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VOTE vs. SCHK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VOTE vs. SCHK

Last updated Jun 5, 2026

VOTE (Engine No. 1 Transform 500 ETF) and SCHK (Schwab 1000 Index ETF) are both exchange-traded funds - VOTE is a Large Cap Blend Equities fund tracking the Morningstar US Large Cap Index, while SCHK is a Large Cap Growth Equities fund tracking the Schwab 1000 Index. Both are passively managed. Over the past 3 years, VOTE returned 23.05%/yr vs 22.57%/yr for SCHK. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.05% expense ratio.

Performance

VOTE vs. SCHK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Engine No. 1 Transform 500 ETF (VOTE) and Schwab 1000 Index ETF (SCHK). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with VOTE having a 11.51% return and SCHK slightly higher at 11.59%.

VOTE

1D
0.44%
1M
4.81%
YTD
11.51%
6M
11.46%
1Y
28.65%
3Y*
23.05%
5Y*
—
10Y*
—

SCHK

1D
0.50%
1M
4.73%
YTD
11.59%
6M
11.39%
1Y
28.35%
3Y*
22.57%
5Y*
13.25%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOTE vs. SCHK - Yearly Performance Comparison

2026 (YTD)20252024202320222021
VOTE
Engine No. 1 Transform 500 ETF		11.51%17.95%25.23%27.60%-19.74%12.08%
SCHK
Schwab 1000 Index ETF		11.59%17.23%24.48%26.63%-19.51%11.42%

Correlation

The correlation between VOTE and SCHK 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 (1Y)
Calculated over the trailing 1-year period

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2021

0.99

The correlation between VOTE and SCHK has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

VOTE vs. SCHK - Sectors Allocation Comparison

Sectors
VOTE
SCHK

Technology

35.5%
35.1%

Financial Services

11.7%
12.0%

Communication Services

11.3%
10.3%

Consumer Cyclical

10.2%
10.1%

Healthcare

8.6%
8.6%

Industrials

8.5%
9.2%

Consumer Defensive

4.8%
4.7%

Energy

3.6%
3.6%

Utilities

2.3%
2.3%

Basic Materials

1.8%
2.0%

Real Estate

1.8%
2.2%

Technology

VOTE
35.5%
SCHK
35.1%

Financial Services

VOTE
11.7%
SCHK
12.0%

Communication Services

VOTE
11.3%
SCHK
10.3%

Consumer Cyclical

VOTE
10.2%
SCHK
10.1%

Healthcare

VOTE
8.6%
SCHK
8.6%

Industrials

VOTE
8.5%
SCHK
9.2%

Consumer Defensive

VOTE
4.8%
SCHK
4.7%

Energy

VOTE
3.6%
SCHK
3.6%

Utilities

VOTE
2.3%
SCHK
2.3%

Basic Materials

VOTE
1.8%
SCHK
2.0%

Real Estate

VOTE
1.8%
SCHK
2.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Engine No. 1 Transform 500 ETF

Schwab 1000 Index ETF

Often compared with VOTE:
VOTE vs. VOOVOTE vs. SPYVOTE vs. VBVOTE vs. XLGVOTE vs. ESGVVOTE vs. VEAVOTE vs. SPYX
Often compared with SCHK:
SCHK vs. SCHBSCHK vs. VOOSCHK vs. SCHXSCHK vs. SCHGSCHK vs. VONGSCHK vs. VTISCHK vs. SCHD

Return for Risk

VOTE vs. SCHK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VOTE
VOTE Risk / Return Rank: 7272
Overall Rank
VOTE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VOTE Sortino Ratio Rank: 7373
Sortino Ratio Rank
VOTE Omega Ratio Rank: 7373
Omega Ratio Rank
VOTE Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOTE Martin Ratio Rank: 7777
Martin Ratio Rank
SCHK
SCHK Risk / Return Rank: 7272
Overall Rank
SCHK Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SCHK Sortino Ratio Rank: 7272
Sortino Ratio Rank
SCHK Omega Ratio Rank: 7272
Omega Ratio Rank
SCHK Calmar Ratio Rank: 6565
Calmar Ratio Rank
SCHK Martin Ratio Rank: 7777
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.

VOTE vs. SCHK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Engine No. 1 Transform 500 ETF (VOTE) 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.

VOTESCHKDifference
Sharpe ratioReturn per unit of total volatility
2.38
2.34

+0.04

Sortino ratioReturn per unit of downside risk
3.25
3.19

+0.05

Omega ratioGain probability vs. loss probability

1.43

1.42

+0.01

Calmar ratioReturn relative to maximum drawdown

3.16

3.18

-0.02

Martin ratioReturn relative to average drawdown

14.50

14.67

-0.17

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VOTE vs. SCHK - Sharpe Ratio Comparison

The current VOTE Sharpe Ratio is 2.38, which is comparable to the SCHK Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of VOTE 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.

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Sharpe Ratios by Period

VOTESCHKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

2.34

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.77

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.78

+0.03

Drawdowns

VOTE vs. SCHK - Drawdown Comparison

The maximum VOTE drawdown since its inception was -25.71%, smaller than the maximum SCHK drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for VOTE and SCHK.

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Drawdown Indicators

VOTESCHKDifference

Max Drawdown

Largest peak-to-trough decline

-25.71%

-34.80%

+9.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-8.97%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-19.08%

-19.21%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

—

-25.44%

—

Current Drawdown

Current decline from peak

-0.27%

-0.25%

-0.02%

Average Drawdown

Average peak-to-trough decline

-6.14%

-5.18%

-0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

1.94%

+0.04%

Volatility

VOTE vs. SCHK - Volatility Comparison

Engine No. 1 Transform 500 ETF (VOTE) and Schwab 1000 Index ETF (SCHK) have volatilities of 2.91% and 2.94%, 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

VOTESCHKDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

2.94%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

9.18%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

12.08%

12.16%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

17.23%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.14%

19.11%

-1.97%

VOTE vs. SCHK - Expense Ratio Comparison

Both VOTE and SCHK have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

VOTE vs. SCHK - Dividend Comparison

VOTE's dividend yield for the trailing twelve months is around 0.89%, less than SCHK's 1.00% yield.

PositionTTM202520242023202220212020201920182017
SCHK
Schwab 1000 Index ETF		1.00%1.09%1.20%1.38%1.57%1.17%1.58%1.82%1.80%0.31%
VOTE
Engine No. 1 Transform 500 ETF		0.89%1.03%1.18%1.33%1.54%0.54%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.99, VOTE 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.

SCHK has higher volatility (2.94%) compared to VOTE (2.91%). In terms of maximum drawdown, VOTE dropped -25.71% vs SCHK's -34.80%.

On 3-year performance, VOTE leads with 23.05% vs 22.57% for SCHK. Both ETFs have the same 0.05% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VOTE has performed better with a 23.05% return vs 22.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VOTE and SCHK have the same expense ratio: 0.05% per year.

SCHK has the higher dividend yield at 1.00%, compared with 0.89% for VOTE.

VOTE is categorized as Large Cap Blend Equities, while SCHK is Large Cap Growth Equities. VOTE tracks Morningstar US Large Cap Index, while SCHK tracks Schwab 1000 Index. They also come from different issuers: Engine No. 1 LLC and Charles Schwab.

VOTE currently has the higher Sharpe Ratio (2.38 vs 2.34), 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 VOTE and SCHK

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