TAIT vs. SCHX

Last updated Jun 24, 2026

TAIT (Taitron Components Incorporated) is a stock, while SCHX (Schwab U.S. Large-Cap ETF) is Large Cap Blend Equities fund tracking the Dow Jones U.S. Large-Cap Total Stock Market Index. Over the past 10 years, TAIT returned 11.23%/yr vs 15.47%/yr for SCHX. At a 0.10 correlation, their price movements are largely independent.

Performance

TAIT vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Taitron Components Incorporated (TAIT) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TAIT achieves a 39.07% return, which is significantly higher than SCHX's 8.04% return. Over the past 10 years, TAIT has underperformed SCHX with an annualized return of 11.23%, while SCHX has yielded a comparatively higher 15.47% annualized return.

TAIT

• 1D: -3.27%
• 1M: 0.48%
• YTD: 39.07%
• 6M: 35.98%
• 1Y: -22.48%
• 3Y*: -22.36%
• 5Y*: -16.25%
• 10Y*: 11.23%

SCHX

• 1D: -1.29%
• 1M: -1.16%
• YTD: 8.04%
• 6M: 7.00%
• 1Y: 23.07%
• 3Y*: 20.75%
• 5Y*: 12.44%
• 10Y*: 15.47%

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

TAIT vs. SCHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TAIT Taitron Components Incorporated	39.07%	-51.06%	-22.08%	6.92%	-7.23%	28.75%	20.72%	71.47%	9.37%	50.64%
SCHX Schwab U.S. Large-Cap ETF	8.04%	17.46%	24.88%	26.84%	-19.41%	26.81%	20.81%	31.22%	-4.66%	21.95%

Correlation

The correlation between TAIT and SCHX is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (10Y) Calculated over the trailing 10-year period	0.15
Correlation (All Time) Calculated using the full available price history since Nov 3, 2009	0.10

Return for Risk

TAIT vs. SCHX — Risk / Return Rank

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

TAIT

TAIT Risk / Return Rank: 36
TAIT Sharpe Ratio Rank: 33
TAIT Sortino Ratio Rank: 40
TAIT Omega Ratio Rank: 43
TAIT Calmar Ratio Rank: 32
TAIT Martin Ratio Rank: 34

SCHX

SCHX Risk / Return Rank: 56
SCHX Sharpe Ratio Rank: 56
SCHX Sortino Ratio Rank: 54
SCHX Omega Ratio Rank: 55
SCHX Calmar Ratio Rank: 54
SCHX Martin Ratio Rank: 64

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.

TAIT vs. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Taitron Components Incorporated (TAIT) 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.

	TAIT	SCHX	Difference
Sharpe ratio: Return per unit of total volatility	-0.24	1.84	-2.07
Sortino ratio: Return per unit of downside risk	0.32	2.51	-2.19
Omega ratio: Gain probability vs. loss probability	1.06	1.33	-0.27
Calmar ratio: Return relative to maximum drawdown	-0.32	2.57	-2.89
Martin ratio: Return relative to average drawdown	-0.49	11.26	-11.75

TAIT vs. SCHX - Sharpe Ratio Comparison

The current TAIT Sharpe Ratio is -0.24, which is lower than the SCHX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of TAIT and SCHX, 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

TAIT vs. SCHX - Drawdown Comparison

The maximum TAIT drawdown since its inception was -94.71%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for TAIT and SCHX.

Drawdown Indicators

	TAIT	SCHX	Difference
Max Drawdown Largest peak-to-trough decline	-94.71%	-34.33%	-60.38%
Max Drawdown (1Y) Largest decline over 1 year	-70.74%	-9.02%	-61.72%
Max Drawdown (3Y) Largest decline over 3 years	-71.44%	-19.04%	-52.40%
Max Drawdown (5Y) Largest decline over 5 years	-74.56%	-25.41%	-49.15%
Max Drawdown (10Y) Largest decline over 10 years	-80.56%	-34.33%	-46.23%
Current Drawdown Current decline from peak	-70.38%	-3.11%	-67.27%
Average Drawdown Average peak-to-trough decline	-74.68%	-3.96%	-70.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	45.52%	2.05%	+43.47%

Volatility

TAIT vs. SCHX - Volatility Comparison

Taitron Components Incorporated (TAIT) has a higher volatility of 13.07% compared to Schwab U.S. Large-Cap ETF (SCHX) at 4.89%. This indicates that TAIT's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TAIT	SCHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.07%	4.89%	+8.18%
Volatility (6M) Calculated over the trailing 6-month period	31.85%	9.94%	+21.91%
Volatility (1Y) Calculated over the trailing 1-year period	95.69%	12.65%	+83.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.96%	17.23%	+32.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.48%	18.16%	+37.32%

Dividends

TAIT vs. SCHX - Dividend Comparison

TAIT's dividend yield for the trailing twelve months is around 8.99%, more than SCHX's 1.03% yield.

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%
TAIT Taitron Components Incorporated	8.99%	14.53%	7.76%	5.67%	8.19%	4.09%	4.46%	4.40%	6.07%	5.95%	6.25%	0.00%

Frequently Asked Questions

Can I hold both TAIT and SCHX in my portfolio?

TAIT and SCHX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TAIT or SCHX?

TAIT has higher volatility (13.07%) compared to SCHX (4.89%). In terms of maximum drawdown, TAIT dropped -94.71% vs SCHX's -34.33%.

Which has better risk-adjusted returns?

SCHX currently has the higher Sharpe Ratio (1.84 vs -0.24), 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.