SMOM vs. SCHX
SMOM (Symmetry Panoramic Sector Momentum ETF) and SCHX (Schwab U.S. Large-Cap ETF) are both Large Cap Blend Equities funds. SMOM is actively managed, while SCHX is passively managed. Their correlation of 0.85 means they have usually moved in the same direction. SMOM charges 0.63%/yr vs 0.03%/yr for SCHX.
Performance
SMOM vs. SCHX - Performance Comparison
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Returns By Period
In the year-to-date period, SMOM achieves a 9.28% return, which is significantly lower than SCHX's 10.00% return.
SMOM
- 1D
- 0.07%
- 1M
- 1.78%
- 6M
- 7.98%
- YTD
- 9.28%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SCHX
- 1D
- 0.65%
- 1M
- 0.14%
- 6M
- 8.67%
- YTD
- 10.00%
- 1Y
- 20.88%
- 3Y*
- 19.25%
- 5Y*
- 12.20%
- 10Y*
- 15.00%
- ALL TIME*
- 14.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $249.37M | $278.95M | $371.79M | |
| $282.40K | $230.96K | $175.69K |
SMOM vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SMOM Symmetry Panoramic Sector Momentum ETF | 9.28% | 2.78% |
SCHX Schwab U.S. Large-Cap ETF | 10.00% | 4.95% |
Correlation
The correlation between SMOM and SCHX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 10, 2025 | 0.85 |
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Return for Risk
SMOM vs. SCHX — Risk / Return Rank
SMOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SCHX
SMOM vs. SCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic Sector Momentum ETF (SMOM) and Schwab U.S. Large-Cap ETF (SCHX). 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.
| SMOM | SCHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.26 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.10 | — |
| Martin ratioReturn relative to average drawdown | — | 8.86 | — |
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Drawdowns
SMOM vs. SCHX - Drawdown Comparison
The maximum SMOM drawdown since its inception was -7.45%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for SMOM and SCHX.
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Drawdown Indicators
| SMOM | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.45% | -34.33% | +26.88% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.02% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.04% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.41% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.33% | — |
Current DrawdownCurrent decline from peak | -0.56% | -1.34% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -1.49% | -3.95% | +2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.14% | — |
Volatility
SMOM vs. SCHX - Volatility Comparison
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Volatility by Period
| SMOM | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.39% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.11% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 12.93% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.42% | 17.23% | -4.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.42% | 18.15% | -5.73% |
SMOM vs. SCHX - Expense Ratio Comparison
SMOM has a 0.63% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Dividends
SMOM vs. SCHX - Dividend Comparison
SMOM's dividend yield for the trailing twelve months is around 0.15%, less than SCHX's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SMOM Symmetry Panoramic Sector Momentum ETF | 0.15% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SMOM and SCHX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHX is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHX is cheaper with a 0.03% expense ratio, compared with 0.63% for SMOM.
SCHX has the higher dividend yield at 1.03%, compared with 0.15% for SMOM.
They also come from different issuers: Symmetry Partners and Charles Schwab. Their fees differ too: 0.63% for SMOM and 0.03% for SCHX.
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