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SCHV vs. CAOS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHV vs. CAOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Large-Cap Value ETF (SCHV) and Alpha Architect Tail Risk ETF (CAOS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHV achieves a 15.65% return, which is significantly higher than CAOS's 0.84% return.


SCHV

1D
-0.79%
1M
-1.94%
6M
11.21%
YTD
15.65%
1Y
24.95%
3Y*
17.25%
5Y*
10.88%
10Y*
11.09%

CAOS

1D
0.06%
1M
0.12%
6M
0.30%
YTD
0.84%
1Y
2.02%
3Y*
3.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHV vs. CAOS - Yearly Performance Comparison


2026 (YTD)202520242023
SCHV
Schwab U.S. Large-Cap Value ETF
15.65%16.02%14.13%6.54%
CAOS
Alpha Architect Tail Risk ETF
0.84%2.55%5.33%7.43%

Correlation

The correlation between SCHV and CAOS is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.28

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2023

0.05

The correlation between SCHV and CAOS shifts across timeframes, from -0.28 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SCHV vs. CAOS — Risk / Return Rank

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

SCHV
SCHV Risk / Return Rank: 8686
Overall Rank
SCHV Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SCHV Sortino Ratio Rank: 8888
Sortino Ratio Rank
SCHV Omega Ratio Rank: 8484
Omega Ratio Rank
SCHV Calmar Ratio Rank: 8585
Calmar Ratio Rank
SCHV Martin Ratio Rank: 8787
Martin Ratio Rank

CAOS
CAOS Risk / Return Rank: 5353
Overall Rank
CAOS Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CAOS Sortino Ratio Rank: 5252
Sortino Ratio Rank
CAOS Omega Ratio Rank: 5353
Omega Ratio Rank
CAOS Calmar Ratio Rank: 6767
Calmar Ratio Rank
CAOS Martin Ratio Rank: 4545
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.

SCHV vs. CAOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Value ETF (SCHV) and Alpha Architect Tail Risk ETF (CAOS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SCHVCAOSDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

1.40

1.27

+0.13

Calmar ratioReturn relative to maximum drawdown

3.67

2.68

+0.99

Martin ratioReturn relative to average drawdown

14.52

6.06

+8.46

SCHV vs. CAOS - Sharpe Ratio Comparison

The current SCHV Sharpe Ratio is 2.24, which is higher than the CAOS Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of SCHV and CAOS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SCHV vs. CAOS - Drawdown Comparison

The maximum SCHV drawdown since its inception was -37.08%, which is greater than CAOS's maximum drawdown of -3.89%. Use the drawdown chart below to compare losses from any high point for SCHV and CAOS.


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Drawdown Indicators


SCHVCAOSDifference

Max Drawdown

Largest peak-to-trough decline

-37.08%

-3.89%

-33.19%

Max Drawdown (1Y)

Largest decline over 1 year

-6.83%

-0.76%

-6.07%

Max Drawdown (3Y)

Largest decline over 3 years

-15.26%

-3.60%

-11.66%

Max Drawdown (5Y)

Largest decline over 5 years

-19.78%

Max Drawdown (10Y)

Largest decline over 10 years

-37.08%

Current Drawdown

Current decline from peak

-2.61%

-1.04%

-1.57%

Average Drawdown

Average peak-to-trough decline

-3.81%

-0.92%

-2.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

0.33%

+1.39%

Volatility

SCHV vs. CAOS - Volatility Comparison

Schwab U.S. Large-Cap Value ETF (SCHV) has a higher volatility of 3.48% compared to Alpha Architect Tail Risk ETF (CAOS) at 0.48%. This indicates that SCHV's price experiences larger fluctuations and is considered to be riskier than CAOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHVCAOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

0.48%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

1.09%

+7.76%

Volatility (1Y)

Calculated over the trailing 1-year period

11.27%

1.56%

+9.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.55%

4.20%

+10.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.92%

4.20%

+12.72%

SCHV vs. CAOS - Expense Ratio Comparison

SCHV has a 0.04% expense ratio, which is lower than CAOS's 0.63% expense ratio.


Dividends

SCHV vs. CAOS - Dividend Comparison

SCHV's dividend yield for the trailing twelve months is around 1.80%, while CAOS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CAOS
Alpha Architect Tail Risk ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHV
Schwab U.S. Large-Cap Value ETF
1.80%2.02%2.25%2.42%2.37%1.93%3.03%3.02%3.05%2.37%2.65%2.69%

Frequently Asked Questions


SCHV and CAOS have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHV has higher volatility (3.48%) compared to CAOS (0.48%). In terms of maximum drawdown, SCHV dropped -37.08% vs CAOS's -3.89%.

On 3-year performance, SCHV leads with 17.25% vs 3.63% for CAOS. On fees, SCHV is cheaper at 0.04% per year. On volatility, CAOS has been the lower-risk option at 0.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SCHV has performed better with a 17.25% return vs 3.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHV is cheaper with a 0.04% expense ratio, compared with 0.63% for CAOS.

SCHV has the higher dividend yield at 1.80%, compared with 0.00% for CAOS.

SCHV is categorized as Large Cap Value Equities, while CAOS is Options Trading. They also come from different issuers: Charles Schwab and Alpha Architect. Their fees differ too: 0.04% for SCHV and 0.63% for CAOS.

SCHV currently has the higher Sharpe Ratio (2.24 vs 1.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SCHV and CAOS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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