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Relative Intelligence · US Large-Cap Equity

How Schwab U.S. Large-Cap ETF (SCHX) compares with the whole market and its popular alternatives

Built by QuantCommons' quantitative engine, this page is about relative opportunity, not data on SCHX alone. It places SCHX (Schwab U.S. Large-Cap ETF) against 20+ popular alternatives, its neighboring categories and the entire market of over 10,000 U.S.-listed stocks and ETFs, and surfaces what has done better on consistent outperformance, return for the risk taken, behavior in real market crashes and diversification. The result is a clearer view of where SCHX stands in the market, and of the alternatives worth a closer look.

Period covered: SCHX's full trading record, from November 2009 through September 2026. The crash tests reach back to 2000 using older funds and the S&P 500. All returns include reinvested dividends. Data as of October 20, 2026.

Data as of October 20, 2026. Full tables and charts read best on a larger screen.

Rank the market against SCHX →Chart SCHX vs. 25 alternatives →
On this page12 sections

Key findings

How much would $10,000 in SCHX have grown?

This chart tracks a hypothetical $10,000 investment in SCHX over the past 16 years, with dividends reinvested, alongside the same amount in the S&P 500, investments that ended ahead of SCHX over the same span and SCHX's popular alternatives, among those that traded for the entire period. A second view covers the past 5 years, the period the better options further down the page are judged on. It shows not only where each investment ended up but also how smooth or uneven the path was.

Note: SCHX began trading on November 3, 2009, so the chart cannot reach back to the dot-com bust or the 2008 financial crisis. It covers the most recent 16 years of SCHX's record, starting at the end of September 2010.

Choose a period

From the end of September 2010 to the end of September 2026. Hover over a fund in the key to pick out its line. 442 of the 2,048 stocks and funds worth at least $500 million that traded the whole period ended ahead of SCHX; the chart shows 5, closest alternatives first. The other 3 lines are popular alternatives, shown for context.

$0$50,000$100,000$150,000$200,000201020132016201920222025$0$50,000$100,000$150,000$200,00020102014201820222026
  • QQQ$172,922+1,629% total · +19.5% a year
  • SCHG$124,338+1,143% total · +17.1% a year
  • CAH$100,083+901% total · +15.5% a year
  • OEF$97,526+875% total · +15.3% a year
  • VV$89,167+792% total · +14.7% a year
  • SPY (S&P 500)$88,503+785% total · +14.6% a year
  • SCHX$87,976+780% total · +14.6% a year
  • EQWL$80,204+702% total · +13.9% a year
  • PRF$73,952+640% total · +13.3% a year
  • SCHV$58,752+488% total · +11.7% a year
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From the end of September 2021 to the end of September 2026. Hover over a fund in the key to pick out its line. 971 of the 3,628 stocks and funds worth at least $500 million that traded the whole period ended ahead of SCHX; the chart shows 5, closest alternatives first. The other 3 lines are popular alternatives, shown for context.

$5,000$10,000$15,000$20,000$25,000202120222023202420252026$5,000$10,000$15,000$20,000$25,000202120222023202420252026
  • VLUE$22,395+124% total · +17.5% a year
  • QQQ$21,295+113% total · +16.3% a year
  • OEF$20,494+105% total · +15.4% a year
  • SCHG$19,862+98.6% total · +14.7% a year
  • FNDX$19,177+91.8% total · +13.9% a year
  • SPY (S&P 500)$19,000+90.0% total · +13.7% a year
  • PRF$18,834+88.3% total · +13.5% a year
  • SCHX$18,495+84.9% total · +13.1% a year
  • QUAL$17,879+78.8% total · +12.3% a year
  • EQWL$17,760+77.6% total · +12.2% a year
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SCHX at a glance

This section summarizes the key facts about the fund, its returns over periods from one to ten years and the risk it has carried, with dividends reinvested throughout. These figures serve as the baseline for every comparison that follows.

Note: SCHX began trading on November 3, 2009, so every figure here, including its worst decline, covers only the time since then. None of them reflect the dot-com bust or the 2008 financial crisis.

The fund

Issuer
Schwab
Began trading
November 2009
Expense ratio
0.03%per year
Assets
$74B
Category
Broad Market

Returns

Past 1 year
+15.1%total return
Past 3 years
+89.1%+23.7% a year
Past 5 years
+76.6%+12.0% a year
Past 10 years
+317%+15.3% a year
Best calendar year
+32.6%2013
Worst calendar year
−19.4%2022
Losing years
2 of 16full calendar years

Risk

Volatility
17.2%typical yearly swing, 5 years
Sharpe ratio
0.75return per unit of risk, 5 years
Worst decline ever
−34.3%Feb 2020 to Mar 2020
From its all-time high
−1.5%below the peak

SCHX against the whole market

Where SCHX ranks among every stock and fund, and what across the market has done better.

How does SCHX rank among all ETFs?

This section ranks SCHX on return, volatility, risk-adjusted return and worst decline against every ETF worth at least $100 million with enough history. Where the comparisons with its popular alternatives show how SCHX stacks up against its peers, these rankings show where it stands in the market as a whole.

Ranked against U.S.-listed ETFs with at least $100M in assets that have enough history for each measure, so the count changes from row to row; smaller ETFs and leveraged funds are left out. Lower volatility and smaller declines rank higher.

MeasureSCHXRankStanding
1-year return+15.1%818 of 2,485top 33%
3-year return+89.1%367 of 1,949top 19%
5-year return+76.6%296 of 1,560top 19%
10-year return+317%82 of 958top 9%
Volatility, 5 years17.2%864 of 1,560bottom 46%
Sharpe ratio, 5 years0.75426 of 1,560top 27%
Worst decline, past 10 years−34.3%313 of 951top 33%

What has beaten SCHX on both return and risk?

Each dot is an investment, placed by how much it earned a year over the past 5 years (higher is better) and how much its price swung, its volatility (further left is calmer). SCHX sits where the dashed lines cross. Anything in the green box above and to the left earned more than SCHX with smaller swings, a better trade-off over this period on both counts. Past results are no promise, but a name in the box is worth a closer look.

Annual return is the annualized total return with dividends reinvested, and volatility the annualized swing in daily prices, both over 5 years. Labeled dots are the strongest picks from the table below and the names called out above, colored by how close they sit to SCHX; faint dots are 16 more of the 25 in the green region (the strongest, one per fund family). 3,633 stocks and funds worth at least $500 million were screened. Hover over a dot for its figures.

8.0%10.0%12.0%14.0%16.0%18.0%20.0%22.0%24.0%26.0%5.0%10.0%15.0%20.0%25.0%30.0%35.0%40.0%45.0%Volatility over 5 years (annualized)Annual return over 5 yearsMore return, less volatility than SCHXPVAL: +16.1% a year, volatility 15.1%VSLU: +13.7% a year, volatility 16.2%EFV: +13.6% a year, volatility 15.9%FNDF: +13.6% a year, volatility 16.3%FDVV: +13.2% a year, volatility 14.6%DBEF: +13.1% a year, volatility 13.8%FDL: +13.9% a year, volatility 14.4%EMLP: +14.9% a year, volatility 14.5%GCOW: +14.1% a year, volatility 13.6%RWL: +13.7% a year, volatility 14.4%FLQL: +13.8% a year, volatility 16.3%PWV: +13.5% a year, volatility 14.2%AUSF: +13.2% a year, volatility 13.6%EQL: +13.5% a year, volatility 14.5%DGT: +13.8% a year, volatility 15.1%IDOG: +14.1% a year, volatility 15.6%SCHX: +12.0% a year, volatility 17.2%VTI (S&P 500): +11.5% a year, volatility 17.5%FNDX: +13.5% a year, volatility 14.9%SCHG: +13.1% a year, volatility 22.4%OEF: +14.3% a year, volatility 17.8%VLUE: +15.9% a year, volatility 18.4%QQQ: +14.5% a year, volatility 23.0%JQUA: +13.6% a year, volatility 15.7%MGV: +12.6% a year, volatility 13.4%RY: +17.3% a year, volatility 18.2%DIVB: +13.9% a year, volatility 15.4%FYLD: +13.1% a year, volatility 16.0%DIVI: +13.4% a year, volatility 15.5%CAH: +42.1% a year, volatility 24.7%IAU: +17.9% a year, volatility 18.9%FJAN: +11.1% a year, volatility 10.5%WM: +9.3% a year, volatility 19.2%LVHI: +17.0% a year, volatility 11.1%SCHXVTI (S&P 500)FNDXSCHGOEFVLUEMGVRYFYLDCAHIAUFJANWMLVHI5.0%10.0%15.0%20.0%25.0%30.0%0.0%10.0%20.0%30.0%40.0%50.0%Volatility over 5 years (annualized)Annual return over 5 yearsMore return, less volatility than SCHXPVAL: +16.1% a year, volatility 15.1%VSLU: +13.7% a year, volatility 16.2%EFV: +13.6% a year, volatility 15.9%FNDF: +13.6% a year, volatility 16.3%FDVV: +13.2% a year, volatility 14.6%DBEF: +13.1% a year, volatility 13.8%FDL: +13.9% a year, volatility 14.4%EMLP: +14.9% a year, volatility 14.5%GCOW: +14.1% a year, volatility 13.6%RWL: +13.7% a year, volatility 14.4%FLQL: +13.8% a year, volatility 16.3%PWV: +13.5% a year, volatility 14.2%AUSF: +13.2% a year, volatility 13.6%EQL: +13.5% a year, volatility 14.5%DGT: +13.8% a year, volatility 15.1%IDOG: +14.1% a year, volatility 15.6%SCHX: +12.0% a year, volatility 17.2%VTI (S&P 500): +11.5% a year, volatility 17.5%FNDX: +13.5% a year, volatility 14.9%SCHG: +13.1% a year, volatility 22.4%OEF: +14.3% a year, volatility 17.8%VLUE: +15.9% a year, volatility 18.4%QQQ: +14.5% a year, volatility 23.0%JQUA: +13.6% a year, volatility 15.7%MGV: +12.6% a year, volatility 13.4%RY: +17.3% a year, volatility 18.2%DIVB: +13.9% a year, volatility 15.4%FYLD: +13.1% a year, volatility 16.0%DIVI: +13.4% a year, volatility 15.5%CAH: +42.1% a year, volatility 24.7%IAU: +17.9% a year, volatility 18.9%FJAN: +11.1% a year, volatility 10.5%WM: +9.3% a year, volatility 19.2%LVHI: +17.0% a year, volatility 11.1%SCHXVTI (S&P 500)FNDXOEFVLUEQQQRYCAHFJANLVHI
  • Popular alternatives
  • Same and neighboring categories, and shared themes
  • The whole market
  • Others in the green region

Is there a better investment than SCHX?

Investments that beat SCHX over the past 5 years on return, volatility, drawdowns, consistency, crash losses or fees, from its popular alternatives out to the whole market.

How this works

The table below lists investments that beat SCHX over the past 5 years on at least one of these measures: a higher annual return with lower volatility, a higher annual return at similar volatility, a similar return with lower volatility, a higher Sharpe ratio with a smaller worst decline, a higher total return in most periods from 3 months to 10 years, or smaller losses in recent market crashes, and, for funds, the same exposure at a lower expense ratio. It checks SCHX's popular alternatives first, then the rest of its own and neighboring categories, then every stock and fund worth at least $500 million, and shows the strongest few in each group. The full list of those with a higher return and lower volatility than SCHX follows the table.

Annual return is the annualized total return with dividends reinvested. Annual return, volatility and the Sharpe ratio cover 5 years; the worst decline covers the past 10 years. Green marks a better figure than SCHX's. "On the frontier" means no other option shown or tested earned more with less volatility. Funds that hold the same thing are shown once. Beyond the popular alternatives, nothing with more than 1.5× SCHX's volatility counts as better.

These figures cover the past 5 years. Green marks a better figure than SCHX's.

Screen the whole market against SCHX for any period in BetterThanSPYOpen these 16 in EasyCompare
InvestmentWhy it is betterPast 5 yearsDownsideLong runFit
Annual return?higher is betterVolatility?lower is calmerSharpe?return per unit of riskWorst decline?past 10 years10Y returntotalCorr. with SCHX?lower diversifies moreExpenseper year
SCHXSchwab U.S. Large-Cap ETF · this page
+12.0%17.2%0.75−34.3%+317%1.000.03%
VTIVanguard Morningstar Total Stock Market ETF · S&P 500
+11.5%17.5%0.71−35.0%+302%1.000.03%
Popular alternativesbest 3 shownThe investments people most often weigh against SCHX. 3 of 25 passed at least one test.
FNDXSchwab Fundamental U.S. Large Company ETF · US Large-Cap Value
Higher return, lower volatility+13.5%14.9%0.93−37.7%+291%0.910.25%
SCHGSchwab U.S. Large-Cap Growth ETF · US Large-Cap Growth
Higher return in most periods+13.1%22.4%0.67−34.5%+451%0.940.04%
OEFiShares S&P 100 ETF · US Large-Cap Equity
Higher return in most periods+14.3%17.8%0.84−31.4%+367%0.980.20%
Same and neighboring categories, and shared themesbest 4 shownEverything else in US Large-Cap Equity and the categories next to it (US Total Market, US Large-Cap Value, US Large-Cap Growth, US Quality Equity), plus SCHX's specific themes. 15 of 44 passed at least one test.
VLUEiShares MSCI USA Value Factor ETF · US Large-Cap Value
Higher return, similar volatilityHigher return in most periods+15.9%18.4%0.90−39.5%+286%0.830.15%
QQQInvesco QQQ Trust, Series 1 · US Large-Cap Growth
Higher return in most periods+14.5%23.0%0.71−35.1%+553%0.920.18%
JQUAJPMorgan U.S. Quality Factor ETF · US Quality Equity
Higher return, lower volatility+13.6%15.7%0.89−32.9%—0.970.12%
MGVVanguard Morningstar Mega Cap Value ETF · US Large-Cap Value
Similar return, lower volatility+12.6%13.4%0.95−35.4%+244%0.830.05%
The whole marketbest 8 shownEvery other stock and fund worth at least $500 million. 113 of 3,564 passed at least one test.
RYRoyal Bank of Canada · Banks
On the frontierHigher return, similar volatilityHigher return in most periods+17.3%18.2%0.97−40.0%+352%0.59—
DIVBiShares Core Dividend ETF · Dividend & Income
Higher return, lower volatilityHigher return in most periods+13.9%15.4%0.93−36.9%—0.860.05%
FYLDCambria Foreign Shareholder Yield ETF · Dividend & Income
Higher return, lower volatilityHigher return in most periods+13.1%16.0%0.85−44.6%+203%0.600.59%
DIVIFranklin International Core Dividend Tilt Index ETF · International
Higher return, lower volatilityHigher Sharpe, smaller worst decline+13.4%15.5%0.89−27.7%+184%0.730.09%
CAHCardinal Health, Inc. · Health Care Distribution
On the frontierHigher return in most periods+42.1%24.7%1.55−46.1%+349%0.30—
IAUiShares Gold Trust · Gold
Higher return, similar volatilityHigher Sharpe, smaller worst decline+17.9%18.9%0.97−26.4%+218%0.160.25%
FJANFT Vest U.S. Equity Buffer ETF - January · Multi-Asset
On the frontierSimilar return, lower volatilityHigher Sharpe, smaller worst decline+11.1%10.5%1.05−13.6%—0.930.85%
WMWaste Management, Inc. · Environmental Services
Smaller losses in recent crashes+9.3%19.2%0.56−30.1%+344%0.35—
What these numbers mean for SCHX
Annual return
SCHX returned 12.0% a year over the past 5 years with dividends reinvested, against 11.5% a year for the S&P 500. At that pace, $10,000 became about $17,700. Annual return is the steady yearly rate that would produce the same total result, so investments held over the same span compare fairly. Guide: What is performance and return? →
Volatility
SCHX's volatility over the past 5 years was 17.2%, 1.0 times the S&P 500's 17.5%. Volatility measures how widely returns swing around their average: in roughly two years out of three, SCHX's return lands within 17.2% of its average, either way. The higher it is, the rougher the ride and the harder it is to hold through a slump. Guide: Understanding and measuring risk (volatility) →
Sharpe ratio
SCHX's Sharpe ratio over the past 5 years was 0.75, against 0.71 for the S&P 500, so SCHX earned more for each unit of risk than an index fund did. The Sharpe ratio is the return earned above cash for each unit of volatility: two investments with the same return are not equal if one got there with far bigger swings. Guide: Balancing reward with risk (Sharpe ratio) →
Worst decline
SCHX's worst fall from a peak to a low over the past 10 years was 34.3%, against 35.0% for the S&P 500. Losses and gains are not symmetric: climbing back from a 34.3% fall takes a 52.2% gain. Guide: Market crash risk and tail risk →
Correlation
Over the past 5 years, SCHX's monthly returns had a correlation of 1.00 with the S&P 500. Correlation runs from 1 (moving in lockstep) through 0 (unrelated) to −1 (moving in opposite directions). They move almost in lockstep, so holding both adds little diversification. In the table, the correlation column measures each option against SCHX instead: the lower it is, the more that option would diversify a SCHX holding. Guide: Correlation and diversification →
Show all 25 stocks and funds worth at least $500 million that earned more than SCHX with less volatility

Out of 3,633 tested over 5 years. The strongest 21 are listed, best first, with funds that hold the same thing listed once.

#InvestmentFound inAnnual returnVolatilitySharpeWorst decline10Y returnCorr. with SCHXExpense
1
PVALPutnam Focused Large Cap Value ETF · US Large-Cap Value
Same or nearby category+16.1%15.1%1.07−41.3%—0.880.56%
2
DIVBiShares Core Dividend ETF · Dividend & Income
Whole market+13.9%15.4%0.93−36.9%—0.860.05%
3
FYLDCambria Foreign Shareholder Yield ETF · Dividend & Income
Whole market+13.1%16.0%0.85−44.6%+203%0.600.59%
4
DIVIFranklin International Core Dividend Tilt Index ETF · International
Whole market+13.4%15.5%0.89−27.7%+184%0.730.09%
5
LVHIFranklin International Low Volatility High Dividend Index ETF · International Equity
Whole market+17.0%11.1%1.48−32.4%+194%0.550.40%
6
VSLUApplied Finance Valuation Large Cap ETF · Broad Market
Whole market+13.7%16.2%0.88−23.8%—0.980.49%
7
EFViShares MSCI EAFE Value ETF · International Equity
Whole market+13.6%15.9%0.88−43.2%+157%0.640.31%
8
FNDFSchwab Fundamental International Large Company Index ETF · International Equity
Whole market+13.6%16.3%0.87−40.2%+194%0.710.25%
9
FDVVFidelity High Dividend ETF · US Dividend Equity
Whole market+13.2%14.6%0.92−40.2%+253%0.900.15%
10
DBEFXtrackers MSCI EAFE Hedged Equity ETF · International Equity
Whole market+13.1%13.8%0.96−32.5%+206%0.810.35%
11
FDLFirst Trust Morningstar Dividend Leaders Index Fund · US Dividend Equity
Whole market+13.9%14.4%0.98−41.4%+199%0.570.43%
12
EMLPFirst Trust North American Energy Infrastructure Fund · Energy Infrastructure
Whole market+14.9%14.5%1.04−43.6%+150%0.620.95%
13
GCOWPacer Global Cash Cows Dividend ETF · International
Whole market+14.1%13.6%1.04−37.6%+168%0.520.60%
14
RWLInvesco S&P 500 Revenue ETF · US Large-Cap Equity
Same or nearby category+13.7%14.4%0.97−36.1%+287%0.910.39%
15
JQUAJPMorgan U.S. Quality Factor ETF · US Quality Equity
Same or nearby category+13.6%15.7%0.89−32.9%—0.970.12%
16
FLQLFranklin U.S. Large Cap Multifactor Index ETF · Broad Market
Whole market+13.8%16.3%0.88−33.6%—0.980.15%
17
PWVInvesco Large Cap Value ETF · Broad Market
Whole market+13.5%14.2%0.97−37.6%+223%0.760.55%
18
AUSFGlobal X - Adaptive U.S. Factor ETF · International
Whole market+13.2%13.6%0.99−44.2%—0.740.27%
19
EQLALPS Equal Sector Weight ETF · Broad Market
Whole market+13.5%14.5%0.94−34.2%+387%0.910.19%
20
DGTState Street SPDR Global Dow ETF · International
Whole market+13.8%15.1%0.94−34.4%+261%0.850.50%
21
IDOGALPS International Sector Dividend Dogs ETF · International
Whole market+14.1%15.6%0.93−37.3%+180%0.590.50%

SCHX against its popular alternatives

The investments people most often weigh against SCHX, compared period by period and year by year.

How do SCHX's risk and return compare with its alternatives?

This map plots each investment's annual return over the past 5 years against its volatility, the size of its typical price swings. Investments toward the upper left earned more for a smoother ride, and those toward the lower right earned less for a rougher one. The dashed lines cross at SCHX, which divides the map into what did better or worse on each measure.

Green points earned more than SCHX with less volatility; red points earned less with more. Hover over a point for its figures. Total returns with dividends reinvested, annualized.

12.0%14.0%16.0%18.0%20.0%22.0%24.0%6.0%8.0%10.0%12.0%14.0%16.0%Volatility over 5 years (annualized)Annual return over 5 yearsHigher return, lower volatilityLower return, higher volatilitySCHX: 12.0% a year, volatility 17.2%SPY (S&P 500): 12.7% a year, volatility 17.1%FNDX: 13.5% a year, volatility 14.9%PRF: 13.0% a year, volatility 15.0%QUAL: 11.4% a year, volatility 17.3%SCHA: 6.0% a year, volatility 22.0%SPTM: 12.3% a year, volatility 16.9%VTI: 11.5% a year, volatility 17.5%SCHB: 11.6% a year, volatility 17.3%SCHG: 13.2% a year, volatility 22.4%OEF: 14.3% a year, volatility 17.8%EQWL: 11.6% a year, volatility 15.0%SCHV: 10.2% a year, volatility 14.4%USMV: 7.6% a year, volatility 12.3%VV: 12.3% a year, volatility 17.3%DIA: 9.9% a year, volatility 14.8%SPGM: 10.8% a year, volatility 16.2%RSP: 8.2% a year, volatility 16.1%EQAL: 6.4% a year, volatility 17.2%SCHF: 9.5% a year, volatility 16.8%VONE: 12.0% a year, volatility 17.2%SCHXSPY (S&P 500)FNDXPRFQUALSCHASPTMVTISCHGOEFEQWLSCHVUSMVVVSPGMRSPEQALSCHFVONE10.0%12.5%15.0%17.5%20.0%22.5%6.0%8.0%10.0%12.0%14.0%16.0%Volatility over 5 years (annualized)Annual return over 5 yearsHigher return, lower volatilityLower return, higher volatilitySCHX: 12.0% a year, volatility 17.2%SPY (S&P 500): 12.7% a year, volatility 17.1%FNDX: 13.5% a year, volatility 14.9%PRF: 13.0% a year, volatility 15.0%QUAL: 11.4% a year, volatility 17.3%SCHA: 6.0% a year, volatility 22.0%SPTM: 12.3% a year, volatility 16.9%VTI: 11.5% a year, volatility 17.5%SCHB: 11.6% a year, volatility 17.3%SCHG: 13.2% a year, volatility 22.4%OEF: 14.3% a year, volatility 17.8%EQWL: 11.6% a year, volatility 15.0%SCHV: 10.2% a year, volatility 14.4%USMV: 7.6% a year, volatility 12.3%VV: 12.3% a year, volatility 17.3%DIA: 9.9% a year, volatility 14.8%SPGM: 10.8% a year, volatility 16.2%RSP: 8.2% a year, volatility 16.1%EQAL: 6.4% a year, volatility 17.2%SCHF: 9.5% a year, volatility 16.8%VONE: 12.0% a year, volatility 17.2%SCHXSPY (S&P 500)FNDXPRFQUALSCHASPTMVTISCHGOEFEQWLSCHVUSMVDIASPGMRSPEQALSCHF
All figures
InvestmentAnnual returnVolatility
OEF iShares S&P 100 ETF+14.3%17.8%
FNDX Schwab Fundamental U.S. Large Company ETF+13.5%14.9%
SCHG Schwab U.S. Large-Cap Growth ETF+13.2%22.4%
PRF Invesco RAFI US 1000 ETF+13.0%15.0%
SPY S&P 500State Street SPDR S&P 500 ETF+12.7%17.1%
VV Vanguard Morningstar Large-Cap ETF+12.3%17.3%
SPTM State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF+12.3%16.9%
SCHX This pageSchwab U.S. Large-Cap ETF+12.0%17.2%
VONE Vanguard Russell 1000 ETF+12.0%17.2%
EQWL Invesco S&P 100 Equal Weight ETF+11.6%15.0%
SCHB Schwab U.S. Broad Market ETF+11.6%17.3%
VTI Vanguard Morningstar Total Stock Market ETF+11.5%17.5%
QUAL iShares MSCI USA Quality Factor ETF+11.4%17.3%
SPGM State Street SPDR Portfolio MSCI Global Stock Market ETF+10.8%16.2%
SCHV Schwab U.S. Large-Cap Value ETF+10.2%14.4%
DIA State Street SPDR Dow Jones Industrial Average ETF Trust+9.9%14.8%
SCHF Schwab International Equity ETF+9.5%16.8%
RSP Invesco S&P 500 Equal Weight ETF+8.2%16.1%
USMV iShares MSCI USA Min Vol Factor ETF+7.6%12.3%
EQAL Invesco Russell 1000 Equal Weight ETF+6.4%17.2%
SCHA Schwab U.S. Small-Cap ETF+6.0%22.0%
Open these 21 in EasyCompare

Has SCHX consistently beaten its popular alternatives?

This section compares SCHX with the investments people most often weigh against it, checking each one over eight periods from one month to ten years. Counting how often an alternative earned more than SCHX helps separate lasting outperformance from a single strong stretch.

A green cell means the alternative earned more than SCHX over that period. "Qualified" marks those that did so in at least 3 of 5 short-term periods and 2 of 3 long-term periods.

InvestmentPeriods outperformed Short termLong termRisk · 5 yearsFund
1M3M6MYTD1Y3Y5Y10YVolatilitylower is calmerSharpehigher is betterWorst declinepast 10 yearsExpenseAssetsOverlapsame sectors
SCHX Schwab U.S. Large-Cap ETF (this page)—−0.8%+3.6%+8.7%+13.0%+15.1%+89.1%+76.6%+317%17.2%0.75−34.3%0.03%$74B—
SCHG Broad MarketSchwab U.S. Large-Cap Growth ETF2/5 short3/3 long−1.9%+4.2%+9.4%+9.7%+10.4%+99.2%+85.4%+451%22.4%0.67−34.5%0.04%$63B79%
OEF Broad MarketiShares S&P 100 ETF2/5 short3/3 long−1.1%+4.6%+10.4%+12.6%+14.8%+98.4%+94.8%+367%17.8%0.84−31.4%0.20%$20B—
FNDX Broad MarketSchwab Fundamental U.S. Large Company ETF5/5 short1/3 long+1.6%+4.7%+11.9%+20.5%+25.4%+88.2%+88.6%+291%14.9%0.93−37.7%0.25%$28B80%
PRF Broad MarketInvesco RAFI US 1000 ETF5/5 short1/3 long+1.2%+4.2%+11.7%+20.2%+25.5%+90.1%+84.3%+270%15.0%0.90−38.1%0.34%$10B83%
SPYM Broad MarketState Street SPDR Portfolio S&P 500 ETF2/5 short1/3 long−0.5%+3.9%+9.1%+13.5%+15.9%+89.8%+82.5%+324%16.9%0.80−33.9%0.02%$184B99%
VOO Broad MarketVanguard S&P 500 ETF1/5 short1/3 long−0.6%+3.9%+9.1%+13.5%+15.8%+89.7%+82.3%+324%16.9%0.80−34.0%0.03%$1.7T99%
IVV Broad MarketiShares Core S&P 500 ETF1/5 short1/3 long−0.6%+3.9%+9.1%+13.5%+15.8%+89.7%+82.3%+324%17.0%0.80−33.9%0.03%$880B99%
SPY Broad MarketState Street SPDR S&P 500 ETF1/5 short1/3 long−0.6%+3.9%+9.1%+13.5%+15.8%+89.3%+81.7%+321%17.1%0.79−33.7%0.09%$823B99%
QUAL Broad MarketiShares MSCI USA Quality Factor ETF5/5 short0/3 long+1.2%+4.3%+9.7%+14.0%+16.4%+76.9%+71.5%+293%17.3%0.71−34.1%0.15%$48B97%
EQWL Broad MarketInvesco S&P 100 Equal Weight ETF3/5 short0/3 long+0.1%+2.9%+9.4%+12.7%+15.7%+81.0%+73.3%+291%15.0%0.81−34.3%0.30%$2.8B82%
SCHV Broad MarketSchwab U.S. Large-Cap Value ETF3/5 short0/3 long+0.9%+2.5%+8.0%+16.4%+20.0%+75.4%+62.3%+195%14.4%0.75−37.1%0.04%$15B71%
USMV Broad MarketiShares MSCI USA Min Vol Factor ETF2/5 short0/3 long+3.3%+6.4%+8.7%+10.4%+9.7%+49.7%+44.4%+176%12.3%0.66−33.1%0.15%$24B83%
SCHA Broad MarketSchwab U.S. Small-Cap ETF2/5 short0/3 long−2.8%−3.6%+1.1%+13.9%+16.5%+73.1%+33.9%+165%22.0%0.38−42.4%0.03%$21B69%
VV Broad MarketVanguard Morningstar Large-Cap ETF1/5 short0/3 long−0.7%+3.9%+9.4%+13.4%+15.4%+90.6%+78.8%+324%17.3%0.76−34.3%0.03%$76B98%
SPTM Broad MarketState Street SPDR Portfolio S&P 1500 Composite Stock Market ETF1/5 short0/3 long−0.6%+3.4%+8.4%+13.3%+15.7%+87.2%+78.6%+310%16.9%0.77−34.7%0.03%$14B98%
DIA Broad MarketState Street SPDR Dow Jones Industrial Average ETF Trust1/5 short0/3 long+0.9%+1.6%+6.8%+9.6%+13.9%+66.1%+60.6%+250%14.8%0.72−36.7%0.16%$45B71%
SPGM InternationalState Street SPDR Portfolio MSCI Global Stock Market ETF1/5 short0/3 long−1.9%+2.5%+5.8%+12.6%+16.0%+86.6%+67.0%+229%16.2%0.72−34.0%0.09%$1.8B84%
RSP Broad MarketInvesco S&P 500 Equal Weight ETF1/5 short0/3 long+1.5%+2.0%+6.7%+13.3%+15.5%+65.4%+48.6%+211%16.1%0.57−39.0%0.20%$98B74%
EQAL Broad MarketInvesco Russell 1000 Equal Weight ETF1/5 short0/3 long−0.2%+0.4%+1.1%+12.1%+14.3%+61.4%+36.4%+171%17.2%0.45−40.4%0.20%$802M70%
SCHF InternationalSchwab International Equity ETF1/5 short0/3 long−3.8%+0.7%+1.7%+11.7%+17.3%+80.9%+57.7%+155%16.8%0.63−34.9%0.03%$68B67%
VONE Broad MarketVanguard Russell 1000 ETF0/5 short0/3 long−0.6%+3.7%+8.6%+13.0%+15.2%+88.5%+75.9%+312%17.2%0.75−34.7%0.06%$12B98%
IWB Broad MarketiShares Russell 1000 ETF0/5 short0/3 long−0.6%+3.7%+8.6%+12.9%+15.1%+87.7%+75.1%+309%17.2%0.74−34.6%0.15%$49B98%
VTI Broad MarketVanguard Morningstar Total Stock Market ETF0/5 short0/3 long−0.8%+3.2%+8.3%+13.1%+15.2%+87.9%+72.6%+302%17.5%0.71−35.0%0.03%$2.3T99%
ITOT Broad MarketiShares Core S&P Total U.S. Stock Market ETF0/5 short0/3 long−0.8%+3.2%+8.2%+13.1%+15.2%+88.0%+72.7%+301%17.4%0.72−35.0%0.03%$96B98%
SCHB Broad MarketSchwab U.S. Broad Market ETF0/5 short0/3 long−0.9%+3.2%+8.3%+13.1%+15.2%+88.0%+72.9%+286%17.3%0.72−35.3%0.03%$44B99%
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How did SCHX do year by year?

This table shows each investment's total return in every full calendar year since 2010, along with where SCHX ranked among its popular alternatives each year. Annual results reveal how consistently each one kept pace with SCHX and how far its good and bad years diverged, detail that multiyear averages tend to smooth over.

Note: SCHX began trading on November 3, 2009, so the table starts with 2010, its first full calendar year, and cannot show how it fared during the dot-com bust or the 2008 financial crisis.

Newest year first. Green marks a year in which the fund came out ahead of SCHX; gray means the two finished within a fraction of a point. The rank row places SCHX among the alternatives that traded the full year; dark green is the top quarter and red the bottom quarter.

InvestmentYears ahead of SCHX2025202420232022202120202019201820172016201520142013201220112010
SCHX This pageSchwab U.S. Large-Cap ETF—+17.5%+24.9%+26.8%−19.4%+26.8%+21.0%+31.2%−4.5%+21.6%+12.1%+1.0%+13.3%+32.6%+16.4%+1.6%+15.9%
Rank among alternativesTop quarter in 4 of 167 of 204 of 205 of 2014 of 2010 of 205 of 206 of 206 of 209 of 2012 of 205 of 207 of 1910 of 177 of 165 of 159 of 14
SPY S&P 500State Street SPDR S&P 500 ETF2 of 16+17.7%+24.9%+26.2%−18.2%+28.7%+18.3%+31.2%−4.6%+21.7%+12.0%+1.2%+13.5%+32.3%+16.0%+1.9%+15.1%
SCHG Schwab U.S. Large-Cap Growth ETF11 of 16+17.4%+34.9%+50.1%−31.8%+28.1%+39.1%+35.9%−1.3%+27.4%+8.9%+3.4%+15.9%+34.4%+16.5%−0.6%+16.6%
OEF iShares S&P 100 ETF6 of 16+19.8%+30.8%+32.7%−21.0%+29.2%+21.2%+31.9%−4.2%+21.8%+11.3%+2.4%+12.6%+30.1%+16.0%+2.8%+12.5%
FNDX Schwab Fundamental U.S. Large Company ETF3 of 12+16.9%+16.7%+18.3%−7.0%+31.7%+9.2%+28.7%−7.3%+16.5%+16.4%−3.0%+12.6%————
PRF Invesco RAFI US 1000 ETF6 of 16+18.4%+16.7%+15.7%−7.8%+31.2%+7.8%+27.4%−8.7%+16.0%+17.3%−2.9%+12.2%+35.0%+16.9%−0.5%+19.8%
QUAL iShares MSCI USA Quality Factor ETF3 of 12+12.7%+22.3%+30.9%−20.5%+26.9%+17.0%+33.9%−5.7%+22.3%+9.2%+5.4%+11.7%————
EQWL Invesco S&P 100 Equal Weight ETF7 of 16+17.6%+19.1%+19.5%−11.5%+28.3%+13.9%+29.5%−6.3%+24.4%+13.3%−2.3%+15.1%+37.3%+11.8%+3.0%+13.8%
SCHV Schwab U.S. Large-Cap Value ETF3 of 16+16.0%+14.1%+8.9%−7.6%+25.5%+2.6%+25.9%−7.3%+15.7%+18.2%−1.0%+10.9%+31.1%+14.9%+3.5%+14.8%
USMV iShares MSCI USA Min Vol Factor ETF4 of 14+7.6%+15.7%+10.3%−9.4%+20.8%+5.7%+27.7%+1.4%+18.9%+10.6%+5.5%+16.3%+25.1%+10.8%——
SCHA Schwab U.S. Small-Cap ETF4 of 16+11.7%+11.2%+18.4%−19.8%+16.4%+19.3%+26.4%−11.7%+14.2%+20.0%−4.2%+6.5%+39.3%+18.4%−3.0%+28.7%
VV Vanguard Morningstar Large-Cap ETF1 of 16+18.1%+25.3%+27.2%−19.9%+27.4%+21.0%+31.3%−4.5%+22.0%+11.8%+1.0%+13.4%+32.7%+16.2%+1.4%+15.9%
SPTM State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF3 of 16+16.9%+23.9%+25.6%−17.8%+28.5%+18.0%+31.4%−5.3%+21.1%+12.3%+0.2%+13.4%+33.6%+15.8%+0.8%+17.3%
DIA State Street SPDR Dow Jones Industrial Average ETF Trust5 of 16+14.7%+14.8%+16.0%−7.0%+20.8%+9.6%+25.0%−3.7%+28.1%+16.4%+0.1%+9.8%+29.6%+9.9%+8.1%+14.0%
SPGM State Street SPDR Portfolio MSCI Global Stock Market ETF3 of 13+23.6%+16.7%+21.3%−17.5%+21.1%+15.3%+26.6%−10.1%+23.3%+8.6%−2.1%+8.5%+25.4%———
RSP Invesco S&P 500 Equal Weight ETF7 of 16+11.2%+12.8%+13.7%−11.6%+29.4%+12.7%+28.9%−7.8%+18.5%+14.5%−1.7%+15.1%+36.7%+18.6%+0.2%+21.5%
EQAL Invesco Russell 1000 Equal Weight ETF2 of 11+11.1%+11.4%+12.0%−13.5%+23.1%+16.6%+24.6%−9.2%+17.4%+15.6%−4.8%—————
SCHF Schwab International Equity ETF4 of 16+34.6%+3.3%+18.3%−14.8%+11.4%+9.5%+22.2%−14.2%+26.1%+3.0%−2.6%−5.6%+18.9%+18.8%−12.6%+9.3%
VONE Vanguard Russell 1000 ETF0 of 15+17.2%+24.5%+26.4%−19.1%+26.5%+20.9%+31.1%−4.8%+21.5%+11.8%+0.7%+13.3%+33.0%+16.2%+1.5%—
VTI Vanguard Morningstar Total Stock Market ETF2 of 16+17.1%+23.8%+26.0%−19.5%+25.7%+21.1%+30.7%−5.2%+21.2%+12.8%+0.4%+12.5%+33.4%+16.4%+1.0%+17.4%
SCHB Schwab U.S. Broad Market ETF1 of 16+16.9%+23.9%+26.1%−19.4%+25.8%+19.6%+29.5%−6.1%+20.0%+14.7%−0.7%+11.5%+31.8%+14.8%+1.0%+16.3%
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Risk and diversification

How SCHX has fallen, how it held up in crashes beside the S&P 500 and its popular alternatives, and what moves independently of it.

What were SCHX's worst declines?

A drawdown is the decline from a peak to the lowest point before a new high. This section presents SCHX's five deepest drawdowns since it began trading in 2009, alongside the S&P 500's return over the same dates, and how long each took to recover. Together, these figures show how much an investor could have lost and how long it took to get back to even.

Note: SCHX began trading on November 3, 2009, so this list cannot include the dot-com bust or the 2008 financial crisis. The crash tests on this page show how older funds and the S&P 500 fared through those years.

Green means SCHX fell less than the S&P 500 over the same dates. Based on daily closing prices with dividends reinvested.

DuringSCHX fellS&P 500, same datesPeakLowTime to the lowBack at the peakTime to recover
Covid crash−34.3%−33.7%Feb 2020Mar 20201 monthAug 20205 months
2022 bear market−25.4%−24.5%Jan 2022Oct 20229 monthsDec 202314 months
Late-2018 sell-off−19.4%−19.4%Sep 2018Dec 20183 monthsApr 20194 months
2011 euro debt crisis−19.3%−18.6%Apr 2011Oct 20116 monthsFeb 20124 months
No named crash−19.0%−18.8%Feb 2025Apr 20252 monthsJun 20252 months

How did SCHX do in stock market crashes?

This section measures how far SCHX, the S&P 500 and each alternative fell from peak to trough during every major market crash since 2000. A smaller decline means an investment held up better, and comparing results across crashes shows whether that resilience was consistent or a one-off.

Note: SCHX began trading on November 3, 2009, so its row reads "Not yet trading" for the dot-com bust or the 2008 financial crisis. The older alternatives and the S&P 500 show how those crashes played out.

Newest crash first. Each figure is the fund's deepest fall within the crash window; green means a smaller fall than SCHX.

InvestmentHeld up better2023 regional bank crisisMar 20232022 bear marketJan 2022Covid crashFeb 2020Late-2018 sell-offSep 2018February 2018 volatility shockFeb 20182015 China and oil sell-offAug 20152011 euro debt crisisJul 20112010 flash crashMay 20102008 financial crisisOct 2007Dot-com bustMar 2000
SCHX This pageSchwab U.S. Large-Cap ETF—−3.7%−25.2%−34.3%−19.4%−6.4%−13.4%−18.5%−1.2%Not yet tradingNot yet trading
SPY S&P 500State Street SPDR S&P 500 ETF4 of 8−3.4%−24.5%−33.7%−19.3%−6.5%−12.8%−17.9%−1.5%−55.2%−47.5%
SCHG Schwab U.S. Large-Cap Growth ETF1 of 8−3.6%−32.2%−32.3%−21.6%−6.4%−16.2%−20.2%−1.8%——
OEF iShares S&P 100 ETF4 of 8−2.9%−26.2%−31.4%−19.6%−6.6%−12.3%−16.6%−1.5%−54.1%—
FNDX Schwab Fundamental U.S. Large Company ETF2 of 6−4.2%−19.1%−37.4%−19.6%−6.2%−12.4%————
PRF Invesco RAFI US 1000 ETF1 of 8−4.6%−19.7%−38.0%−19.7%−6.4%−13.6%−19.4%−1.5%−60.1%—
QUAL iShares MSCI USA Quality Factor ETF1 of 6−3.3%−27.5%−34.1%−20.5%−6.1%−11.2%————
EQWL Invesco S&P 100 Equal Weight ETF3 of 8−4.0%−23.0%−34.2%−18.1%−5.9%−15.0%−15.2%−2.3%−49.3%—
SCHV Schwab U.S. Large-Cap Value ETF4 of 8−4.2%−19.8%−36.6%−17.7%−6.5%−11.1%−17.0%−1.4%——
USMV iShares MSCI USA Min Vol Factor ETF5 of 6−2.2%−17.0%−33.0%−12.7%−6.2%−9.5%————
SCHA Schwab U.S. Small-Cap ETF1 of 8−7.3%−26.6%−42.3%−25.3%−5.6%−21.5%−27.0%−2.7%——
VV Vanguard Morningstar Large-Cap ETF0 of 8−3.5%−25.5%−34.3%−19.3%−6.4%−13.3%−18.6%−1.7%−54.8%—
SPTM State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF1 of 8−3.8%−24.1%−34.7%−20.2%−6.3%−13.5%−18.8%−2.0%−54.7%—
DIA State Street SPDR Dow Jones Industrial Average ETF Trust5 of 8−2.9%−20.8%−36.4%−18.1%−6.4%−12.1%−15.5%−1.4%−51.9%−33.9%
SPGM State Street SPDR Portfolio MSCI Global Stock Market ETF2 of 6−3.3%−25.9%−33.7%−17.6%−7.0%−17.6%————
RSP Invesco S&P 500 Equal Weight ETF1 of 8−5.4%−21.4%−39.0%−19.8%−6.1%−14.8%−21.3%−1.6%−59.1%—
EQAL Invesco Russell 1000 Equal Weight ETF1 of 6−5.7%−21.4%−40.2%−21.0%−6.3%−17.5%————
SCHF Schwab International Equity ETF5 of 8−2.4%−28.4%−33.5%−16.4%−5.8%−20.1%−23.5%−0.5%——
VONE Vanguard Russell 1000 ETF0 of 7−3.8%−24.9%−34.7%−19.7%−6.3%−13.5%−18.8%———
VTI Vanguard Morningstar Total Stock Market ETF0 of 8−4.0%−25.2%−35.0%−20.0%−6.3%−14.1%−19.5%−1.9%−55.5%—
SCHB Schwab U.S. Broad Market ETF0 of 8−4.0%−25.3%−35.3%−20.5%−6.2%−14.5%−19.0%−1.6%——
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How closely does SCHX move with the S&P 500?

Upside capture measures how much of the S&P 500's gains an investment kept in the months the market rose, and downside capture how much of its losses it took in the months the market fell. An investment that captures more of the gains than the losses has compounded ahead of the market over time. This section compares SCHX with its popular alternatives on both measures, and on beta (how strongly each has moved with the market), over the past 10 years.

Monthly total returns over the past 10 years, measured against SPY. 100% capture or a beta of 1.00 means moving in line with the S&P 500. Green marks a better figure than SCHX's: more upside, less downside or a higher capture ratio. Sorted by capture ratio.

InvestmentUpside captureDownside captureCapture ratioBeta
SCHX This pageSchwab U.S. Large-Cap ETF100%101%0.991.01
SCHG Schwab U.S. Large-Cap Growth ETF114%107%1.061.12
OEF iShares S&P 100 ETF104%100%1.041.00
VV Vanguard Morningstar Large-Cap ETF101%101%1.001.01
EQWL Invesco S&P 100 Equal Weight ETF95%97%0.980.95
SPTM State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF99%101%0.981.01
VONE Vanguard Russell 1000 ETF100%102%0.981.02
FNDX Schwab Fundamental U.S. Large Company ETF95%98%0.970.97
VTI Vanguard Morningstar Total Stock Market ETF100%103%0.971.02
QUAL iShares MSCI USA Quality Factor ETF98%102%0.961.00
PRF Invesco RAFI US 1000 ETF93%98%0.950.97
SCHB Schwab U.S. Broad Market ETF99%104%0.951.03
USMV iShares MSCI USA Min Vol Factor ETF70%75%0.940.70
DIA State Street SPDR Dow Jones Industrial Average ETF Trust92%99%0.930.93
SPGM State Street SPDR Portfolio MSCI Global Stock Market ETF90%97%0.930.93
SCHV Schwab U.S. Large-Cap Value ETF84%95%0.880.91
RSP Invesco S&P 500 Equal Weight ETF92%107%0.861.01
SCHF Schwab International Equity ETF79%93%0.860.84
EQAL Invesco Russell 1000 Equal Weight ETF90%113%0.801.04
SCHA Schwab U.S. Small-Cap ETF97%124%0.781.18
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What diversifies SCHX?

Correlation measures how closely two investments move together, on a scale from 1 (in lockstep) through 0 (unrelated) to -1 (in opposite directions). This section lists large ETFs and stocks whose returns have had a low correlation with SCHX's. Because such investments tend not to fall at the same time, pairing SCHX with them can reduce a portfolio's overall swings.

Only ETFs with at least $1.0B in assets and stocks worth at least $10B, with a correlation below 0.5 over the past 5 years and a positive return, are included, ranked by Sharpe ratio; funds that hold the same thing are shown once. The year columns are the years in which SCHX lost money. The last two columns show a portfolio that is 80% SCHX and 20% the other investment, rebalanced monthly.

ETFs

InvestmentCorrelation5Y returnSharpe2022201880/20 mix volatility80/20 mix annual return
SCHX Schwab U.S. Large-Cap ETF (this page)1.00+76.6%0.75−19.4%−4.5%15.8%+13.1%
GLD CommoditiesSPDR Gold Shares0.16+126%0.96−0.8%−1.9%13.6%+14.5%
XLE EnergyState Street Energy Select Sector SPDR ETF0.28+177%0.93+64.4%−18.2%14.9%+15.6%
AMLP EnergyAlerian MLP ETF0.46+111%0.89+25.5%−12.6%14.7%+14.4%
DBMF AlternativesiMGP DBi Managed Futures Strategy ETF-0.26+59.7%0.82+21.6%—12.2%+12.9%
DBA AlternativesInvesco DB Agriculture Fund0.17+66.4%0.81+2.5%−8.7%13.2%+12.9%
IHE Broad MarketiShares U.S. Pharmaceuticals ETF0.48+81.2%0.80−4.9%−7.8%14.3%+13.2%
PPH HealthcareVanEck Pharmaceutical ETF0.49+72.8%0.78+2.6%−5.9%14.2%+12.8%
GDX MaterialsVanEck Gold Miners ETF0.28+181%0.73−9.0%−8.8%16.4%+16.8%

Stocks

InvestmentCorrelation5Y returnSharpe2022201880/20 mix volatility80/20 mix annual return
SCHX Schwab U.S. Large-Cap ETF (this page)1.00+76.6%0.75−19.4%−4.5%15.8%+13.1%
CAH Medical - DistributionCardinal Health, Inc.0.30+479%1.55+54.1%−24.5%15.0%+18.3%
MCK Medical - DistributionMcKesson Corporation0.18+413%1.44+51.8%−28.4%14.4%+17.8%
MPC Oil & Gas Refining & MarketingMarathon Petroleum Corporation0.26+690%1.41+86.6%−8.2%15.6%+20.4%
ATI Manufacturing - Metal FabricationATI Inc.0.34+1,008%1.34+87.5%−9.8%18.2%+23.4%
CRS SteelCarpenter Technology Corporation0.42+1,082%1.30+29.5%−29.2%19.0%+24.0%
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Common questions

What was SCHX's worst drawdown?

SCHX's deepest decline since it began trading in 2009 was 34.3%, from February to March 2020. It took five months from the low to climb back to its old high. Because SCHX launched in November 2009, that record does not include the dot-com bust or the 2008 financial crisis.

What were SCHX's best and worst years?

Over 16 full calendar years, SCHX's best year was 2013, when it returned 32.6%. Its worst was 2022, with a return of -19.4%.

Is there a better investment than SCHX?

Among SCHX's popular alternatives, FNDX earned more than SCHX with less volatility over the past 5 years: 13.5% a year at 14.9% volatility, against 12.0% a year at 17.2%. Looking beyond its popular alternatives, JQUA (US quality equity) earned more than SCHX with less volatility over the past 5 years: 13.6% a year at 15.7% volatility, against 12.0% a year at 17.2%.

Is SCHX more volatile than the S&P 500?

No. SCHX's volatility over the past 5 years was 17.2%, 1.0 times the S&P 500's 17.5%. Volatility measures how widely returns swing around their average: in roughly two years out of three, SCHX's return lands within 17.2% of its average, either way. The higher it is, the rougher the ride and the harder it is to hold through a slump.

What is SCHX's Sharpe ratio?

SCHX's Sharpe ratio over the past 5 years was 0.75, against 0.71 for the S&P 500, so SCHX earned more for each unit of risk than an index fund did. The Sharpe ratio is the return earned above cash for each unit of volatility: two investments with the same return are not equal if one got there with far bigger swings.

How correlated is SCHX with the S&P 500?

Over the past 5 years, SCHX's monthly returns had a correlation of 1.00 with the S&P 500. Correlation runs from 1 (moving in lockstep) through 0 (unrelated) to −1 (moving in opposite directions). They move almost in lockstep, so holding both adds little diversification. In the table, the correlation column measures each option against SCHX instead: the lower it is, the more that option would diversify a SCHX holding.

What are the best alternatives to SCHX?

None of the 25 popular alternatives we compared outperformed SCHX in at least 3 of 5 short-term and 2 of 3 long-term timeframes, which says more about SCHX's strength than about its alternatives.

Did SCHX outperform the S&P 500?

SCHX finished ahead of the S&P 500 (SPY) in two of 16 full calendar years. In 2025, it returned +17.5%, against +17.7% for the index.

How did SCHX do in stock market crashes?

SCHX fell less than the S&P 500 (SPY) in none of the eight major crashes it has traded through, and further in four. The clearest case was the 2022 bear market, when SCHX fell 25.2% and the S&P 500 fell 24.5%.

What diversifies SCHX?

These had a low correlation with SCHX over the past 5 years and still earned a positive 5-year return: among large ETFs, GLD (correlation 0.16), XLE (correlation 0.28) and AMLP (correlation 0.46); among large stocks, CAH (correlation 0.30), MCK (correlation 0.18) and MPC (correlation 0.26). A correlation near zero means the two have moved largely independently.

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Popular alternatives to SCHX