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

Correlation

The correlation between SCHM and VOO is 0.90, 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.


-0.50.00.51.00.9

Performance

SCHM vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab US Mid-Cap ETF (SCHM) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
409.51%
500.32%
SCHM
VOO

Key characteristics

Sharpe Ratio

SCHM:

1.04

VOO:

2.25

Sortino Ratio

SCHM:

1.48

VOO:

2.98

Omega Ratio

SCHM:

1.19

VOO:

1.42

Calmar Ratio

SCHM:

1.90

VOO:

3.31

Martin Ratio

SCHM:

5.19

VOO:

14.77

Ulcer Index

SCHM:

2.99%

VOO:

1.90%

Daily Std Dev

SCHM:

15.00%

VOO:

12.46%

Max Drawdown

SCHM:

-42.43%

VOO:

-33.99%

Current Drawdown

SCHM:

-7.14%

VOO:

-2.47%

Returns By Period

In the year-to-date period, SCHM achieves a 13.18% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, SCHM has underperformed VOO with an annualized return of 10.63%, while VOO has yielded a comparatively higher 13.08% annualized return.


SCHM

YTD

13.18%

1M

-3.14%

6M

8.56%

1Y

13.83%

5Y*

10.21%

10Y*

10.63%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SCHM vs. VOO - Expense Ratio Comparison

SCHM has a 0.04% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SCHM
Schwab US Mid-Cap ETF
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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SCHM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab US Mid-Cap ETF (SCHM) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for SCHM, currently valued at 1.04, compared to the broader market0.002.004.001.042.25
The chart of Sortino ratio for SCHM, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.0010.001.482.98
The chart of Omega ratio for SCHM, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.42
The chart of Calmar ratio for SCHM, currently valued at 1.90, compared to the broader market0.005.0010.0015.001.903.31
The chart of Martin ratio for SCHM, currently valued at 5.19, compared to the broader market0.0020.0040.0060.0080.00100.005.1914.77
SCHM
VOO

The current SCHM Sharpe Ratio is 1.04, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of SCHM and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.04
2.25
SCHM
VOO

Dividends

SCHM vs. VOO - Dividend Comparison

SCHM's dividend yield for the trailing twelve months is around 1.43%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
SCHM
Schwab US Mid-Cap ETF
1.43%3.60%2.73%2.52%1.91%3.27%2.26%1.76%3.51%3.16%2.21%2.56%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SCHM vs. VOO - Drawdown Comparison

The maximum SCHM drawdown since its inception was -42.43%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SCHM and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.14%
-2.47%
SCHM
VOO

Volatility

SCHM vs. VOO - Volatility Comparison

Schwab US Mid-Cap ETF (SCHM) has a higher volatility of 5.13% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that SCHM's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.13%
3.75%
SCHM
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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