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

Correlation

The correlation between SCHK and VOO 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.


-0.50.00.51.01.0

Performance

SCHK vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 1000 Index ETF (SCHK) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

130.00%140.00%150.00%160.00%170.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
172.37%
162.04%
SCHK
VOO

Key characteristics

Sharpe Ratio

SCHK:

2.26

VOO:

2.25

Sortino Ratio

SCHK:

3.00

VOO:

2.98

Omega Ratio

SCHK:

1.42

VOO:

1.42

Calmar Ratio

SCHK:

3.38

VOO:

3.31

Martin Ratio

SCHK:

14.51

VOO:

14.77

Ulcer Index

SCHK:

1.98%

VOO:

1.90%

Daily Std Dev

SCHK:

12.71%

VOO:

12.46%

Max Drawdown

SCHK:

-34.80%

VOO:

-33.99%

Current Drawdown

SCHK:

-2.90%

VOO:

-2.47%

Returns By Period

The year-to-date returns for both stocks are quite close, with SCHK having a 26.72% return and VOO slightly lower at 26.02%.


SCHK

YTD

26.72%

1M

0.19%

6M

10.47%

1Y

27.45%

5Y*

15.46%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

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


SCHK vs. VOO - Expense Ratio Comparison

SCHK has a 0.05% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SCHK
Schwab 1000 Index ETF
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%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SCHK vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index ETF (SCHK) and Vanguard S&P 500 ETF (VOO). 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 2.26, compared to the broader market0.002.004.002.262.25
The chart of Sortino ratio for SCHK, currently valued at 3.00, compared to the broader market-2.000.002.004.006.008.0010.003.002.98
The chart of Omega ratio for SCHK, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.42
The chart of Calmar ratio for SCHK, currently valued at 3.38, compared to the broader market0.005.0010.0015.003.383.31
The chart of Martin ratio for SCHK, currently valued at 14.51, compared to the broader market0.0020.0040.0060.0080.00100.0014.5114.77
SCHK
VOO

The current SCHK Sharpe Ratio is 2.26, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of SCHK and VOO, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.26
2.25
SCHK
VOO

Dividends

SCHK vs. VOO - Dividend Comparison

SCHK's dividend yield for the trailing twelve months is around 1.49%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
SCHK
Schwab 1000 Index ETF
1.49%2.41%2.36%1.17%2.80%2.82%2.81%0.62%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SCHK vs. VOO - Drawdown Comparison

The maximum SCHK drawdown since its inception was -34.80%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SCHK and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.90%
-2.47%
SCHK
VOO

Volatility

SCHK vs. VOO - Volatility Comparison

Schwab 1000 Index ETF (SCHK) has a higher volatility of 3.96% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that SCHK's price experiences larger fluctuations and is considered to be riskier than VOO 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%JulyAugustSeptemberOctoberNovemberDecember
3.96%
3.75%
SCHK
VOO
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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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