STXF vs. SCHK

Last updated Jun 13, 2026

STXF (Strive 500 ETF) and SCHK (Schwab 1000 Index ETF) are both Large Cap Blend Equities funds - STXF tracks the Bloomberg US Large Cap Index while SCHK tracks the Schwab 1000 Index. Both are passively managed. Over the past 3 years, STXF returned 21.18%/yr vs 20.85%/yr for SCHK. With a 0.97 correlation, they move nearly in lockstep. STXF charges 0.05%/yr vs 0.03%/yr for SCHK.

Performance

STXF vs. SCHK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 500 ETF (STXF) and Schwab 1000 Index ETF (SCHK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with STXF having a 8.95% return and SCHK slightly higher at 9.39%.

STXF

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

SCHK

• 1D: 0.53%
• 1M: 0.36%
• YTD: 9.39%
• 6M: 9.59%
• 1Y: 24.31%
• 3Y*: 20.85%
• 5Y*: 12.64%
• 10Y*: —

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

STXF vs. SCHK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STXF Strive 500 ETF	8.95%	17.95%	25.13%	27.70%	-2.98%
SCHK Schwab 1000 Index ETF	9.39%	17.23%	24.48%	26.63%	-2.77%

Correlation

The correlation between STXF and SCHK 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	0.98
Correlation (All Time) Calculated using the full available price history since Sep 15, 2022	0.97

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

Return for Risk

STXF vs. SCHK — Risk / Return Rank

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

STXF

STXF Risk / Return Rank: 62
STXF Sharpe Ratio Rank: 63
STXF Sortino Ratio Rank: 62
STXF Omega Ratio Rank: 61
STXF Calmar Ratio Rank: 58
STXF Martin Ratio Rank: 69

SCHK

SCHK Risk / Return Rank: 68
SCHK Sharpe Ratio Rank: 69
SCHK Sortino Ratio Rank: 66
SCHK Omega Ratio Rank: 68
SCHK Calmar Ratio Rank: 62
SCHK Martin Ratio Rank: 75

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. SCHK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 500 ETF (STXF) and Schwab 1000 Index ETF (SCHK). 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.

	STXF	SCHK	Difference
Sharpe ratio: Return per unit of total volatility	1.87	1.93	-0.06
Sortino ratio: Return per unit of downside risk	2.59	2.62	-0.03
Omega ratio: Gain probability vs. loss probability	1.33	1.35	-0.02
Calmar ratio: Return relative to maximum drawdown	2.60	2.72	-0.13
Martin ratio: Return relative to average drawdown	11.44	12.24	-0.79

STXF vs. SCHK - Sharpe Ratio Comparison

The current STXF Sharpe Ratio is 1.87, which is comparable to the SCHK Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of STXF and SCHK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STXF vs. SCHK - Drawdown Comparison

The maximum STXF drawdown since its inception was -19.00%, smaller than the maximum SCHK drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for STXF and SCHK.

Drawdown Indicators

	STXF	SCHK	Difference
Max Drawdown Largest peak-to-trough decline	-19.00%	-34.80%	+15.80%
Max Drawdown (1Y) Largest decline over 1 year	-9.29%	-8.97%	-0.32%
Max Drawdown (3Y) Largest decline over 3 years	-19.00%	-19.21%	+0.21%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.44%	—
Current Drawdown Current decline from peak	-2.48%	-2.21%	-0.27%
Average Drawdown Average peak-to-trough decline	-2.30%	-5.17%	+2.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.11%	1.99%	+0.12%

Volatility

STXF vs. SCHK - Volatility Comparison

Strive 500 ETF (STXF) and Schwab 1000 Index ETF (SCHK) have volatilities of 4.41% and 4.51%, 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.

Volatility by Period

	STXF	SCHK	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.41%	4.51%	-0.10%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	9.87%	+0.15%
Volatility (1Y) Calculated over the trailing 1-year period	12.90%	12.65%	+0.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.15%	17.30%	-1.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.15%	19.12%	-2.97%

STXF vs. SCHK - Expense Ratio Comparison

STXF has a 0.05% expense ratio, which is higher than SCHK'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. SCHK - Dividend Comparison

STXF's dividend yield for the trailing twelve months is around 1.04%, more than SCHK's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCHK Schwab 1000 Index ETF	1.02%	1.09%	1.20%	1.38%	1.57%	1.17%	1.58%	1.82%	1.80%	0.31%
STXF Strive 500 ETF	1.04%	1.05%	1.13%	1.21%	0.37%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both STXF and SCHK in my portfolio?

With a correlation of 0.98, STXF and SCHK 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.

Which is riskier, STXF or SCHK?

SCHK has higher volatility (4.51%) compared to STXF (4.41%). In terms of maximum drawdown, STXF dropped -19.00% vs SCHK's -34.80%.

Which ETF is better, STXF or SCHK?

On 3-year performance, STXF leads with 21.18% vs 20.85% for SCHK. On fees, SCHK 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.

Which ETF has performed better, STXF or SCHK?

Over the 3-year period, STXF has performed better with a 21.18% return vs 20.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXF or SCHK?

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

Which ETF pays a higher dividend yield, STXF or SCHK?

STXF has the higher dividend yield at 1.04%, compared with 1.02% for SCHK.

What is the main difference between STXF and SCHK?

STXF tracks Bloomberg US Large Cap Index, while SCHK tracks Schwab 1000 Index. They also come from different issuers: Strive and Charles Schwab. Their fees differ too: 0.05% for STXF and 0.03% for SCHK.

Which has better risk-adjusted returns?

SCHK currently has the higher Sharpe Ratio (1.93 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.