TACU vs. SCHX

Last updated Jun 6, 2026

TACU (T. Rowe Price Active Core U.S. Equity ETF) and SCHX (Schwab U.S. Large-Cap ETF) are both Large Cap Blend Equities funds. TACU is actively managed, while SCHX is passively managed. With a 0.99 correlation, they move nearly in lockstep. TACU charges 0.14%/yr vs 0.03%/yr for SCHX.

Performance

TACU vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Active Core U.S. Equity ETF (TACU) 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 investments are quite close, with TACU having a 7.92% return and SCHX slightly higher at 8.26%.

TACU

• 1D: -2.43%
• 1M: 0.41%
• YTD: 7.92%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHX

• 1D: -2.65%
• 1M: 0.55%
• YTD: 8.26%
• 6M: 7.86%
• 1Y: 25.11%
• 3Y*: 21.43%
• 5Y*: 12.78%
• 10Y*: 15.08%

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

TACU vs. SCHX - Yearly Performance Comparison

	2026 (YTD)	2025
TACU T. Rowe Price Active Core U.S. Equity ETF	7.92%	-0.66%
SCHX Schwab U.S. Large-Cap ETF	8.26%	-0.92%

Correlation

The correlation between TACU and SCHX is 0.99 - 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 (All Time) Calculated using the full available price history since Dec 12, 2025	0.99

Return for Risk

TACU vs. SCHX — Risk / Return Rank

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

SCHX

SCHX Risk / Return Rank: 62
SCHX Sharpe Ratio Rank: 62
SCHX Sortino Ratio Rank: 60
SCHX Omega Ratio Rank: 62
SCHX Calmar Ratio Rank: 58
SCHX Martin Ratio Rank: 69

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.

TACU vs. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Active Core U.S. Equity ETF (TACU) 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.

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

Sharpe Ratios by Period

	TACU	SCHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.05	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.75	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.83	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.15	0.84	+0.31

Drawdowns

TACU vs. SCHX - Drawdown Comparison

The maximum TACU drawdown since its inception was -8.91%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for TACU and SCHX.

Drawdown Indicators

	TACU	SCHX	Difference
Max Drawdown Largest peak-to-trough decline	-8.91%	-34.33%	+25.42%
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	-2.68%	-2.91%	+0.23%
Average Drawdown Average peak-to-trough decline	-1.57%	-3.97%	+2.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.99%	—

Volatility

Volatility by Period

	TACU	SCHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.85%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.44%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.75%	12.29%	+1.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.75%	17.16%	-3.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.75%	18.16%	-4.41%

TACU vs. SCHX - Expense Ratio Comparison

TACU has a 0.14% expense ratio, which is higher than SCHX'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

TACU vs. SCHX - Dividend Comparison

TACU has not paid dividends to shareholders, while SCHX's dividend yield for the trailing twelve months is around 1.03%.

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%
TACU T. Rowe Price Active Core U.S. Equity ETF	0.00%	0.00%	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 TACU and SCHX in my portfolio?

With a correlation of 0.99, TACU and SCHX 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 ETF is better, TACU 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, TACU or SCHX?

SCHX is cheaper with a 0.03% expense ratio, compared with 0.14% for TACU.

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

SCHX has the higher dividend yield at 1.03%, compared with 0.00% for TACU.

What is the main difference between TACU and SCHX?

They also come from different issuers: T. Rowe Price and Charles Schwab. Their fees differ too: 0.14% for TACU and 0.03% for SCHX.