SCHM vs. QMOM
Compare and contrast key facts about Schwab US Mid-Cap ETF (SCHM) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM).
SCHM and QMOM 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. QMOM is an actively managed fund by Alpha Architect. It was launched on Dec 2, 2015.
Performance
SCHM vs. QMOM - Performance Comparison
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SCHM vs. QMOM - 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% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 6.82% | 2.36% | 30.43% | 9.50% | -6.99% | -4.06% | 61.94% | 28.39% | -11.75% | 15.92% |
Returns By Period
In the year-to-date period, SCHM achieves a 4.18% return, which is significantly lower than QMOM's 6.82% return. Over the past 10 years, SCHM has underperformed QMOM with an annualized return of 10.30%, while QMOM has yielded a comparatively higher 12.39% 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%
QMOM
- 1D
- 2.11%
- 1M
- -5.53%
- YTD
- 6.82%
- 6M
- 9.12%
- 1Y
- 17.89%
- 3Y*
- 16.74%
- 5Y*
- 6.54%
- 10Y*
- 12.39%
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SCHM vs. QMOM - Expense Ratio Comparison
SCHM has a 0.04% expense ratio, which is lower than QMOM's 0.28% expense ratio.
Return for Risk
SCHM vs. QMOM — Risk / Return Rank
SCHM
QMOM
SCHM vs. QMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab US Mid-Cap ETF (SCHM) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM). 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 | QMOM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.70 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.08 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.15 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.33 | +0.15 |
Martin ratioReturn relative to average drawdown | 6.50 | 4.59 | +1.91 |
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 | QMOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.70 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.27 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.47 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.46 | +0.09 |
Correlation
The correlation between SCHM and QMOM 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. QMOM - Dividend Comparison
SCHM's dividend yield for the trailing twelve months is around 1.40%, more than QMOM's 0.51% 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% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 0.51% | 0.54% | 1.40% | 0.87% | 1.59% | 0.12% | 0.08% | 0.01% | 0.05% | 0.13% | 0.34% | 0.00% |
Drawdowns
SCHM vs. QMOM - Drawdown Comparison
The maximum SCHM drawdown since its inception was -42.43%, which is greater than QMOM's maximum drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for SCHM and QMOM.
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Drawdown Indicators
| SCHM | QMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.43% | -39.13% | -3.30% |
Max Drawdown (1Y)Largest decline over 1 year | -14.16% | -13.55% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -26.46% | -27.00% | +0.54% |
Max Drawdown (10Y)Largest decline over 10 years | -42.43% | -39.13% | -3.30% |
Current DrawdownCurrent decline from peak | -5.44% | -5.53% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -13.11% | +7.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 3.93% | -0.69% |
Volatility
SCHM vs. QMOM - Volatility Comparison
The current volatility for Schwab US Mid-Cap ETF (SCHM) is 6.80%, while Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a volatility of 11.62%. This indicates that SCHM experiences smaller price fluctuations and is considered to be less risky than QMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHM | QMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 11.62% | -4.82% |
Volatility (6M)Calculated over the trailing 6-month period | 12.07% | 19.19% | -7.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.15% | 25.76% | -4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.51% | 24.73% | -5.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.41% | 26.28% | -5.87% |