SCHX vs. ABBV
SCHX (Schwab U.S. Large-Cap ETF) is Large Cap Blend Equities fund tracking the Dow Jones U.S. Large-Cap Total Stock Market Index, while ABBV (AbbVie Inc.) is a stock. Over the past 10 years, SCHX returned 15.20%/yr vs 18.63%/yr for ABBV. At a 0.41 correlation, their price movements are largely independent.
Performance
SCHX vs. ABBV - Performance Comparison
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Returns By Period
In the year-to-date period, SCHX achieves a 8.56% return, which is significantly higher than ABBV's -0.77% return. Over the past 10 years, SCHX has underperformed ABBV with an annualized return of 15.20%, while ABBV has yielded a comparatively higher 18.63% annualized return.
SCHX
- 1D
- 0.28%
- 1M
- 0.45%
- YTD
- 8.56%
- 6M
- 8.52%
- 1Y
- 24.19%
- 3Y*
- 21.40%
- 5Y*
- 12.87%
- 10Y*
- 15.20%
ABBV
- 1D
- -1.83%
- 1M
- 10.68%
- YTD
- -0.77%
- 6M
- 1.62%
- 1Y
- 21.34%
- 3Y*
- 21.59%
- 5Y*
- 18.74%
- 10Y*
- 18.63%
SCHX vs. ABBV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHX Schwab U.S. Large-Cap ETF | 8.56% | 17.46% | 24.88% | 26.84% | -19.41% | 26.81% | 20.81% | 31.22% | -4.66% | 21.95% |
ABBV AbbVie Inc. | -0.77% | 33.08% | 18.86% | -0.23% | 24.01% | 32.43% | 27.72% | 1.47% | -0.96% | 60.07% |
Correlation
The correlation between SCHX and ABBV is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013 | 0.41 |
Over the past year, the correlation between SCHX and ABBV has dropped to 0.06 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
SCHX vs. ABBV — Risk / Return Rank
SCHX
ABBV
SCHX vs. ABBV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap ETF (SCHX) and AbbVie Inc. (ABBV). 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.
| SCHX | ABBV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.17 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 1.24 | +1.45 |
| Martin ratioReturn relative to average drawdown | 12.15 | 2.77 | +9.38 |
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
| SCHX | ABBV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 0.88 | +1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.82 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.73 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.74 | +0.10 |
Drawdowns
SCHX vs. ABBV - Drawdown Comparison
The maximum SCHX drawdown since its inception was -34.33%, smaller than the maximum ABBV drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for SCHX and ABBV.
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Drawdown Indicators
| SCHX | ABBV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.33% | -45.09% | +10.76% |
Max Drawdown (1Y)Largest decline over 1 year | -9.02% | -17.32% | +8.30% |
Max Drawdown (3Y)Largest decline over 3 years | -19.04% | -20.74% | +1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -25.41% | -21.92% | -3.49% |
Max Drawdown (10Y)Largest decline over 10 years | -34.33% | -45.09% | +10.76% |
Current DrawdownCurrent decline from peak | -2.64% | -6.55% | +3.91% |
Average DrawdownAverage peak-to-trough decline | -3.97% | -10.72% | +6.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 7.72% | -5.72% |
Volatility
SCHX vs. ABBV - Volatility Comparison
The current volatility for Schwab U.S. Large-Cap ETF (SCHX) is 3.84%, while AbbVie Inc. (ABBV) has a volatility of 6.39%. This indicates that SCHX experiences smaller price fluctuations and is considered to be less risky than ABBV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHX | ABBV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 6.39% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 17.89% | -8.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.27% | 24.33% | -12.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 22.91% | -5.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.17% | 25.74% | -7.57% |
Dividends
SCHX vs. ABBV - Dividend Comparison
SCHX's dividend yield for the trailing twelve months is around 1.03%, less than ABBV's 3.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 3.02% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
SCHX Schwab U.S. Large-Cap ETF | 1.03% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
Frequently Asked Questions
SCHX and ABBV have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABBV has higher volatility (6.39%) compared to SCHX (3.84%). In terms of maximum drawdown, SCHX dropped -34.33% vs ABBV's -45.09%.
SCHX currently has the higher Sharpe Ratio (1.98 vs 0.88), 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.
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