VSLU vs. SCHX
Compare and contrast key facts about Applied Finance Valuation Large Cap US ETF (VSLU) and Schwab U.S. Large-Cap ETF (SCHX).
VSLU and SCHX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VSLU is an actively managed fund by Applied Finance. It was launched on Apr 29, 2021. 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.
Performance
VSLU vs. SCHX - Performance Comparison
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VSLU vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VSLU Applied Finance Valuation Large Cap US ETF | -3.52% | 21.52% | 23.80% | 26.79% | -16.05% | 14.05% |
SCHX Schwab U.S. Large-Cap ETF | -3.70% | 17.46% | 24.88% | 26.84% | -19.41% | 13.61% |
Returns By Period
In the year-to-date period, VSLU achieves a -3.52% return, which is significantly higher than SCHX's -3.70% return.
VSLU
- 1D
- 2.13%
- 1M
- -3.33%
- YTD
- -3.52%
- 6M
- -0.04%
- 1Y
- 22.38%
- 3Y*
- 19.70%
- 5Y*
- —
- 10Y*
- —
SCHX
- 1D
- 0.78%
- 1M
- -4.31%
- YTD
- -3.70%
- 6M
- -1.70%
- 1Y
- 17.91%
- 3Y*
- 18.55%
- 5Y*
- 11.30%
- 10Y*
- 14.02%
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VSLU vs. SCHX - Expense Ratio Comparison
VSLU has a 0.49% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Return for Risk
VSLU vs. SCHX — Risk / Return Rank
VSLU
SCHX
VSLU vs. SCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Applied Finance Valuation Large Cap US ETF (VSLU) 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.
| VSLU | SCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.98 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.87 | 1.50 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.51 | +0.51 |
Martin ratioReturn relative to average drawdown | 8.83 | 7.02 | +1.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VSLU | SCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.98 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.80 | -0.05 |
Correlation
The correlation between VSLU and SCHX is 0.95, 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.
Dividends
VSLU vs. SCHX - Dividend Comparison
VSLU's dividend yield for the trailing twelve months is around 0.48%, less than SCHX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSLU Applied Finance Valuation Large Cap US ETF | 0.48% | 0.46% | 0.60% | 0.60% | 0.99% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.16% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
Drawdowns
VSLU vs. SCHX - Drawdown Comparison
The maximum VSLU drawdown since its inception was -23.86%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for VSLU and SCHX.
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Drawdown Indicators
| VSLU | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.86% | -34.33% | +10.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.14% | -12.19% | +1.05% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.41% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.33% | — |
Current DrawdownCurrent decline from peak | -4.64% | -5.67% | +1.03% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -4.00% | -1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.62% | -0.07% |
Volatility
VSLU vs. SCHX - Volatility Comparison
Applied Finance Valuation Large Cap US ETF (VSLU) has a higher volatility of 5.78% compared to Schwab U.S. Large-Cap ETF (SCHX) at 5.36%. This indicates that VSLU'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.
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Volatility by Period
| VSLU | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.78% | 5.36% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 9.67% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.03% | 18.33% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.28% | 17.13% | -0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 18.13% | -1.85% |