YALL vs. SCHX

Last updated Jun 4, 2026

YALL (God Bless America ETF) and SCHX (Schwab U.S. Large-Cap ETF) are both Large Cap Blend Equities funds. YALL is actively managed, while SCHX is passively managed. Over the past 3 years, YALL returned 21.38%/yr vs 22.38%/yr for SCHX. Their correlation of 0.86 suggests significant overlap in exposure. YALL charges 0.65%/yr vs 0.03%/yr for SCHX.

Performance

YALL vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in God Bless America ETF (YALL) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

YALL

• 1D: -1.26%
• 1M: -0.74%
• YTD: 0.00%
• 6M: -1.23%
• 1Y: 5.94%
• 3Y*: 21.38%
• 5Y*: —
• 10Y*: —

SCHX

• 1D: -0.70%
• 1M: 5.06%
• YTD: 10.72%
• 6M: 10.60%
• 1Y: 27.36%
• 3Y*: 22.38%
• 5Y*: 13.29%
• 10Y*: 15.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

YALL vs. SCHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
YALL God Bless America ETF	0.00%	14.36%	29.99%	40.74%	8.62%
SCHX Schwab U.S. Large-Cap ETF	10.72%	17.46%	24.88%	26.84%	7.10%

Correlation

The correlation between YALL and SCHX is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022	0.86

The correlation between YALL and SCHX has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.

YALL vs. SCHX - Sectors Allocation Comparison

Sectors	YALL	SCHX
Technology	21.8%	37.5%
Industrials	13.4%	8.5%
Financial Services	13.0%	9.9%
Consumer Defensive	10.2%	4.5%
Healthcare	10.2%	8.4%
Consumer Cyclical	8.1%	9.7%
Communication Services	7.7%	10.3%
Basic Materials	5.3%	1.8%
Energy	5.0%	3.4%
Utilities	3.0%	2.6%
Real Estate	2.3%	2.0%

Return for Risk

YALL vs. SCHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

YALL

YALL Risk / Return Rank: 16
YALL Sharpe Ratio Rank: 15
YALL Sortino Ratio Rank: 14
YALL Omega Ratio Rank: 14
YALL Calmar Ratio Rank: 17
YALL Martin Ratio Rank: 18

SCHX

SCHX Risk / Return Rank: 67
SCHX Sharpe Ratio Rank: 68
SCHX Sortino Ratio Rank: 66
SCHX Omega Ratio Rank: 67
SCHX Calmar Ratio Rank: 60
SCHX Martin Ratio Rank: 72

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

YALL vs. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) 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.

	YALL	SCHX	Difference
Sharpe ratio: Return per unit of total volatility	0.44	2.29	-1.86
Sortino ratio: Return per unit of downside risk	0.69	3.14	-2.45
Omega ratio: Gain probability vs. loss probability	1.08	1.41	-0.33
Calmar ratio: Return relative to maximum drawdown	0.63	3.05	-2.41
Martin ratio: Return relative to average drawdown	1.86	13.85	-11.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YALL vs. SCHX - Sharpe Ratio Comparison

The current YALL Sharpe Ratio is 0.44, which is lower than the SCHX Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of YALL and SCHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	YALL	SCHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.44	2.29	-1.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.78	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.85	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.46	0.85	+0.60

Drawdowns

YALL vs. SCHX - Drawdown Comparison

The maximum YALL drawdown since its inception was -19.72%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for YALL and SCHX.

Drawdown Indicators

	YALL	SCHX	Difference
Max Drawdown Largest peak-to-trough decline	-19.72%	-34.33%	+14.61%
Max Drawdown (1Y) Largest decline over 1 year	-9.42%	-9.02%	-0.40%
Max Drawdown (3Y) Largest decline over 3 years	-19.72%	-19.04%	-0.68%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.41%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.33%	—
Current Drawdown Current decline from peak	-4.47%	-0.70%	-3.77%
Average Drawdown Average peak-to-trough decline	-2.93%	-3.97%	+1.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.21%	1.98%	+1.23%

Volatility

YALL vs. SCHX - Volatility Comparison

God Bless America ETF (YALL) has a higher volatility of 3.31% compared to Schwab U.S. Large-Cap ETF (SCHX) at 2.91%. This indicates that YALL'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.

Volatility by Period

	YALL	SCHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.31%	2.91%	+0.40%
Volatility (6M) Calculated over the trailing 6-month period	9.79%	9.02%	+0.77%
Volatility (1Y) Calculated over the trailing 1-year period	13.74%	11.99%	+1.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.49%	17.12%	+0.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.49%	18.15%	-0.66%

YALL vs. SCHX - Expense Ratio Comparison

YALL has a 0.65% expense ratio, which is higher than SCHX's 0.03% expense ratio.

Dividends

YALL vs. SCHX - Dividend Comparison

YALL's dividend yield for the trailing twelve months is around 0.49%, less than SCHX's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHX Schwab U.S. Large-Cap ETF	1.01%	1.09%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.02%	1.70%	1.92%	2.04%
YALL God Bless America ETF	0.49%	0.49%	0.50%	3.51%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both YALL and SCHX in my portfolio?

YALL and SCHX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YALL or SCHX?

YALL has higher volatility (3.31%) compared to SCHX (2.91%). In terms of maximum drawdown, YALL dropped -19.72% vs SCHX's -34.33%.

Which ETF is better, YALL or SCHX?

On 3-year performance, SCHX leads with 22.38% vs 21.38% for YALL. On fees, SCHX is cheaper at 0.03% per year. On volatility, SCHX has been the lower-risk option at 2.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YALL or SCHX?

Over the 3-year period, SCHX has performed better with a 22.38% return vs 21.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YALL or SCHX?

SCHX is cheaper with a 0.03% expense ratio, compared with 0.65% for YALL.

Which ETF pays a higher dividend yield, YALL or SCHX?

SCHX has the higher dividend yield at 1.01%, compared with 0.49% for YALL.

What is the main difference between YALL and SCHX?

They also come from different issuers: Tidal ETFs and Charles Schwab. Their fees differ too: 0.65% for YALL and 0.03% for SCHX.

Which has better risk-adjusted returns?

SCHX currently has the higher Sharpe Ratio (2.29 vs 0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.