SPCT vs. SCHX

Last updated Aug 1, 2026

SPCT (Liberty One Spectrum ETF) and SCHX (Schwab U.S. Large-Cap ETF) are both Large Cap Blend Equities funds. SPCT is actively managed, while SCHX is passively managed. Their 0.46 correlation means their historical movements had little consistent relationship. SPCT charges 0.85%/yr vs 0.03%/yr for SCHX.

Performance

SPCT vs. SCHX - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with SPCT having a 10.25% return and SCHX slightly lower at 10.00%.

SPCT

• 1D: 0.21%
• 1M: 1.34%
• 6M: 5.95%
• YTD: 10.25%
• 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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SCHX Schwab U.S. Large-Cap ETF	$249.37M	$278.95M	$371.79M
SPCT Liberty One Spectrum ETF	$159.06K	$187.55K	$230.72K

SPCT vs. SCHX - Yearly Performance Comparison

	2026 (YTD)	2025
SPCT Liberty One Spectrum ETF	10.25%	1.93%
SCHX Schwab U.S. Large-Cap ETF	10.00%	2.74%

Correlation

The correlation between SPCT and SCHX is 0.46, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025	0.46

Return for Risk

SPCT vs. SCHX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SPCT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SCHX

SCHX Risk / Return Rank: 64
SCHX Sharpe Ratio Rank: 64
SCHX Sortino Ratio Rank: 61
SCHX Omega Ratio Rank: 62
SCHX Calmar Ratio Rank: 60
SCHX Martin Ratio Rank: 72

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SPCT vs. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty One Spectrum ETF (SPCT) 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.

	SPCT	SCHX	Difference
Sharpe ratio: Return per unit of total volatility	—	1.47	—
Sortino ratio: Return per unit of downside risk	—	2.04	—
Omega ratio: Gain probability vs. loss probability	—	1.26	—
Calmar ratio: Return relative to maximum drawdown	—	2.10	—
Martin ratio: Return relative to average drawdown	—	8.86	—

Drawdowns

SPCT vs. SCHX - Drawdown Comparison

The maximum SPCT drawdown since its inception was -7.17%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for SPCT and SCHX.

Drawdown Indicators

	SPCT	SCHX	Difference
Max Drawdown Largest peak-to-trough decline	-7.17%	-34.33%	+27.16%
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 Drawdown Current decline from peak	-1.49%	-1.34%	-0.15%
Average Drawdown Average peak-to-trough decline	-1.44%	-3.95%	+2.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.14%	—

Volatility

Volatility by Period

	SPCT	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	9.38%	12.93%	-3.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.38%	17.23%	-7.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.38%	18.15%	-8.77%

SPCT vs. SCHX - Expense Ratio Comparison

SPCT has a 0.85% expense ratio, which is higher than SCHX's 0.03% expense ratio.

Dividends

SPCT vs. SCHX - Dividend Comparison

SPCT's dividend yield for the trailing twelve months is around 0.77%, 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%
SPCT Liberty One Spectrum ETF	0.77%	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

Can I hold both SPCT and SCHX in my portfolio?

SPCT and SCHX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SPCT or SCHX?

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.

Which ETF is cheaper, SPCT or SCHX?

SCHX is cheaper with a 0.03% expense ratio, compared with 0.85% for SPCT.

Which ETF pays a higher dividend yield, SPCT or SCHX?

SCHX has the higher dividend yield at 1.03%, compared with 0.77% for SPCT.

What is the main difference between SPCT and SCHX?

They also come from different issuers: Liberty One and Charles Schwab. Their fees differ too: 0.85% for SPCT and 0.03% for SCHX.