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.
Key characteristics
| VRTIX | SCHX | |
|---|---|---|
| YTD Return | 19.40% | 27.78% |
| 1Y Return | 42.32% | 39.22% |
| 3Y Return (Ann) | 1.23% | 11.38% |
| 5Y Return (Ann) | 10.09% | 17.48% |
| 10Y Return (Ann) | 8.96% | 15.08% |
| Sharpe Ratio | 1.96 | 3.15 |
| Sortino Ratio | 2.81 | 4.18 |
| Omega Ratio | 1.34 | 1.59 |
| Calmar Ratio | 1.51 | 4.58 |
| Martin Ratio | 11.32 | 20.63 |
| Ulcer Index | 3.74% | 1.90% |
| Daily Std Dev | 21.62% | 12.42% |
| Max Drawdown | -41.69% | -34.33% |
| Current Drawdown | -1.77% | -0.30% |
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.
Performance
VRTIX vs. SCHX - Performance Comparison
In the year-to-date period, VRTIX achieves a 19.40% return, which is significantly lower than SCHX's 27.78% return. Over the past 10 years, VRTIX has underperformed SCHX with an annualized return of 8.96%, while SCHX has yielded a comparatively higher 15.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
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 1.21%, more than SCHX's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRTIX Vanguard Russell 2000 Index Fund Institutional Shares | 1.21% | 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 | 1.17% | 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 7.41% compared to Schwab U.S. Large-Cap ETF (SCHX) at 4.02%. 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.