. VTI - Drawdown Comparison
The maximum SCHB drawdown since its inception was -35.27%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SCHB and VTI. For additional features, visit the drawdowns tool.
Volatility
SCHB vs. VTI - Volatility Comparison
Schwab U.S. Broad Market ETF (SCHB) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.28% and 4.28%, 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.