SCHK vs. FITZ
SCHK (Schwab 1000 Index ETF) and FITZ (Fitz-Gerald Must Have Portfolio ETF) are both Large Cap Growth Equities funds. SCHK is passively managed, while FITZ is actively managed. At a 0.20 correlation, their price movements are largely independent. SCHK charges 0.05%/yr vs 0.75%/yr for FITZ.
Performance
SCHK vs. FITZ - Performance Comparison
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Returns By Period
SCHK
- 1D
- 0.50%
- 1M
- 4.73%
- YTD
- 11.59%
- 6M
- 11.39%
- 1Y
- 28.35%
- 3Y*
- 22.57%
- 5Y*
- 13.25%
- 10Y*
- —
FITZ
- 1D
- -0.20%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHK vs. FITZ - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SCHK Schwab 1000 Index ETF | 0.52% |
FITZ Fitz-Gerald Must Have Portfolio ETF | -1.66% |
Correlation
The correlation between SCHK and FITZ is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 29, 2026 | 0.20 |
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Return for Risk
SCHK vs. FITZ — Risk / Return Rank
SCHK
FITZ
SCHK vs. FITZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index ETF (SCHK) and Fitz-Gerald Must Have Portfolio ETF (FITZ). 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.
| SCHK | FITZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.42 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | — | — |
| Martin ratioReturn relative to average drawdown | 14.67 | — | — |
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
| SCHK | FITZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | -7.29 | +8.07 |
Drawdowns
SCHK vs. FITZ - Drawdown Comparison
The maximum SCHK drawdown since its inception was -34.80%, which is greater than FITZ's maximum drawdown of -1.97%. Use the drawdown chart below to compare losses from any high point for SCHK and FITZ.
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Drawdown Indicators
| SCHK | FITZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.80% | -1.97% | -32.83% |
Max Drawdown (1Y)Largest decline over 1 year | -8.97% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.21% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.44% | — | — |
Current DrawdownCurrent decline from peak | -0.25% | -1.97% | +1.72% |
Average DrawdownAverage peak-to-trough decline | -5.18% | -1.08% | -4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | — | — |
Volatility
SCHK vs. FITZ - Volatility Comparison
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Volatility by Period
| SCHK | FITZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.18% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.16% | 8.74% | +3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 8.74% | +8.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.11% | 8.74% | +10.37% |
SCHK vs. FITZ - Expense Ratio Comparison
SCHK has a 0.05% expense ratio, which is lower than FITZ's 0.75% expense ratio.
Dividends
SCHK vs. FITZ - Dividend Comparison
SCHK's dividend yield for the trailing twelve months is around 1.00%, while FITZ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FITZ Fitz-Gerald Must Have Portfolio ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHK Schwab 1000 Index ETF | 1.00% | 1.09% | 1.20% | 1.38% | 1.57% | 1.17% | 1.58% | 1.82% | 1.80% | 0.31% |
Frequently Asked Questions
SCHK and FITZ have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHK is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHK is cheaper with a 0.05% expense ratio, compared with 0.75% for FITZ.
SCHK has the higher dividend yield at 1.00%, compared with 0.00% for FITZ.
They also come from different issuers: Charles Schwab and Nicholas. Their fees differ too: 0.05% for SCHK and 0.75% for FITZ.
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