SCHM vs. PFSLX
Compare and contrast key facts about Schwab US Mid-Cap ETF (SCHM) and Paradigm Select Fund (PFSLX).
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. PFSLX is managed by Paradigm Funds. It was launched on Jan 3, 2005.
Performance
SCHM vs. PFSLX - Performance Comparison
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SCHM vs. PFSLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHM Schwab US Mid-Cap ETF | 4.18% | 10.17% | 11.98% | 16.69% | -17.07% | 19.36% | 15.26% | 27.48% | -8.77% | 19.60% |
PFSLX Paradigm Select Fund | 11.83% | 13.27% | 16.73% | 26.94% | -26.44% | 31.16% | 26.05% | 38.32% | -9.93% | 16.13% |
Returns By Period
In the year-to-date period, SCHM achieves a 4.18% return, which is significantly lower than PFSLX's 11.83% return. Over the past 10 years, SCHM has underperformed PFSLX with an annualized return of 10.30%, while PFSLX has yielded a comparatively higher 14.28% annualized return.
SCHM
- 1D
- 0.94%
- 1M
- -5.24%
- YTD
- 4.18%
- 6M
- 5.69%
- 1Y
- 20.54%
- 3Y*
- 13.06%
- 5Y*
- 6.01%
- 10Y*
- 10.30%
PFSLX
- 1D
- 4.93%
- 1M
- -5.75%
- YTD
- 11.83%
- 6M
- 22.96%
- 1Y
- 45.46%
- 3Y*
- 19.79%
- 5Y*
- 9.58%
- 10Y*
- 14.28%
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SCHM vs. PFSLX - Expense Ratio Comparison
SCHM has a 0.04% expense ratio, which is lower than PFSLX's 1.16% expense ratio.
Return for Risk
SCHM vs. PFSLX — Risk / Return Rank
SCHM
PFSLX
SCHM vs. PFSLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab US Mid-Cap ETF (SCHM) and Paradigm Select Fund (PFSLX). 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 | PFSLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.65 | -0.67 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.30 | -0.81 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.30 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 3.36 | -1.87 |
Martin ratioReturn relative to average drawdown | 6.50 | 12.98 | -6.48 |
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
| SCHM | PFSLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.65 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.02 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.04 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.05 | +0.50 |
Correlation
The correlation between SCHM and PFSLX is 0.92, 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. PFSLX - Dividend Comparison
SCHM's dividend yield for the trailing twelve months is around 1.40%, more than PFSLX's 0.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHM Schwab US Mid-Cap ETF | 1.40% | 1.46% | 1.43% | 1.50% | 1.67% | 1.13% | 1.31% | 1.48% | 1.56% | 1.27% | 1.51% | 1.54% |
PFSLX Paradigm Select Fund | 0.13% | 0.14% | 0.02% | 0.31% | 0.01% | 0.17% | 0.11% | 0.58% | 2.93% | 3.89% | 0.74% | 9.40% |
Drawdowns
SCHM vs. PFSLX - Drawdown Comparison
The maximum SCHM drawdown since its inception was -42.43%, smaller than the maximum PFSLX drawdown of -93.50%. Use the drawdown chart below to compare losses from any high point for SCHM and PFSLX.
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Drawdown Indicators
| SCHM | PFSLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.43% | -93.50% | +51.07% |
Max Drawdown (1Y)Largest decline over 1 year | -14.16% | -13.70% | -0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -26.46% | -93.50% | +67.04% |
Max Drawdown (10Y)Largest decline over 10 years | -42.43% | -93.50% | +51.07% |
Current DrawdownCurrent decline from peak | -5.44% | -89.23% | +83.79% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -13.35% | +7.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 3.55% | -0.31% |
Volatility
SCHM vs. PFSLX - Volatility Comparison
The current volatility for Schwab US Mid-Cap ETF (SCHM) is 6.80%, while Paradigm Select Fund (PFSLX) has a volatility of 11.60%. This indicates that SCHM experiences smaller price fluctuations and is considered to be less risky than PFSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHM | PFSLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 11.60% | -4.80% |
Volatility (6M)Calculated over the trailing 6-month period | 12.07% | 18.65% | -6.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.15% | 28.15% | -7.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.51% | 475.26% | -455.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.41% | 336.39% | -315.98% |