SPTM vs. SCHG
Compare and contrast key facts about SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SPTM and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPTM is a passively managed fund by State Street that tracks the performance of the S&P Composite 1500 Index. It was launched on Oct 4, 2000. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009. Both SPTM and SCHG 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: SPTM or SCHG.
Performance
SPTM vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, SPTM achieves a 25.47% return, which is significantly lower than SCHG's 32.77% return. Over the past 10 years, SPTM has underperformed SCHG with an annualized return of 12.91%, while SCHG has yielded a comparatively higher 16.44% annualized return.
SPTM
25.47%
2.08%
13.60%
32.28%
15.40%
12.91%
SCHG
32.77%
2.85%
15.79%
38.25%
20.42%
16.44%
Key characteristics
| SPTM | SCHG | |
|---|---|---|
| Sharpe Ratio | 2.68 | 2.29 |
| Sortino Ratio | 3.59 | 2.97 |
| Omega Ratio | 1.50 | 1.42 |
| Calmar Ratio | 3.91 | 3.14 |
| Martin Ratio | 17.24 | 12.46 |
| Ulcer Index | 1.90% | 3.12% |
| Daily Std Dev | 12.20% | 16.99% |
| Max Drawdown | -54.80% | -34.59% |
| Current Drawdown | -0.91% | -1.33% |
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SPTM vs. SCHG - Expense Ratio Comparison
SPTM has a 0.03% expense ratio, which is lower than SCHG's 0.04% expense ratio. Despite the difference, 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 SPTM and SCHG is 0.90, 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
SPTM vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) 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.
Dividends
SPTM vs. SCHG - Dividend Comparison
SPTM's dividend yield for the trailing twelve months is around 1.24%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 1.24% | 1.44% | 1.69% | 1.25% | 1.56% | 1.71% | 1.90% | 1.66% | 1.91% | 1.92% | 2.08% | 1.63% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
SPTM vs. SCHG - Drawdown Comparison
The maximum SPTM drawdown since its inception was -54.80%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SPTM and SCHG. For additional features, visit the drawdowns tool.
Volatility
SPTM vs. SCHG - Volatility Comparison
The current volatility for SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) is 4.09%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.50%. This indicates that SPTM experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.