SCHX vs. VTI
Compare and contrast key facts about Schwab U.S. Large-Cap ETF (SCHX) and Vanguard Total Stock Market ETF (VTI).
SCHX and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both SCHX and VTI 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 VTI.
Performance
SCHX vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, SCHX achieves a 25.34% return, which is significantly higher than VTI's 23.63% return. Over the past 10 years, SCHX has outperformed VTI with an annualized return of 14.79%, while VTI has yielded a comparatively lower 12.59% annualized return.
SCHX
25.34%
0.87%
12.25%
33.49%
16.83%
14.79%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| SCHX | VTI | |
|---|---|---|
| Sharpe Ratio | 2.71 | 2.58 |
| Sortino Ratio | 3.62 | 3.45 |
| Omega Ratio | 1.50 | 1.48 |
| Calmar Ratio | 3.93 | 3.76 |
| Martin Ratio | 17.65 | 16.56 |
| Ulcer Index | 1.90% | 1.95% |
| Daily Std Dev | 12.37% | 12.51% |
| Max Drawdown | -34.33% | -55.45% |
| Current Drawdown | -2.19% | -2.43% |
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SCHX vs. VTI - Expense Ratio Comparison
Both SCHX and VTI 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%.
Correlation
The correlation between SCHX and VTI 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.
Risk-Adjusted Performance
SCHX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap ETF (SCHX) 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.
Dividends
SCHX vs. VTI - Dividend Comparison
SCHX's dividend yield for the trailing twelve months is around 1.20%, less than VTI's 1.29% 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% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
SCHX vs. VTI - Drawdown Comparison
The maximum SCHX drawdown since its inception was -34.33%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SCHX and VTI. For additional features, visit the drawdowns tool.
Volatility
SCHX vs. VTI - Volatility Comparison
Schwab U.S. Large-Cap ETF (SCHX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.23% and 4.28%, 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.