SCHX vs. SCHV
Compare and contrast key facts about Schwab U.S. Large-Cap ETF (SCHX) and Schwab U.S. Large-Cap Value ETF (SCHV).
SCHX and SCHV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009. 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. Both SCHX and SCHV 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: SCHX or SCHV.
Performance
SCHX vs. SCHV - Performance Comparison
Returns By Period
In the year-to-date period, SCHX achieves a 25.34% return, which is significantly higher than SCHV's 20.72% return. Over the past 10 years, SCHX has outperformed SCHV with an annualized return of 14.79%, while SCHV has yielded a comparatively lower 12.16% annualized return.
SCHX
25.34%
0.87%
12.25%
33.49%
16.83%
14.79%
SCHV
20.72%
-0.55%
10.97%
30.04%
11.19%
12.16%
Key characteristics
| SCHX | SCHV | |
|---|---|---|
| Sharpe Ratio | 2.71 | 2.88 |
| Sortino Ratio | 3.62 | 4.03 |
| Omega Ratio | 1.50 | 1.52 |
| Calmar Ratio | 3.93 | 4.47 |
| Martin Ratio | 17.65 | 17.64 |
| Ulcer Index | 1.90% | 1.69% |
| Daily Std Dev | 12.37% | 10.33% |
| Max Drawdown | -34.33% | -37.08% |
| Current Drawdown | -2.19% | -1.63% |
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SCHX vs. SCHV - Expense Ratio Comparison
SCHX has a 0.03% expense ratio, which is lower than SCHV's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between SCHX and SCHV is 0.91, 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
SCHX vs. SCHV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap ETF (SCHX) and Schwab U.S. Large-Cap Value ETF (SCHV). 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
SCHX vs. SCHV - Dividend Comparison
SCHX's dividend yield for the trailing twelve months is around 1.20%, less than SCHV's 4.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHX Schwab U.S. Large-Cap ETF | 1.20% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% | 1.65% |
SCHV Schwab U.S. Large-Cap Value ETF | 4.18% | 3.53% | 7.13% | 3.87% | 7.82% | 6.99% | 7.52% | 5.99% | 4.95% | 4.00% | 3.68% | 2.18% |
Drawdowns
SCHX vs. SCHV - Drawdown Comparison
The maximum SCHX drawdown since its inception was -34.33%, smaller than the maximum SCHV drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for SCHX and SCHV. For additional features, visit the drawdowns tool.
Volatility
SCHX vs. SCHV - Volatility Comparison
Schwab U.S. Large-Cap ETF (SCHX) has a higher volatility of 4.23% compared to Schwab U.S. Large-Cap Value ETF (SCHV) at 3.47%. This indicates that SCHX's price experiences larger fluctuations and is considered to be riskier than SCHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.