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STXF vs. SCHB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STXF vs. SCHB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 500 ETF (STXF) and Schwab U.S. Broad Market ETF (SCHB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STXF achieves a 8.95% return, which is significantly lower than SCHB's 9.68% return.


STXF

1D
0.50%
1M
0.11%
YTD
8.95%
6M
9.14%
1Y
24.01%
3Y*
21.18%
5Y*
10Y*

SCHB

1D
0.49%
1M
0.46%
YTD
9.68%
6M
9.76%
1Y
24.70%
3Y*
20.63%
5Y*
12.26%
10Y*
15.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STXF vs. SCHB - Yearly Performance Comparison


2026 (YTD)2025202420232022
STXF
Strive 500 ETF
8.95%17.95%25.13%27.70%-2.98%
SCHB
Schwab U.S. Broad Market ETF
9.68%16.94%23.93%26.16%-2.68%

Correlation

The correlation between STXF and SCHB is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2022

0.97

The correlation between STXF and SCHB has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

STXF vs. SCHB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STXF
STXF Risk / Return Rank: 6262
Overall Rank
STXF Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
STXF Sortino Ratio Rank: 6262
Sortino Ratio Rank
STXF Omega Ratio Rank: 6161
Omega Ratio Rank
STXF Calmar Ratio Rank: 5858
Calmar Ratio Rank
STXF Martin Ratio Rank: 6969
Martin Ratio Rank

SCHB
SCHB Risk / Return Rank: 6969
Overall Rank
SCHB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SCHB Sortino Ratio Rank: 6868
Sortino Ratio Rank
SCHB Omega Ratio Rank: 6969
Omega Ratio Rank
SCHB Calmar Ratio Rank: 6464
Calmar Ratio Rank
SCHB Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STXF vs. SCHB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 500 ETF (STXF) and Schwab U.S. Broad Market ETF (SCHB). 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.


STXFSCHBDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.33

1.35

-0.02

Calmar ratioReturn relative to maximum drawdown

2.60

2.78

-0.19

Martin ratioReturn relative to average drawdown

11.44

12.44

-1.00

STXF vs. SCHB - Sharpe Ratio Comparison

The current STXF Sharpe Ratio is 1.87, which is comparable to the SCHB Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of STXF and SCHB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

STXF vs. SCHB - Drawdown Comparison

The maximum STXF drawdown since its inception was -19.00%, smaller than the maximum SCHB drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for STXF and SCHB.


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Drawdown Indicators


STXFSCHBDifference

Max Drawdown

Largest peak-to-trough decline

-19.00%

-35.27%

+16.27%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-8.91%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-19.00%

-19.34%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-25.41%

Max Drawdown (10Y)

Largest decline over 10 years

-35.27%

Current Drawdown

Current decline from peak

-2.48%

-2.15%

-0.33%

Average Drawdown

Average peak-to-trough decline

-2.30%

-4.11%

+1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

1.99%

+0.12%

Volatility

STXF vs. SCHB - Volatility Comparison

Strive 500 ETF (STXF) and Schwab U.S. Broad Market ETF (SCHB) have volatilities of 4.41% and 4.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STXFSCHBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

4.60%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

9.86%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

12.90%

12.63%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

17.31%

-1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.15%

18.35%

-2.20%

STXF vs. SCHB - Expense Ratio Comparison

STXF has a 0.05% expense ratio, which is higher than SCHB's 0.03% 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%.


Dividends

STXF vs. SCHB - Dividend Comparison

STXF's dividend yield for the trailing twelve months is around 1.04%, which matches SCHB's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHB
Schwab U.S. Broad Market ETF
1.03%1.11%1.24%1.40%1.61%1.21%1.63%1.80%2.00%1.65%1.86%2.00%
STXF
Strive 500 ETF
1.04%1.05%1.13%1.21%0.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, STXF and SCHB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SCHB has higher volatility (4.60%) compared to STXF (4.41%). In terms of maximum drawdown, STXF dropped -19.00% vs SCHB's -35.27%.

On 3-year performance, STXF leads with 21.18% vs 20.63% for SCHB. On fees, SCHB is cheaper at 0.03% per year. On volatility, STXF has been the lower-risk option at 4.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, STXF has performed better with a 21.18% return vs 20.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHB is cheaper with a 0.03% expense ratio, compared with 0.05% for STXF.

STXF and SCHB have nearly identical dividend yields, around 1.04%.

STXF tracks Bloomberg US Large Cap Index, while SCHB tracks Dow Jones U.S. Broad Stock Market Index. They also come from different issuers: Strive and Charles Schwab. Their fees differ too: 0.05% for STXF and 0.03% for SCHB.

SCHB currently has the higher Sharpe Ratio (1.96 vs 1.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for STXF and SCHB

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