SPIT vs. SCHG
SPIT (F/m Emerald Special Situations ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both Large Cap Growth Equities funds. SPIT is actively managed, while SCHG is passively managed. Their 0.71 correlation means they have sometimes moved together and sometimes differently. SPIT charges 0.89%/yr vs 0.04%/yr for SCHG.
Performance
SPIT vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, SPIT achieves a 24.45% return, which is significantly higher than SCHG's 4.99% return.
SPIT
- 1D
- 0.51%
- 1M
- -5.03%
- 6M
- 16.23%
- YTD
- 24.45%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SCHG
- 1D
- 1.12%
- 1M
- 0.15%
- 6M
- 7.02%
- YTD
- 4.99%
- 1Y
- 16.16%
- 3Y*
- 21.39%
- 5Y*
- 13.15%
- 10Y*
- 18.27%
- ALL TIME*
- 16.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $247.66M | $249.87M | $339.91M | |
| $242.68K | $282.09K | $201.11K |
SPIT vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPIT F/m Emerald Special Situations ETF | 24.45% | 5.31% |
SCHG Schwab U.S. Large-Cap Growth ETF | 4.99% | 1.75% |
Correlation
The correlation between SPIT and SCHG is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 6, 2025 | 0.71 |
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Return for Risk
SPIT vs. SCHG — Risk / Return Rank
SPIT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SCHG
SPIT vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for F/m Emerald Special Situations ETF (SPIT) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
| SPIT | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.15 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.83 | — |
| Martin ratioReturn relative to average drawdown | — | 2.62 | — |
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Drawdowns
SPIT vs. SCHG - Drawdown Comparison
The maximum SPIT drawdown since its inception was -12.49%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SPIT and SCHG.
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Drawdown Indicators
| SPIT | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.49% | -34.59% | +22.10% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.41% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.39% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -7.55% | -3.10% | -4.45% |
Average DrawdownAverage peak-to-trough decline | -2.85% | -5.19% | +2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.19% | — |
Volatility
SPIT vs. SCHG - Volatility Comparison
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Volatility by Period
| SPIT | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.32% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.90% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 26.59% | 16.67% | +9.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.59% | 22.42% | +4.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.59% | 21.59% | +5.00% |
SPIT vs. SCHG - Expense Ratio Comparison
SPIT has a 0.89% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Dividends
SPIT vs. SCHG - Dividend Comparison
SPIT's dividend yield for the trailing twelve months is around 5.77%, more than SCHG's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
SPIT F/m Emerald Special Situations ETF | 5.77% | 7.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPIT and SCHG have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHG is cheaper with a 0.04% expense ratio, compared with 0.89% for SPIT.
SPIT has the higher dividend yield at 5.77%, compared with 0.38% for SCHG.
They also come from different issuers: F/m and Charles Schwab. Their fees differ too: 0.89% for SPIT and 0.04% for SCHG.
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