SCHW vs. VTI
Compare and contrast key facts about The Charles Schwab Corporation (SCHW) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016.
Performance
SCHW vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, SCHW achieves a -6.61% return, which is significantly lower than VTI's -2.70% return. Over the past 10 years, SCHW has outperformed VTI with an annualized return of 14.77%, while VTI has yielded a comparatively lower 13.90% annualized return.
SCHW
- 1D
- -0.83%
- 1M
- -2.35%
- YTD
- -6.61%
- 6M
- -0.46%
- 1Y
- 36.31%
- 3Y*
- 25.34%
- 5Y*
- 8.16%
- 10Y*
- 14.77%
VTI
- 1D
- 0.45%
- 1M
- -1.56%
- YTD
- -2.70%
- 6M
- -1.22%
- 1Y
- 32.43%
- 3Y*
- 18.56%
- 5Y*
- 10.52%
- 10Y*
- 13.90%
SCHW vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHW The Charles Schwab Corporation | -6.61% | 36.65% | 9.17% | -15.97% | 0.11% | 60.23% | 13.57% | 16.38% | -18.43% | 31.15% |
VTI Vanguard Total Stock Market ETF | -2.70% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between SCHW and VTI is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.
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Return for Risk
SCHW vs. VTI — Risk / Return Rank
SCHW
VTI
SCHW vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Charles Schwab Corporation (SCHW) and Vanguard Total Stock Market ETF (VTI). 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.
| SCHW | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 1.89 | -0.28 |
Sortino ratioReturn per unit of downside risk | 2.13 | 3.04 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.42 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 2.06 | -0.71 |
Martin ratioReturn relative to average drawdown | 3.60 | 8.60 | -5.00 |
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
| SCHW | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 1.89 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.61 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.76 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.48 | -0.05 |
Drawdowns
SCHW vs. VTI - Drawdown Comparison
The maximum SCHW drawdown since its inception was -86.79%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SCHW and VTI.
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Drawdown Indicators
| SCHW | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.79% | -55.45% | -31.34% |
Max Drawdown (1Y)Largest decline over 1 year | -14.61% | -8.92% | -5.69% |
Max Drawdown (5Y)Largest decline over 5 years | -49.70% | -25.36% | -24.34% |
Max Drawdown (10Y)Largest decline over 10 years | -51.08% | -35.00% | -16.08% |
Current DrawdownCurrent decline from peak | -12.97% | -4.96% | -8.01% |
Average DrawdownAverage peak-to-trough decline | -35.64% | -8.08% | -27.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.49% | 2.14% | +3.35% |
Volatility
SCHW vs. VTI - Volatility Comparison
The current volatility for The Charles Schwab Corporation (SCHW) is 5.12%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 5.42%. This indicates that SCHW experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHW | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 5.42% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 16.10% | 9.75% | +6.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.87% | 17.37% | +5.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.11% | 17.40% | +14.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.38% | 18.28% | +15.10% |
Dividends
SCHW vs. VTI - Dividend Comparison
SCHW's dividend yield for the trailing twelve months is around 1.22%, more than VTI's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHW The Charles Schwab Corporation | 1.22% | 1.08% | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% |
VTI Vanguard Total Stock Market ETF | 1.16% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |