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SCHM vs. USMF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHM vs. USMF - Performance Comparison

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

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SCHM vs. USMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHM
Schwab US Mid-Cap ETF
3.21%10.17%11.98%16.69%-17.07%19.36%15.26%27.48%-8.77%11.81%
USMF
WisdomTree US Multifactor Fund
-3.32%4.60%19.65%13.47%-8.82%21.26%12.01%24.06%-4.72%11.27%

Returns By Period

In the year-to-date period, SCHM achieves a 3.21% return, which is significantly higher than USMF's -3.32% 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%

USMF

1D
1.60%
1M
-3.99%
YTD
-3.32%
6M
-4.86%
1Y
0.89%
3Y*
11.09%
5Y*
6.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCHM vs. USMF - Expense Ratio Comparison

SCHM has a 0.04% expense ratio, which is lower than USMF's 0.28% expense ratio.


Return for Risk

SCHM vs. USMF — Risk / Return Rank

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

SCHM
SCHM Risk / Return Rank: 6060
Overall Rank
SCHM Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SCHM Sortino Ratio Rank: 6060
Sortino Ratio Rank
SCHM Omega Ratio Rank: 5858
Omega Ratio Rank
SCHM Calmar Ratio Rank: 6060
Calmar Ratio Rank
SCHM Martin Ratio Rank: 6666
Martin Ratio Rank

USMF
USMF Risk / Return Rank: 1414
Overall Rank
USMF Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
USMF Sortino Ratio Rank: 1313
Sortino Ratio Rank
USMF Omega Ratio Rank: 1313
Omega Ratio Rank
USMF Calmar Ratio Rank: 1414
Calmar Ratio Rank
USMF Martin Ratio Rank: 1616
Martin Ratio Rank
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. USMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab US Mid-Cap ETF (SCHM) and WisdomTree US Multifactor Fund (USMF). 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.


SCHMUSMFDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.06

+0.89

Sortino ratio

Return per unit of downside risk

1.45

0.19

+1.26

Omega ratio

Gain probability vs. loss probability

1.20

1.03

+0.18

Calmar ratio

Return relative to maximum drawdown

1.42

0.13

+1.29

Martin ratio

Return relative to average drawdown

6.23

0.54

+5.69

SCHM vs. USMF - Sharpe Ratio Comparison

The current SCHM Sharpe Ratio is 0.95, which is higher than the USMF Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of SCHM and USMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCHMUSMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.06

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.48

-0.18

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

0.58

-0.03

Correlation

The correlation between SCHM and USMF is 0.89, 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. USMF - Dividend Comparison

SCHM's dividend yield for the trailing twelve months is around 1.41%, which matches USMF's 1.42% yield.


TTM20252024202320222021202020192018201720162015
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%
USMF
WisdomTree US Multifactor Fund
1.42%1.37%1.22%1.33%1.74%1.42%1.34%1.38%1.45%0.67%0.00%0.00%

Drawdowns

SCHM vs. USMF - Drawdown Comparison

The maximum SCHM drawdown since its inception was -42.43%, which is greater than USMF's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for SCHM and USMF.


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Drawdown Indicators


SCHMUSMFDifference

Max Drawdown

Largest peak-to-trough decline

-42.43%

-36.24%

-6.19%

Max Drawdown (1Y)

Largest decline over 1 year

-14.16%

-11.36%

-2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-26.46%

-18.10%

-8.36%

Max Drawdown (10Y)

Largest decline over 10 years

-42.43%

Current Drawdown

Current decline from peak

-6.32%

-4.96%

-1.36%

Average Drawdown

Average peak-to-trough decline

-5.71%

-4.22%

-1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

2.73%

+0.49%

Volatility

SCHM vs. USMF - Volatility Comparison

Schwab US Mid-Cap ETF (SCHM) has a higher volatility of 6.87% compared to WisdomTree US Multifactor Fund (USMF) at 3.43%. This indicates that SCHM's price experiences larger fluctuations and is considered to be riskier than USMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHMUSMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.87%

3.43%

+3.44%

Volatility (6M)

Calculated over the trailing 6-month period

12.04%

7.76%

+4.28%

Volatility (1Y)

Calculated over the trailing 1-year period

21.13%

15.33%

+5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.52%

14.30%

+5.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.41%

17.08%

+3.33%