SCHM vs. FCUS

Last updated Apr 1, 2026

Compare and contrast key facts about Schwab US Mid-Cap ETF (SCHM) and Pinnacle Focused Opportunities ETF (FCUS).

SCHM and FCUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHM is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones US Total Stock Market Mid-Cap. It was launched on Jan 13, 2011. FCUS is an actively managed fund by Pinnacle. It was launched on Dec 28, 2022.

Performance

SCHM vs. FCUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab US Mid-Cap ETF (SCHM) and Pinnacle Focused Opportunities ETF (FCUS). The values are adjusted to include any dividend payments, if applicable.

SCHM vs. FCUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SCHM Schwab US Mid-Cap ETF	3.21%	10.17%	11.98%	16.69%
FCUS Pinnacle Focused Opportunities ETF	14.56%	13.69%	30.59%	21.13%

Returns By Period

In the year-to-date period, SCHM achieves a 3.21% return, which is significantly lower than FCUS's 14.56% return.

SCHM

• 1D: 3.30%
• 1M: -5.64%
• YTD: 3.21%
• 6M: 5.17%
• 1Y: 19.92%
• 3Y*: 12.71%
• 5Y*: 5.81%
• 10Y*: 10.20%

FCUS

• 1D: 5.33%
• 1M: -8.18%
• YTD: 14.56%
• 6M: 17.93%
• 1Y: 63.71%
• 3Y*: 24.55%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHM vs. FCUS - Expense Ratio Comparison

SCHM has a 0.04% expense ratio, which is lower than FCUS's 0.79% expense ratio.

FCUS

Pinnacle Focused Opportunities ETF

SCHM

Schwab US Mid-Cap ETF

Return for Risk

SCHM vs. FCUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCHM

SCHM Risk / Return Rank: 60
SCHM Sharpe Ratio Rank: 57
SCHM Sortino Ratio Rank: 60
SCHM Omega Ratio Rank: 58
SCHM Calmar Ratio Rank: 60
SCHM Martin Ratio Rank: 66

FCUS

FCUS Risk / Return Rank: 87
FCUS Sharpe Ratio Rank: 87
FCUS Sortino Ratio Rank: 83
FCUS Omega Ratio Rank: 82
FCUS Calmar Ratio Rank: 93
FCUS Martin Ratio Rank: 90

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCHM vs. FCUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab US Mid-Cap ETF (SCHM) and Pinnacle Focused Opportunities ETF (FCUS). 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.

	SCHM	FCUS	Difference
Sharpe ratio Return per unit of total volatility	0.95	1.84	-0.89
Sortino ratio Return per unit of downside risk	1.45	2.22	-0.77
Omega ratio Gain probability vs. loss probability	1.20	1.32	-0.12
Calmar ratio Return relative to maximum drawdown	1.42	3.51	-2.10
Martin ratio Return relative to average drawdown	6.23	11.65	-5.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCHM vs. FCUS - Sharpe Ratio Comparison

The current SCHM Sharpe Ratio is 0.95, which is lower than the FCUS Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of SCHM and FCUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SCHM	FCUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.95	1.84	-0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.84	-0.29

Correlation

The correlation between SCHM and FCUS is 0.72, 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.

Dividends

SCHM vs. FCUS - Dividend Comparison

SCHM's dividend yield for the trailing twelve months is around 1.41%, less than FCUS's 3.78% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHM Schwab US Mid-Cap ETF	1.41%	1.46%	1.43%	1.50%	1.67%	1.13%	1.31%	1.48%	1.56%	1.27%	1.51%	1.54%
FCUS Pinnacle Focused Opportunities ETF	3.78%	4.33%	11.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SCHM vs. FCUS - Drawdown Comparison

The maximum SCHM drawdown since its inception was -42.43%, which is greater than FCUS's maximum drawdown of -39.89%. Use the drawdown chart below to compare losses from any high point for SCHM and FCUS.

Drawdown Indicators

	SCHM	FCUS	Difference
Max Drawdown Largest peak-to-trough decline	-42.43%	-39.89%	-2.54%
Max Drawdown (1Y) Largest decline over 1 year	-14.16%	-17.70%	+3.54%
Max Drawdown (5Y) Largest decline over 5 years	-26.46%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.43%	—	—
Current Drawdown Current decline from peak	-6.32%	-9.72%	+3.40%
Average Drawdown Average peak-to-trough decline	-5.71%	-7.83%	+2.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.22%	5.34%	-2.12%

Volatility

SCHM vs. FCUS - Volatility Comparison

The current volatility for Schwab US Mid-Cap ETF (SCHM) is 6.87%, while Pinnacle Focused Opportunities ETF (FCUS) has a volatility of 16.58%. This indicates that SCHM experiences smaller price fluctuations and is considered to be less risky than FCUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHM	FCUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.87%	16.58%	-9.71%
Volatility (6M) Calculated over the trailing 6-month period	12.04%	29.46%	-17.42%
Volatility (1Y) Calculated over the trailing 1-year period	21.13%	34.85%	-13.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.52%	30.06%	-10.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.41%	30.06%	-9.65%