VRTIX vs. SCHX
Compare and contrast key facts about Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) and Schwab U.S. Large-Cap ETF (SCHX).
VRTIX is managed by Vanguard. It was launched on Dec 22, 2010. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRTIX or SCHX.
Performance
VRTIX vs. SCHX - Performance Comparison
Returns By Period
In the year-to-date period, VRTIX achieves a 16.15% return, which is significantly lower than SCHX's 26.42% return. Over the past 10 years, VRTIX has underperformed SCHX with an annualized return of 8.66%, while SCHX has yielded a comparatively higher 14.82% annualized return.
VRTIX
16.15%
3.94%
12.49%
32.32%
9.48%
8.66%
SCHX
26.42%
1.56%
13.18%
33.66%
17.11%
14.82%
Key characteristics
| VRTIX | SCHX | |
|---|---|---|
| Sharpe Ratio | 1.46 | 2.70 |
| Sortino Ratio | 2.15 | 3.60 |
| Omega Ratio | 1.25 | 1.50 |
| Calmar Ratio | 1.24 | 3.90 |
| Martin Ratio | 8.05 | 17.48 |
| Ulcer Index | 3.80% | 1.91% |
| Daily Std Dev | 20.99% | 12.36% |
| Max Drawdown | -41.69% | -34.33% |
| Current Drawdown | -4.44% | -1.35% |
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VRTIX vs. SCHX - Expense Ratio Comparison
VRTIX has a 0.08% 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%.
Correlation
The correlation between VRTIX and SCHX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VRTIX vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) 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.
Dividends
VRTIX vs. SCHX - Dividend Comparison
VRTIX's dividend yield for the trailing twelve months is around 1.25%, more than SCHX's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRTIX Vanguard Russell 2000 Index Fund Institutional Shares | 1.25% | 1.46% | 1.50% | 1.15% | 0.93% | 1.36% | 1.49% | 1.24% | 1.33% | 1.31% | 1.17% | 1.08% |
SCHX Schwab U.S. Large-Cap ETF | 1.19% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% | 1.65% |
Drawdowns
VRTIX vs. SCHX - Drawdown Comparison
The maximum VRTIX drawdown since its inception was -41.69%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for VRTIX and SCHX. For additional features, visit the drawdowns tool.
Volatility
VRTIX vs. SCHX - Volatility Comparison
Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) has a higher volatility of 7.47% compared to Schwab U.S. Large-Cap ETF (SCHX) at 4.24%. This indicates that VRTIX'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.