VSEQX vs. SCHM
Compare and contrast key facts about Vanguard Strategic Equity Fund (VSEQX) and Schwab US Mid-Cap ETF (SCHM).
VSEQX is managed by Vanguard. It was launched on Aug 14, 1995. SCHM is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones US Total Stock Market Mid-Cap. It was launched on Jan 13, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSEQX or SCHM.
Key characteristics
| VSEQX | SCHM | |
|---|---|---|
| YTD Return | 13.94% | 9.21% |
| 1Y Return | 26.82% | 19.24% |
| 3Y Return (Ann) | 8.24% | 2.93% |
| 5Y Return (Ann) | 13.13% | 9.13% |
| 10Y Return (Ann) | 10.24% | 9.02% |
| Sharpe Ratio | 1.56 | 1.18 |
| Daily Std Dev | 16.99% | 16.02% |
| Max Drawdown | -63.55% | -42.43% |
| Current Drawdown | 0.00% | -0.57% |
Correlation
The correlation between VSEQX and SCHM is 0.98, 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
VSEQX vs. SCHM - Performance Comparison
In the year-to-date period, VSEQX achieves a 13.94% return, which is significantly higher than SCHM's 9.21% return. Over the past 10 years, VSEQX has outperformed SCHM with an annualized return of 10.24%, while SCHM has yielded a comparatively lower 9.02% 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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VSEQX vs. SCHM - Expense Ratio Comparison
VSEQX has a 0.17% expense ratio, which is higher than SCHM's 0.04% 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
VSEQX vs. SCHM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Strategic Equity Fund (VSEQX) and Schwab US Mid-Cap ETF (SCHM). 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
VSEQX vs. SCHM - Dividend Comparison
VSEQX's dividend yield for the trailing twelve months is around 5.37%, more than SCHM's 1.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSEQX Vanguard Strategic Equity Fund | 5.37% | 6.11% | 11.77% | 21.36% | 1.77% | 2.92% | 10.34% | 8.40% | 3.13% | 12.28% | 5.82% | 1.20% |
SCHM Schwab US Mid-Cap ETF | 1.05% | 1.50% | 1.67% | 1.13% | 1.31% | 1.48% | 1.56% | 1.27% | 1.51% | 1.54% | 1.48% | 1.27% |
Drawdowns
VSEQX vs. SCHM - Drawdown Comparison
The maximum VSEQX drawdown since its inception was -63.55%, which is greater than SCHM's maximum drawdown of -42.43%. Use the drawdown chart below to compare losses from any high point for VSEQX and SCHM. For additional features, visit the drawdowns tool.
Volatility
VSEQX vs. SCHM - Volatility Comparison
Vanguard Strategic Equity Fund (VSEQX) has a higher volatility of 5.02% compared to Schwab US Mid-Cap ETF (SCHM) at 4.54%. This indicates that VSEQX's price experiences larger fluctuations and is considered to be riskier than SCHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.