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SCHX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHX and VOO is 0.99, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

SCHX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Large-Cap ETF (SCHX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%650.00%700.00%750.00%800.00%850.00%NovemberDecember2025FebruaryMarchApril
646.05%
504.39%
SCHX
VOO

Key characteristics

Sharpe Ratio

SCHX:

-0.03

VOO:

-0.07

Sortino Ratio

SCHX:

0.07

VOO:

0.01

Omega Ratio

SCHX:

1.01

VOO:

1.00

Calmar Ratio

SCHX:

-0.02

VOO:

-0.07

Martin Ratio

SCHX:

-0.13

VOO:

-0.36

Ulcer Index

SCHX:

3.41%

VOO:

3.31%

Daily Std Dev

SCHX:

16.17%

VOO:

15.79%

Max Drawdown

SCHX:

-34.33%

VOO:

-33.99%

Current Drawdown

SCHX:

-17.59%

VOO:

-17.13%

Returns By Period

The year-to-date returns for both investments are quite close, with SCHX having a -13.68% return and VOO slightly higher at -13.30%. Over the past 10 years, SCHX has outperformed VOO with an annualized return of 12.51%, while VOO has yielded a comparatively lower 11.27% annualized return.


SCHX

YTD

-13.68%

1M

-12.01%

6M

-11.16%

1Y

-0.24%

5Y*

16.47%

10Y*

12.51%

VOO

YTD

-13.30%

1M

-11.78%

6M

-11.02%

1Y

-0.99%

5Y*

15.64%

10Y*

11.27%

*Annualized

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SCHX vs. VOO - Expense Ratio Comparison

Both SCHX and VOO have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for SCHX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHX: 0.03%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

SCHX vs. VOO — Risk-Adjusted Performance Rank

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

SCHX
The Risk-Adjusted Performance Rank of SCHX is 4646
Overall Rank
The Sharpe Ratio Rank of SCHX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SCHX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of SCHX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of SCHX is 4646
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 4141
Overall Rank
The Sharpe Ratio Rank of VOO is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 4141
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 4242
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 4242
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCHX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap ETF (SCHX) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for SCHX, currently valued at -0.03, compared to the broader market-1.000.001.002.003.004.005.00
SCHX: -0.03
VOO: -0.07
The chart of Sortino ratio for SCHX, currently valued at 0.07, compared to the broader market-2.000.002.004.006.008.0010.00
SCHX: 0.07
VOO: 0.01
The chart of Omega ratio for SCHX, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
SCHX: 1.01
VOO: 1.00
The chart of Calmar ratio for SCHX, currently valued at -0.02, compared to the broader market0.005.0010.0015.00
SCHX: -0.02
VOO: -0.07
The chart of Martin ratio for SCHX, currently valued at -0.13, compared to the broader market0.0020.0040.0060.0080.00100.00
SCHX: -0.13
VOO: -0.36

The current SCHX Sharpe Ratio is -0.03, which is higher than the VOO Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of SCHX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.03
-0.07
SCHX
VOO

Dividends

SCHX vs. VOO - Dividend Comparison

SCHX's dividend yield for the trailing twelve months is around 2.80%, more than VOO's 1.50% yield.


TTM20242023202220212020201920182017201620152014
SCHX
Schwab U.S. Large-Cap ETF
2.80%2.97%1.39%4.91%2.29%4.18%2.64%3.46%2.65%1.93%3.08%4.45%
VOO
Vanguard S&P 500 ETF
1.50%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SCHX vs. VOO - Drawdown Comparison

The maximum SCHX drawdown since its inception was -34.33%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SCHX and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.59%
-17.13%
SCHX
VOO

Volatility

SCHX vs. VOO - Volatility Comparison

Schwab U.S. Large-Cap ETF (SCHX) and Vanguard S&P 500 ETF (VOO) have volatilities of 9.43% and 9.12%, 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.43%
9.12%
SCHX
VOO