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SCHX vs. PTLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHX vs. PTLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Large-Cap ETF (SCHX) and Pacer Trendpilot US Large Cap ETF (PTLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHX achieves a 8.04% return, which is significantly higher than PTLC's 2.97% return. Over the past 10 years, SCHX has outperformed PTLC with an annualized return of 15.47%, while PTLC has yielded a comparatively lower 11.31% annualized return.


SCHX

1D
-1.29%
1M
-1.16%
YTD
8.04%
6M
7.00%
1Y
23.07%
3Y*
20.75%
5Y*
12.44%
10Y*
15.47%

PTLC

1D
-1.38%
1M
-1.33%
YTD
2.97%
6M
2.00%
1Y
17.43%
3Y*
13.44%
5Y*
9.97%
10Y*
11.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHX vs. PTLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHX
Schwab U.S. Large-Cap ETF
8.04%17.46%24.88%26.84%-19.41%26.81%20.81%31.22%-4.66%21.95%
PTLC
Pacer Trendpilot US Large Cap ETF
2.97%5.10%24.31%16.78%-8.62%27.90%-1.15%17.58%1.49%21.41%

Correlation

The correlation between SCHX and PTLC is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2015

0.85

The correlation between SCHX and PTLC shifts across timeframes, from 0.84 (5 years) to 0.99 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SCHX vs. PTLC — Risk / Return Rank

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

SCHX
SCHX Risk / Return Rank: 5656
Overall Rank
SCHX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SCHX Sortino Ratio Rank: 5454
Sortino Ratio Rank
SCHX Omega Ratio Rank: 5555
Omega Ratio Rank
SCHX Calmar Ratio Rank: 5454
Calmar Ratio Rank
SCHX Martin Ratio Rank: 6464
Martin Ratio Rank

PTLC
PTLC Risk / Return Rank: 4343
Overall Rank
PTLC Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
PTLC Sortino Ratio Rank: 4040
Sortino Ratio Rank
PTLC Omega Ratio Rank: 4242
Omega Ratio Rank
PTLC Calmar Ratio Rank: 4242
Calmar Ratio Rank
PTLC Martin Ratio Rank: 4848
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.

SCHX vs. PTLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap ETF (SCHX) and Pacer Trendpilot US Large Cap ETF (PTLC). 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.


SCHXPTLCDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.33

1.26

+0.07

Calmar ratioReturn relative to maximum drawdown

2.57

2.00

+0.57

Martin ratioReturn relative to average drawdown

11.26

7.66

+3.59

SCHX vs. PTLC - Sharpe Ratio Comparison

The current SCHX Sharpe Ratio is 1.84, which is comparable to the PTLC Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of SCHX and PTLC, 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

SCHX vs. PTLC - Drawdown Comparison

The maximum SCHX drawdown since its inception was -34.33%, which is greater than PTLC's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for SCHX and PTLC.


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Drawdown Indicators


SCHXPTLCDifference

Max Drawdown

Largest peak-to-trough decline

-34.33%

-26.63%

-7.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.02%

-8.77%

-0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-19.04%

-15.17%

-3.87%

Max Drawdown (5Y)

Largest decline over 5 years

-25.41%

-15.17%

-10.24%

Max Drawdown (10Y)

Largest decline over 10 years

-34.33%

-26.63%

-7.70%

Current Drawdown

Current decline from peak

-3.11%

-3.15%

+0.04%

Average Drawdown

Average peak-to-trough decline

-3.96%

-5.63%

+1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.28%

-0.23%

Volatility

SCHX vs. PTLC - Volatility Comparison

Schwab U.S. Large-Cap ETF (SCHX) and Pacer Trendpilot US Large Cap ETF (PTLC) have volatilities of 4.89% and 4.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHXPTLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

4.91%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

9.19%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

12.65%

11.98%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.23%

11.87%

+5.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

13.19%

+4.97%

SCHX vs. PTLC - Expense Ratio Comparison

SCHX has a 0.03% expense ratio, which is lower than PTLC's 0.60% expense ratio.


Dividends

SCHX vs. PTLC - Dividend Comparison

SCHX's dividend yield for the trailing twelve months is around 1.03%, which matches PTLC's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
PTLC
Pacer Trendpilot US Large Cap ETF
1.03%1.06%0.67%1.18%1.26%0.73%1.08%1.10%1.00%0.97%1.08%0.42%
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


With a correlation of 0.99, SCHX and PTLC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PTLC has higher volatility (4.91%) compared to SCHX (4.89%). In terms of maximum drawdown, SCHX dropped -34.33% vs PTLC's -26.63%.

On 10-year performance, SCHX leads with 15.47% vs 11.31% for PTLC. On fees, SCHX is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHX has performed better with a 15.47% return vs 11.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHX is cheaper with a 0.03% expense ratio, compared with 0.60% for PTLC.

SCHX and PTLC have nearly identical dividend yields, around 1.03%.

SCHX tracks Dow Jones U.S. Large-Cap Total Stock Market Index, while PTLC tracks Pacer Trendpilot U.S. Large Cap Index. They also come from different issuers: Charles Schwab and Pacer. Their fees differ too: 0.03% for SCHX and 0.60% for PTLC.

SCHX currently has the higher Sharpe Ratio (1.84 vs 1.46), 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

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