TACU vs. SCHX
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 0.98 correlation, they move nearly in lockstep. TACU charges 0.14%/yr vs 0.03%/yr for SCHX.
Performance
TACU vs. SCHX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with TACU having a 9.87% return and SCHX slightly higher at 10.15%.
TACU
- 1D
- 0.87%
- 1M
- 0.40%
- 6M
- 10.51%
- YTD
- 9.87%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SCHX
- 1D
- 0.75%
- 1M
- 0.23%
- 6M
- 10.69%
- YTD
- 10.15%
- 1Y
- 19.68%
- 3Y*
- 19.69%
- 5Y*
- 12.36%
- 10Y*
- 14.93%
- ALL TIME*
- 14.56%
TACU vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TACU T. Rowe Price Active Core U.S. Equity ETF | 9.87% | -0.70% |
SCHX Schwab U.S. Large-Cap ETF | 10.15% | -0.66% |
Correlation
The correlation between TACU and SCHX 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 (All Time) Calculated using the full available price history since Dec 11, 2025 | 0.98 |
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Return for Risk
TACU vs. SCHX — Risk / Return Rank
TACU
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SCHX
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.
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.
| TACU | SCHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.28 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.19 | — |
| Martin ratioReturn relative to average drawdown | — | 9.35 | — |
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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.
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Drawdown Indicators
| TACU | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.93% | -1.21% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -1.55% | -3.95% | +2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.11% | — |
Volatility
TACU vs. SCHX - Volatility Comparison
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Volatility by Period
| TACU | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.10% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.09% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.42% | 12.71% | +0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.42% | 17.21% | -3.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.42% | 18.14% | -4.72% |
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
With a correlation of 0.98, 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.
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.
SCHX is cheaper with a 0.03% expense ratio, compared with 0.14% for TACU.
SCHX has the higher dividend yield at 1.03%, compared with 0.00% for TACU.
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.
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