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SCHC vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHC and QQQ is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

SCHC vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Small-Cap Equity ETF (SCHC) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
100.18%
1,175.84%
SCHC
QQQ

Key characteristics

Sharpe Ratio

SCHC:

0.29

QQQ:

1.64

Sortino Ratio

SCHC:

0.48

QQQ:

2.19

Omega Ratio

SCHC:

1.06

QQQ:

1.30

Calmar Ratio

SCHC:

0.21

QQQ:

2.16

Martin Ratio

SCHC:

1.15

QQQ:

7.79

Ulcer Index

SCHC:

3.53%

QQQ:

3.76%

Daily Std Dev

SCHC:

13.99%

QQQ:

17.85%

Max Drawdown

SCHC:

-43.94%

QQQ:

-82.98%

Current Drawdown

SCHC:

-13.73%

QQQ:

-3.63%

Returns By Period

In the year-to-date period, SCHC achieves a 1.26% return, which is significantly lower than QQQ's 27.20% return. Over the past 10 years, SCHC has underperformed QQQ with an annualized return of 4.41%, while QQQ has yielded a comparatively higher 18.36% annualized return.


SCHC

YTD

1.26%

1M

-1.81%

6M

-0.51%

1Y

2.49%

5Y*

2.68%

10Y*

4.41%

QQQ

YTD

27.20%

1M

3.08%

6M

8.34%

1Y

27.81%

5Y*

20.44%

10Y*

18.36%

Compare stocks, funds, or ETFs

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


SCHC vs. QQQ - Expense Ratio Comparison

SCHC has a 0.11% expense ratio, which is lower than QQQ's 0.20% 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%.


QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for SCHC: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Risk-Adjusted Performance

SCHC vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Small-Cap Equity ETF (SCHC) and Invesco QQQ (QQQ). 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 SCHC, currently valued at 0.29, compared to the broader market0.002.004.000.291.64
The chart of Sortino ratio for SCHC, currently valued at 0.48, compared to the broader market-2.000.002.004.006.008.0010.000.482.19
The chart of Omega ratio for SCHC, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.30
The chart of Calmar ratio for SCHC, currently valued at 0.21, compared to the broader market0.005.0010.0015.000.212.16
The chart of Martin ratio for SCHC, currently valued at 1.15, compared to the broader market0.0020.0040.0060.0080.00100.001.157.79
SCHC
QQQ

The current SCHC Sharpe Ratio is 0.29, which is lower than the QQQ Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of SCHC and QQQ, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.29
1.64
SCHC
QQQ

Dividends

SCHC vs. QQQ - Dividend Comparison

SCHC's dividend yield for the trailing twelve months is around 3.75%, more than QQQ's 0.43% yield.


TTM20232022202120202019201820172016201520142013
SCHC
Schwab International Small-Cap Equity ETF
3.75%2.94%1.78%3.02%1.62%3.23%2.51%2.72%2.01%2.34%2.59%2.80%
QQQ
Invesco QQQ
0.43%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

SCHC vs. QQQ - Drawdown Comparison

The maximum SCHC drawdown since its inception was -43.94%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for SCHC and QQQ. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.73%
-3.63%
SCHC
QQQ

Volatility

SCHC vs. QQQ - Volatility Comparison

The current volatility for Schwab International Small-Cap Equity ETF (SCHC) is 3.68%, while Invesco QQQ (QQQ) has a volatility of 5.29%. This indicates that SCHC experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
3.68%
5.29%
SCHC
QQQ
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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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