SCHV vs. VTV
Compare and contrast key facts about Schwab U.S. Large-Cap Value ETF (SCHV) and Vanguard Value ETF (VTV).
SCHV and VTV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both SCHV and VTV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHV or VTV.
Performance
SCHV vs. VTV - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SCHV having a 21.21% return and VTV slightly lower at 20.27%. Over the past 10 years, SCHV has outperformed VTV with an annualized return of 12.15%, while VTV has yielded a comparatively lower 10.45% annualized return.
SCHV
21.21%
0.70%
12.20%
29.79%
11.37%
12.15%
VTV
20.27%
0.28%
10.01%
28.13%
11.51%
10.45%
Key characteristics
| SCHV | VTV | |
|---|---|---|
| Sharpe Ratio | 2.85 | 2.76 |
| Sortino Ratio | 4.00 | 3.88 |
| Omega Ratio | 1.52 | 1.50 |
| Calmar Ratio | 4.84 | 5.51 |
| Martin Ratio | 17.45 | 17.61 |
| Ulcer Index | 1.69% | 1.59% |
| Daily Std Dev | 10.34% | 10.17% |
| Max Drawdown | -37.08% | -59.27% |
| Current Drawdown | -1.23% | -1.42% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SCHV vs. VTV - Expense Ratio Comparison
Both SCHV and VTV 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%.
Correlation
The correlation between SCHV and VTV 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.
Risk-Adjusted Performance
SCHV vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Value ETF (SCHV) and Vanguard Value ETF (VTV). 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.
Dividends
SCHV vs. VTV - Dividend Comparison
SCHV's dividend yield for the trailing twelve months is around 3.21%, more than VTV's 2.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHV Schwab U.S. Large-Cap Value ETF | 3.21% | 5.88% | 7.13% | 3.70% | 7.69% | 5.07% | 6.14% | 3.47% | 5.76% | 4.00% | 7.14% | 5.39% |
VTV Vanguard Value ETF | 2.25% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
SCHV vs. VTV - Drawdown Comparison
The maximum SCHV drawdown since its inception was -37.08%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for SCHV and VTV. For additional features, visit the drawdowns tool.
Volatility
SCHV vs. VTV - Volatility Comparison
The current volatility for Schwab U.S. Large-Cap Value ETF (SCHV) is 3.40%, while Vanguard Value ETF (VTV) has a volatility of 3.58%. This indicates that SCHV experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.