SCHV vs. FIOOX
Compare and contrast key facts about Schwab U.S. Large-Cap Value ETF (SCHV) and Fidelity Series Large Cap Value Index Fund (FIOOX).
SCHV is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Value Total Stock Market Index. It was launched on Dec 11, 2009. FIOOX is managed by Fidelity. It was launched on Nov 7, 2013.
Performance
SCHV vs. FIOOX - Performance Comparison
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SCHV vs. FIOOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHV Schwab U.S. Large-Cap Value ETF | 3.89% | 16.02% | 14.13% | 8.93% | -7.65% | 25.58% | 2.64% | 25.92% | -7.30% | 16.56% |
FIOOX Fidelity Series Large Cap Value Index Fund | 2.08% | 15.95% | 14.34% | 11.60% | -7.56% | 25.23% | 2.85% | 26.57% | -8.28% | 11.06% |
Returns By Period
In the year-to-date period, SCHV achieves a 3.89% return, which is significantly higher than FIOOX's 2.08% return. Both investments have delivered pretty close results over the past 10 years, with SCHV having a 10.62% annualized return and FIOOX not far behind at 10.29%.
SCHV
- 1D
- 0.39%
- 1M
- -4.32%
- YTD
- 3.89%
- 6M
- 6.05%
- 1Y
- 17.64%
- 3Y*
- 14.46%
- 5Y*
- 9.37%
- 10Y*
- 10.62%
FIOOX
- 1D
- 2.09%
- 1M
- -4.71%
- YTD
- 2.08%
- 6M
- 5.91%
- 1Y
- 15.98%
- 3Y*
- 14.34%
- 5Y*
- 9.25%
- 10Y*
- 10.29%
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SCHV vs. FIOOX - Expense Ratio Comparison
SCHV has a 0.04% expense ratio, which is higher than FIOOX's 0.00% 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%.
Return for Risk
SCHV vs. FIOOX — Risk / Return Rank
SCHV
FIOOX
SCHV vs. FIOOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Value ETF (SCHV) and Fidelity Series Large Cap Value Index Fund (FIOOX). 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.
| SCHV | FIOOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 1.01 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.47 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.22 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.44 | +0.04 |
Martin ratioReturn relative to average drawdown | 6.91 | 6.78 | +0.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCHV | FIOOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.01 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.63 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.59 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.55 | +0.13 |
Correlation
The correlation between SCHV and FIOOX is 0.98, 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
SCHV vs. FIOOX - Dividend Comparison
SCHV's dividend yield for the trailing twelve months is around 1.96%, less than FIOOX's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHV Schwab U.S. Large-Cap Value ETF | 1.96% | 2.02% | 2.25% | 2.42% | 2.37% | 1.93% | 3.03% | 3.02% | 3.05% | 2.37% | 2.65% | 2.69% |
FIOOX Fidelity Series Large Cap Value Index Fund | 3.46% | 3.66% | 3.30% | 4.31% | 4.39% | 6.12% | 2.59% | 6.82% | 4.99% | 1.74% | 2.48% | 6.77% |
Drawdowns
SCHV vs. FIOOX - Drawdown Comparison
The maximum SCHV drawdown since its inception was -37.08%, roughly equal to the maximum FIOOX drawdown of -38.31%. Use the drawdown chart below to compare losses from any high point for SCHV and FIOOX.
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Drawdown Indicators
| SCHV | FIOOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.08% | -38.31% | +1.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -11.84% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -19.78% | -19.02% | -0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -37.08% | -38.31% | +1.23% |
Current DrawdownCurrent decline from peak | -4.58% | -4.86% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -4.10% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.51% | +0.04% |
Volatility
SCHV vs. FIOOX - Volatility Comparison
The current volatility for Schwab U.S. Large-Cap Value ETF (SCHV) is 4.13%, while Fidelity Series Large Cap Value Index Fund (FIOOX) has a volatility of 4.40%. This indicates that SCHV experiences smaller price fluctuations and is considered to be less risky than FIOOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHV | FIOOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 4.40% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.08% | 8.32% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.42% | 15.78% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.48% | 14.87% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.91% | 17.38% | -0.47% |