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SCHM vs. VO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHM vs. VO - Performance Comparison

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

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SCHM vs. VO - 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%19.60%
VO
Vanguard Mid-Cap ETF
-0.68%11.62%15.31%16.03%-18.73%24.70%18.10%30.98%-9.24%19.28%

Returns By Period

In the year-to-date period, SCHM achieves a 3.21% return, which is significantly higher than VO's -0.68% return. Both investments have delivered pretty close results over the past 10 years, with SCHM having a 10.20% annualized return and VO not far ahead at 10.67%.


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%

VO

1D
2.22%
1M
-5.86%
YTD
-0.68%
6M
-1.48%
1Y
12.73%
3Y*
12.61%
5Y*
6.66%
10Y*
10.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCHM vs. VO - Expense Ratio Comparison

Both SCHM and VO 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%.


Return for Risk

SCHM vs. VO — 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

VO
VO Risk / Return Rank: 4646
Overall Rank
VO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VO Sortino Ratio Rank: 4343
Sortino Ratio Rank
VO Omega Ratio Rank: 4444
Omega Ratio Rank
VO Calmar Ratio Rank: 4646
Calmar Ratio Rank
VO Martin Ratio Rank: 5454
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. VO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab US Mid-Cap ETF (SCHM) and Vanguard Mid-Cap ETF (VO). 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.


SCHMVODifference

Sharpe ratio

Return per unit of total volatility

0.95

0.73

+0.22

Sortino ratio

Return per unit of downside risk

1.45

1.12

+0.33

Omega ratio

Gain probability vs. loss probability

1.20

1.16

+0.04

Calmar ratio

Return relative to maximum drawdown

1.42

1.05

+0.37

Martin ratio

Return relative to average drawdown

6.23

4.84

+1.39

SCHM vs. VO - Sharpe Ratio Comparison

The current SCHM Sharpe Ratio is 0.95, which is higher than the VO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of SCHM and VO, 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


SCHMVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.73

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.38

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.57

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.48

+0.06

Correlation

The correlation between SCHM and VO 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.


Dividends

SCHM vs. VO - Dividend Comparison

SCHM's dividend yield for the trailing twelve months is around 1.41%, less than VO's 1.51% 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%
VO
Vanguard Mid-Cap ETF
1.51%1.52%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%

Drawdowns

SCHM vs. VO - Drawdown Comparison

The maximum SCHM drawdown since its inception was -42.43%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for SCHM and VO.


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Drawdown Indicators


SCHMVODifference

Max Drawdown

Largest peak-to-trough decline

-42.43%

-58.87%

+16.44%

Max Drawdown (1Y)

Largest decline over 1 year

-14.16%

-12.74%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-26.46%

-27.57%

+1.11%

Max Drawdown (10Y)

Largest decline over 10 years

-42.43%

-39.37%

-3.06%

Current Drawdown

Current decline from peak

-6.32%

-6.12%

-0.20%

Average Drawdown

Average peak-to-trough decline

-5.71%

-7.91%

+2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

2.76%

+0.46%

Volatility

SCHM vs. VO - Volatility Comparison

Schwab US Mid-Cap ETF (SCHM) has a higher volatility of 6.87% compared to Vanguard Mid-Cap ETF (VO) at 4.89%. This indicates that SCHM's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHMVODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.87%

4.89%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

12.04%

9.72%

+2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

21.13%

17.57%

+3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.52%

17.62%

+1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.41%

18.94%

+1.47%