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SCHM vs. SCHA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHM and SCHA 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.


-0.50.00.51.01.0

Performance

SCHM vs. SCHA - Performance Comparison

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

250.00%300.00%350.00%400.00%450.00%AugustSeptemberOctoberNovemberDecember2025
405.84%
289.61%
SCHM
SCHA

Key characteristics

Sharpe Ratio

SCHM:

0.96

SCHA:

0.66

Sortino Ratio

SCHM:

1.39

SCHA:

1.05

Omega Ratio

SCHM:

1.17

SCHA:

1.13

Calmar Ratio

SCHM:

1.74

SCHA:

0.87

Martin Ratio

SCHM:

4.35

SCHA:

3.45

Ulcer Index

SCHM:

3.27%

SCHA:

3.67%

Daily Std Dev

SCHM:

14.87%

SCHA:

19.07%

Max Drawdown

SCHM:

-42.43%

SCHA:

-42.41%

Current Drawdown

SCHM:

-7.80%

SCHA:

-9.55%

Returns By Period

In the year-to-date period, SCHM achieves a -0.32% return, which is significantly higher than SCHA's -1.55% return. Over the past 10 years, SCHM has outperformed SCHA with an annualized return of 10.80%, while SCHA has yielded a comparatively lower 8.88% annualized return.


SCHM

YTD

-0.32%

1M

-5.18%

6M

4.44%

1Y

14.46%

5Y*

9.84%

10Y*

10.80%

SCHA

YTD

-1.55%

1M

-6.71%

6M

4.06%

1Y

13.44%

5Y*

8.13%

10Y*

8.88%

*Annualized

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SCHM vs. SCHA - Expense Ratio Comparison

Both SCHM and SCHA have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for SCHM: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for SCHA: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

SCHM vs. SCHA — Risk-Adjusted Performance Rank

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

SCHM
The Risk-Adjusted Performance Rank of SCHM is 5252
Overall Rank
The Sharpe Ratio Rank of SCHM is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHM is 4848
Sortino Ratio Rank
The Omega Ratio Rank of SCHM is 4848
Omega Ratio Rank
The Calmar Ratio Rank of SCHM is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SCHM is 5151
Martin Ratio Rank

SCHA
The Risk-Adjusted Performance Rank of SCHA is 4040
Overall Rank
The Sharpe Ratio Rank of SCHA is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHA is 3737
Sortino Ratio Rank
The Omega Ratio Rank of SCHA is 3636
Omega Ratio Rank
The Calmar Ratio Rank of SCHA is 4747
Calmar Ratio Rank
The Martin Ratio Rank of SCHA is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCHM vs. SCHA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab US Mid-Cap ETF (SCHM) and Schwab U.S. Small-Cap ETF (SCHA). 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.


The chart of Sharpe ratio for SCHM, currently valued at 0.96, compared to the broader market0.002.004.000.960.66
The chart of Sortino ratio for SCHM, currently valued at 1.39, compared to the broader market-2.000.002.004.006.008.0010.001.391.05
The chart of Omega ratio for SCHM, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.13
The chart of Calmar ratio for SCHM, currently valued at 1.74, compared to the broader market0.005.0010.0015.001.740.87
The chart of Martin ratio for SCHM, currently valued at 4.35, compared to the broader market0.0020.0040.0060.0080.00100.004.353.45
SCHM
SCHA

The current SCHM Sharpe Ratio is 0.96, which is higher than the SCHA Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of SCHM and SCHA, 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 Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.96
0.66
SCHM
SCHA

Dividends

SCHM vs. SCHA - Dividend Comparison

SCHM's dividend yield for the trailing twelve months is around 3.45%, more than SCHA's 2.06% yield.


TTM20242023202220212020201920182017201620152014
SCHM
Schwab US Mid-Cap ETF
3.45%3.44%3.10%3.06%2.72%2.97%3.15%2.63%3.30%1.51%3.86%2.89%
SCHA
Schwab U.S. Small-Cap ETF
2.06%2.03%2.21%2.21%2.17%1.62%2.20%1.66%1.93%1.88%2.16%2.18%

Drawdowns

SCHM vs. SCHA - Drawdown Comparison

The maximum SCHM drawdown since its inception was -42.43%, roughly equal to the maximum SCHA drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for SCHM and SCHA. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.80%
-9.55%
SCHM
SCHA

Volatility

SCHM vs. SCHA - Volatility Comparison

The current volatility for Schwab US Mid-Cap ETF (SCHM) is 4.84%, while Schwab U.S. Small-Cap ETF (SCHA) has a volatility of 5.80%. This indicates that SCHM experiences smaller price fluctuations and is considered to be less risky than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
4.84%
5.80%
SCHM
SCHA