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SCHK vs. OEF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SCHK vs. OEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 1000 Index ETF (SCHK) and iShares S&P 100 ETF (OEF). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.21%
13.70%
SCHK
OEF

Returns By Period

In the year-to-date period, SCHK achieves a 26.08% return, which is significantly lower than OEF's 29.13% return.


SCHK

YTD

26.08%

1M

1.64%

6M

13.21%

1Y

33.58%

5Y (annualized)

16.18%

10Y (annualized)

N/A

OEF

YTD

29.13%

1M

1.33%

6M

13.70%

1Y

34.72%

5Y (annualized)

17.24%

10Y (annualized)

14.00%

Key characteristics


SCHKOEF
Sharpe Ratio2.682.59
Sortino Ratio3.573.43
Omega Ratio1.501.48
Calmar Ratio3.913.52
Martin Ratio17.1315.60
Ulcer Index1.94%2.20%
Daily Std Dev12.38%13.23%
Max Drawdown-34.80%-54.11%
Current Drawdown-1.41%-1.33%

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SCHK vs. OEF - Expense Ratio Comparison

SCHK has a 0.05% expense ratio, which is lower than OEF'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%.


OEF
iShares S&P 100 ETF
Expense ratio chart for OEF: 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 SCHK: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Correlation

-0.50.00.51.01.0

The correlation between SCHK and OEF is 0.97, 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

SCHK vs. OEF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index ETF (SCHK) and iShares S&P 100 ETF (OEF). 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 SCHK, currently valued at 2.68, compared to the broader market0.002.004.002.682.59
The chart of Sortino ratio for SCHK, currently valued at 3.57, compared to the broader market-2.000.002.004.006.008.0010.0012.003.573.43
The chart of Omega ratio for SCHK, currently valued at 1.50, compared to the broader market0.501.001.502.002.503.001.501.48
The chart of Calmar ratio for SCHK, currently valued at 3.91, compared to the broader market0.005.0010.0015.003.913.52
The chart of Martin ratio for SCHK, currently valued at 17.13, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.1315.60
SCHK
OEF

The current SCHK Sharpe Ratio is 2.68, which is comparable to the OEF Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of SCHK and OEF, 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.68
2.59
SCHK
OEF

Dividends

SCHK vs. OEF - Dividend Comparison

SCHK's dividend yield for the trailing twelve months is around 1.45%, more than OEF's 1.00% yield.


TTM20232022202120202019201820172016201520142013
SCHK
Schwab 1000 Index ETF
1.45%2.03%1.96%1.41%2.65%3.25%1.81%0.31%0.00%0.00%0.00%0.00%
OEF
iShares S&P 100 ETF
1.00%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%1.85%1.96%

Drawdowns

SCHK vs. OEF - Drawdown Comparison

The maximum SCHK drawdown since its inception was -34.80%, smaller than the maximum OEF drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for SCHK and OEF. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.41%
-1.33%
SCHK
OEF

Volatility

SCHK vs. OEF - Volatility Comparison

The current volatility for Schwab 1000 Index ETF (SCHK) is 4.23%, while iShares S&P 100 ETF (OEF) has a volatility of 4.57%. This indicates that SCHK experiences smaller price fluctuations and is considered to be less risky than OEF 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%JuneJulyAugustSeptemberOctoberNovember
4.23%
4.57%
SCHK
OEF