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 | 23.28% | 17.52% |
| 1Y Return | 45.14% | 36.54% |
| 3Y Return (Ann) | 8.63% | 4.00% |
| 5Y Return (Ann) | 14.35% | 11.03% |
| 10Y Return (Ann) | 10.99% | 11.01% |
| Sharpe Ratio | 2.61 | 2.27 |
| Sortino Ratio | 3.62 | 3.16 |
| Omega Ratio | 1.46 | 1.40 |
| Calmar Ratio | 3.62 | 1.97 |
| Martin Ratio | 15.68 | 12.31 |
| Ulcer Index | 2.77% | 2.84% |
| Daily Std Dev | 16.63% | 15.41% |
| Max Drawdown | -63.55% | -42.43% |
| Current Drawdown | 0.00% | 0.00% |
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 23.28% return, which is significantly higher than SCHM's 17.52% return. Both investments have delivered pretty close results over the past 10 years, with VSEQX having a 10.99% annualized return and SCHM not far ahead at 11.01%. 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 1.22%, less than SCHM's 2.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSEQX Vanguard Strategic Equity Fund | 1.22% | 1.51% | 1.49% | 1.36% | 1.32% | 1.33% | 1.45% | 1.35% | 1.57% | 1.79% | 1.10% | 1.20% |
SCHM Schwab US Mid-Cap ETF | 2.71% | 3.19% | 4.48% | 1.97% | 2.68% | 2.02% | 3.89% | 1.27% | 2.55% | 3.16% | 3.68% | 3.19% |
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 5.37% compared to Schwab US Mid-Cap ETF (SCHM) at 4.73%. 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.