PortfoliosLab logoPortfoliosLab logo
SCHM vs. WMGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHM vs. WMGAX - Performance Comparison

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

Loading graphics...

SCHM vs. WMGAX - 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%
WMGAX
Delaware Ivy Mid Cap Growth Fund
-9.94%0.83%10.02%19.97%-30.68%16.22%48.56%38.01%-0.20%26.95%

Returns By Period

In the year-to-date period, SCHM achieves a 3.21% return, which is significantly higher than WMGAX's -9.94% return. Both investments have delivered pretty close results over the past 10 years, with SCHM having a 10.20% annualized return and WMGAX not far ahead at 10.30%.


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%

WMGAX

1D
-0.82%
1M
-11.41%
YTD
-9.94%
6M
-13.30%
1Y
-0.56%
3Y*
2.52%
5Y*
-1.06%
10Y*
10.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. WMGAX - Expense Ratio Comparison

SCHM has a 0.04% expense ratio, which is lower than WMGAX's 1.12% expense ratio.


Return for Risk

SCHM vs. WMGAX — 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

WMGAX
WMGAX Risk / Return Rank: 55
Overall Rank
WMGAX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
WMGAX Sortino Ratio Rank: 55
Sortino Ratio Rank
WMGAX Omega Ratio Rank: 55
Omega Ratio Rank
WMGAX Calmar Ratio Rank: 44
Calmar Ratio Rank
WMGAX Martin Ratio Rank: 44
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. WMGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab US Mid-Cap ETF (SCHM) and Delaware Ivy Mid Cap Growth Fund (WMGAX). 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.


SCHMWMGAXDifference

Sharpe ratio

Return per unit of total volatility

0.95

-0.03

+0.98

Sortino ratio

Return per unit of downside risk

1.45

0.12

+1.33

Omega ratio

Gain probability vs. loss probability

1.20

1.02

+0.19

Calmar ratio

Return relative to maximum drawdown

1.42

-0.16

+1.57

Martin ratio

Return relative to average drawdown

6.23

-0.51

+6.74

SCHM vs. WMGAX - Sharpe Ratio Comparison

The current SCHM Sharpe Ratio is 0.95, which is higher than the WMGAX Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of SCHM and WMGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SCHMWMGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

-0.03

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

-0.04

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.45

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.36

+0.18

Correlation

The correlation between SCHM and WMGAX is 0.91, 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. WMGAX - Dividend Comparison

SCHM's dividend yield for the trailing twelve months is around 1.41%, less than WMGAX's 12.32% 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%
WMGAX
Delaware Ivy Mid Cap Growth Fund
12.32%11.10%15.30%6.66%11.94%13.08%9.97%5.23%10.28%7.92%3.98%10.88%

Drawdowns

SCHM vs. WMGAX - Drawdown Comparison

The maximum SCHM drawdown since its inception was -42.43%, smaller than the maximum WMGAX drawdown of -53.74%. Use the drawdown chart below to compare losses from any high point for SCHM and WMGAX.


Loading graphics...

Drawdown Indicators


SCHMWMGAXDifference

Max Drawdown

Largest peak-to-trough decline

-42.43%

-53.74%

+11.31%

Max Drawdown (1Y)

Largest decline over 1 year

-14.16%

-16.16%

+2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-26.46%

-42.95%

+16.49%

Max Drawdown (10Y)

Largest decline over 10 years

-42.43%

-42.95%

+0.52%

Current Drawdown

Current decline from peak

-6.32%

-25.33%

+19.01%

Average Drawdown

Average peak-to-trough decline

-5.71%

-13.58%

+7.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

4.96%

-1.74%

Volatility

SCHM vs. WMGAX - Volatility Comparison

Schwab US Mid-Cap ETF (SCHM) has a higher volatility of 6.87% compared to Delaware Ivy Mid Cap Growth Fund (WMGAX) at 5.96%. This indicates that SCHM's price experiences larger fluctuations and is considered to be riskier than WMGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SCHMWMGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.87%

5.96%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.04%

12.75%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

21.13%

22.95%

-1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.52%

25.00%

-5.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.41%

23.09%

-2.68%