SLYG vs. SCHA
Compare and contrast key facts about SPDR S&P 600 Small Cap Growth ETF (SLYG) and Schwab U.S. Small-Cap ETF (SCHA).
SLYG and SCHA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SLYG is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Growth Index. It was launched on Sep 25, 2000. SCHA is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Small-Cap Total Stock Market Total Return Index. It was launched on Nov 3, 2009. Both SLYG and SCHA 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: SLYG or SCHA.
Performance
SLYG vs. SCHA - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SLYG having a 14.50% return and SCHA slightly lower at 14.20%. Over the past 10 years, SLYG has outperformed SCHA with an annualized return of 10.27%, while SCHA has yielded a comparatively lower 9.31% annualized return.
SLYG
14.50%
0.53%
8.94%
29.45%
10.19%
10.27%
SCHA
14.20%
0.91%
10.55%
30.73%
9.91%
9.31%
Key characteristics
| SLYG | SCHA | |
|---|---|---|
| Sharpe Ratio | 1.43 | 1.48 |
| Sortino Ratio | 2.12 | 2.15 |
| Omega Ratio | 1.25 | 1.26 |
| Calmar Ratio | 1.33 | 1.32 |
| Martin Ratio | 8.61 | 8.52 |
| Ulcer Index | 3.22% | 3.39% |
| Daily Std Dev | 19.38% | 19.45% |
| Max Drawdown | -63.19% | -42.41% |
| Current Drawdown | -4.74% | -4.99% |
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SLYG vs. SCHA - Expense Ratio Comparison
SLYG has a 0.15% expense ratio, which is higher than SCHA's 0.04% expense ratio. However, 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 SLYG and SCHA is 0.96, 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
SLYG vs. SCHA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 600 Small Cap Growth ETF (SLYG) and Schwab U.S. Small-Cap ETF (SCHA). 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
SLYG vs. SCHA - Dividend Comparison
SLYG's dividend yield for the trailing twelve months is around 1.06%, less than SCHA's 1.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLYG SPDR S&P 600 Small Cap Growth ETF | 1.06% | 1.18% | 1.18% | 0.68% | 0.71% | 1.08% | 1.06% | 4.74% | 1.13% | 5.75% | 4.42% | 0.62% |
SCHA Schwab U.S. Small-Cap ETF | 1.60% | 1.75% | 2.57% | 1.69% | 1.37% | 1.62% | 2.57% | 1.24% | 2.18% | 1.85% | 1.83% | 1.37% |
Drawdowns
SLYG vs. SCHA - Drawdown Comparison
The maximum SLYG drawdown since its inception was -63.19%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for SLYG and SCHA. For additional features, visit the drawdowns tool.
Volatility
SLYG vs. SCHA - Volatility Comparison
SPDR S&P 600 Small Cap Growth ETF (SLYG) has a higher volatility of 7.64% compared to Schwab U.S. Small-Cap ETF (SCHA) at 6.93%. This indicates that SLYG's price experiences larger fluctuations and is considered to be riskier than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.