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.
Performance
VSEQX vs. SCHM - Performance Comparison
Returns By Period
In the year-to-date period, VSEQX achieves a 23.20% return, which is significantly higher than SCHM's 17.92% return. Both investments have delivered pretty close results over the past 10 years, with VSEQX having a 10.76% annualized return and SCHM not far ahead at 10.86%.
VSEQX
23.20%
5.40%
16.36%
37.25%
14.20%
10.76%
SCHM
17.92%
5.17%
12.25%
29.69%
11.09%
10.86%
Key characteristics
| VSEQX | SCHM | |
|---|---|---|
| Sharpe Ratio | 2.36 | 2.02 |
| Sortino Ratio | 3.25 | 2.80 |
| Omega Ratio | 1.41 | 1.35 |
| Calmar Ratio | 4.59 | 2.33 |
| Martin Ratio | 13.58 | 10.63 |
| Ulcer Index | 2.80% | 2.87% |
| Daily Std Dev | 16.15% | 15.08% |
| Max Drawdown | -63.55% | -42.43% |
| Current Drawdown | -1.05% | -0.61% |
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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%.
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.
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 2.84% 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 | 2.84% | 3.10% | 5.01% | 2.21% | 2.48% | 3.81% | 2.37% | 2.68% | 3.94% | 2.33% | 4.45% | 2.56% |
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 5.46% compared to Schwab US Mid-Cap ETF (SCHM) at 5.01%. 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.