Schwab US Mid-Cap ETF (SCHM): Historical Returns

Data Source: from February 2011 to February 2024 (~13 years)
Consolidated Returns as of 29 February 2024
Category: Stocks
Schwab US Mid-Cap ETF (SCHM) ETF
ETF • LIVE PERFORMANCE (USD currency)
5.20%
February 2024

In the last 10 Years, the Schwab US Mid-Cap ETF (SCHM) ETF obtained a 8.83% compound annual return, with a 18.04% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Mid Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.

Investment Returns as of Feb 29, 2024

The Schwab US Mid-Cap ETF (SCHM) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
SCHWAB US MID-CAP ETF (SCHM) ETF
Consolidated returns as of 29 February 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y MAX
(~13Y)
Schwab US Mid-Cap ETF (SCHM) ETF n.a. n.a. 5.20 9.63 13.21 8.67 8.83 10.62
US Inflation Adjusted return 4.73 7.91 9.74 4.30 5.85 7.77
Returns over 1 year are annualized | Available data source: since Feb 2011
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2024. Current inflation (annualized) is 1Y: 3.17% , 5Y: 4.19% , 10Y: 2.82%

In 2023, the Schwab US Mid-Cap ETF (SCHM) ETF granted a 1.74% dividend yield. If you are interested in getting periodic income, please refer to the Schwab US Mid-Cap ETF (SCHM) ETF: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 2014, now would be worth 2.33$, with a total return of 133.06% (8.83% annualized).

The Inflation Adjusted Capital now would be 1.76$, with a net total return of 76.48% (5.85% annualized).
An investment of 1$, since February 2011, now would be worth 3.75$, with a total return of 274.53% (10.62% annualized).

The Inflation Adjusted Capital now would be 2.66$, with a net total return of 166.32% (7.77% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of Schwab US Mid-Cap ETF (SCHM) ETF, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
SCHWAB US MID-CAP ETF (SCHM) ETF
Advanced Metrics
Data Source: 1 February 2011 - 29 February 2024 (~13 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~13Y)
Investment Return (%) 5.20 12.38 9.63 13.21 3.82 8.67 8.83 10.62
Infl. Adjusted Return (%) details 4.73 11.29 7.91 9.74 -1.75 4.30 5.85 7.77
US Inflation (%) 0.44 0.98 1.59 3.17 5.68 4.19 2.82 2.64
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Deepest Drawdown Depth (%) -13.14 -23.97 -29.57 -29.57 -29.57
Start to Recovery (# months) details 5 28 11 11 11
Start (yyyy mm) 2023 08 2021 11 2020 01 2020 01 2020 01
Start to Bottom (# months) 3 11 3 3 3
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2020 03
Bottom to End (# months) 2 17 8 8 8
End (yyyy mm) 2023 12 2024 02 2020 11 2020 11 2020 11
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-23.97 -23.97 -23.97
Start to Recovery (# months) details 28 28 28
Start (yyyy mm) 2023 08 2021 11 2021 11 2021 11 2021 11
Start to Bottom (# months) 3 11 11 11 11
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 2 17 17 17 17
End (yyyy mm) 2023 12 2024 02 2024 02 2024 02 2024 02
Longest negative period (# months) details 8 33 34 40 40
Period Start (yyyy mm) 2023 03 2021 03 2021 01 2016 12 2016 12
Period End (yyyy mm) 2023 10 2023 11 2023 10 2020 03 2020 03
Annualized Return (%) -10.96 -0.15 -0.81 -0.20 -0.20
Deepest Drawdown Depth (%) -13.96 -29.08 -29.44 -29.44 -29.44
Start to Recovery (# months) details 5 28* 11 11 11
Start (yyyy mm) 2023 08 2021 11 2020 01 2020 01 2020 01
Start to Bottom (# months) 3 11 3 3 3
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2020 03
Bottom to End (# months) 2 17 8 8 8
End (yyyy mm) 2023 12 - 2020 11 2020 11 2020 11
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-29.08 -29.08 -29.08
Start to Recovery (# months) details 28* 28* 28*
Start (yyyy mm) 2023 08 2021 11 2021 11 2021 11 2021 11
Start to Bottom (# months) 3 11 11 11 11
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 2 17 17 17 17
End (yyyy mm) 2023 12 - - - -
Longest negative period (# months) details 9 36* 54 62 62
Period Start (yyyy mm) 2023 03 2021 03 2019 05 2018 09 2018 09
Period End (yyyy mm) 2023 11 2024 02 2023 10 2023 10 2023 10
Annualized Return (%) -1.85 -1.75 -0.17 -0.56 -0.56
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y MAX
Standard Deviation (%) 18.54 19.46 21.97 18.04 17.47
Sharpe Ratio 0.43 0.08 0.31 0.42 0.38
Sortino Ratio 0.67 0.11 0.42 0.57 0.51
Ulcer Index 5.09 11.01 10.22 7.94 7.57
Ratio: Return / Standard Deviation 0.71 0.20 0.39 0.49 0.61
Ratio: Return / Deepest Drawdown 1.01 0.16 0.29 0.30 0.36
% Positive Months details 41% 50% 60% 60% 61%
Positive Months 5 18 36 73 97
Negative Months 7 18 24 47 60
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Best 10 Years Return (%) - Annualized 8.83 15.39
Worst 10 Years Return (%) - Annualized 7.55
Best 10 Years Return (%) - Annualized 5.85 13.22
Worst 10 Years Return (%) - Annualized 4.63
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Over the latest 10Y
Best Rolling Return (%) - Annualized 78.84 20.59 15.82 8.83
Worst Rolling Return (%) - Annualized -22.54 -2.33 1.05
% Positive Periods 68% 98% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 84.04 30.32 20.73 13.42
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 5.82
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 74.28 16.43 13.42 5.85
Worst Rolling Return (%) - Annualized -25.86 -4.17 -0.75
% Positive Periods 65% 90% 98% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 84.04 30.32 20.73 13.42
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 5.82
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Feb 2011 - Feb 2024)
Best Rolling Return (%) - Annualized 78.84 24.05 17.18 15.39
Worst Rolling Return (%) - Annualized -22.54 -2.33 1.05 7.55
% Positive Periods 74% 99% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 84.04 30.32 20.73 13.42
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 5.17
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 74.28 22.13 15.73 13.22
Worst Rolling Return (%) - Annualized -25.86 -4.17 -0.75 4.63
% Positive Periods 71% 93% 98% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 84.04 30.32 20.73 13.42
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 5.17
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Feb 29, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of Schwab US Mid-Cap ETF (SCHM) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

SCHWAB US MID-CAP ETF (SCHM) ETF
Monthly correlations as of 29 February 2024
Swipe left to see all data
Correlation vs SCHM
Asset Class 1 Year 5 Years 10 Years Since
Feb 2011
VTI
US Total Stock Market
0.92
0.95
0.96
0.96
SPY
US Large Cap
0.88
0.93
0.93
0.94
IJR
US Small Cap
0.96
0.96
0.95
0.95
VNQ
US REITs
0.93
0.86
0.78
0.76
QQQ
US Technology
0.61
0.81
0.80
0.81
PFF
Preferred Stocks
0.78
0.82
0.76
0.75
EFA
EAFE Stocks
0.86
0.90
0.85
0.85
VT
World All Countries
0.92
0.96
0.94
0.94
EEM
Emerging Markets
0.82
0.77
0.70
0.72
VGK
Europe
0.84
0.89
0.83
0.84
VPL
Pacific
0.89
0.87
0.83
0.80
FLLA
Latin America
0.85
0.76
0.59
0.63
BND
US Total Bond Market
0.57
0.47
0.36
0.28
TLT
Long Term Treasuries
0.67
0.13
0.05
-0.10
BIL
US Cash
0.33
-0.09
-0.06
-0.07
TIP
TIPS
0.47
0.55
0.45
0.36
LQD
Invest. Grade Bonds
0.63
0.64
0.56
0.49
HYG
High Yield Bonds
0.79
0.86
0.83
0.81
CWB
US Convertible Bonds
0.91
0.89
0.89
0.90
BNDX
International Bonds
0.50
0.51
0.40
0.33
EMB
Emerg. Market Bonds
0.87
0.79
0.68
0.64
GLD
Gold
-0.06
0.17
0.07
0.11
DBC
Commodities
0.12
0.54
0.47
0.50

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

SCHWAB US MID-CAP ETF (SCHM) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 February 2011 - 29 February 2024 (~13 years)
Inflation Adjusted:
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Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

SCHWAB US MID-CAP ETF (SCHM) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 February 2011 - 29 February 2024 (~13 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -22.54 04/2019
03/2020
0.77$ -6.19 0.93$ 8.79 1.08$ 20.30 1.20$ 78.84 04/2020
03/2021
1.78$ 13.21 31.19%
2Y -9.57 11/2021
10/2023
0.81$ -0.51 0.98$ 7.94 1.16$ 17.34 1.37$ 35.89 04/2020
03/2022
1.84$ 3.59 18.56%
3Y -2.33 04/2017
03/2020
0.93$ 5.05 1.15$ 10.08 1.33$ 13.51 1.46$ 20.59 01/2019
12/2021
1.75$ 3.82 1.18%
5Y 1.05 04/2015
03/2020
1.05$ 5.82 1.32$ 8.79 1.52$ 13.85 1.91$ 15.82 03/2016
02/2021
2.08$ 8.67 0.00%
7Y 7.23 07/2015
06/2022
1.62$ 8.14 1.72$ 9.30 1.86$ 11.79 2.18$ 12.44 05/2014
04/2021
2.27$ 8.95 0.00%
10Y 8.83 03/2014
02/2024
2.33$ 8.83 2.33$ 8.83 2.33$ 8.83 2.33$ 8.83 03/2014
02/2024
2.33$ 8.83 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -25.86 10/2021
09/2022
0.74$ -8.73 0.91$ 5.34 1.05$ 17.10 1.17$ 74.28 04/2020
03/2021
1.74$ 9.74 34.86%
2Y -14.26 11/2021
10/2023
0.73$ -3.33 0.93$ 5.65 1.11$ 14.32 1.30$ 28.75 04/2020
03/2022
1.65$ -0.93 25.77%
3Y -4.17 04/2017
03/2020
0.88$ 2.57 1.07$ 7.45 1.24$ 10.80 1.36$ 16.43 01/2019
12/2021
1.57$ -1.75 9.41%
5Y -0.75 04/2015
03/2020
0.96$ 2.61 1.13$ 6.54 1.37$ 10.77 1.66$ 13.42 03/2016
02/2021
1.87$ 4.30 1.64%
7Y 3.97 07/2015
06/2022
1.31$ 4.73 1.38$ 5.80 1.48$ 9.60 1.89$ 10.52 05/2014
04/2021
2.01$ 5.24 0.00%
10Y 5.85 03/2014
02/2024
1.76$ 5.85 1.76$ 5.85 1.76$ 5.85 1.76$ 5.85 03/2014
02/2024
1.76$ 5.85 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -22.54 04/2019
03/2020
0.77$ -2.82 0.97$ 12.18 1.12$ 25.51 1.25$ 78.84 04/2020
03/2021
1.78$ 13.21 25.34%
2Y -9.57 11/2021
10/2023
0.81$ 0.96 1.01$ 10.38 1.21$ 20.97 1.46$ 35.89 04/2020
03/2022
1.84$ 3.59 13.43%
3Y -2.33 04/2017
03/2020
0.93$ 7.04 1.22$ 10.66 1.35$ 16.28 1.57$ 24.05 10/2011
09/2014
1.90$ 3.82 0.82%
5Y 1.05 04/2015
03/2020
1.05$ 6.76 1.38$ 9.88 1.60$ 14.75 1.98$ 17.18 10/2011
09/2016
2.20$ 8.67 0.00%
7Y 5.79 04/2013
03/2020
1.48$ 8.52 1.77$ 11.02 2.07$ 13.03 2.35$ 17.10 10/2011
09/2018
3.01$ 8.95 0.00%
10Y 7.55 11/2013
10/2023
2.07$ 8.86 2.33$ 11.38 2.93$ 12.96 3.38$ 15.39 10/2011
09/2021
4.18$ 8.83 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -25.86 10/2021
09/2022
0.74$ -5.21 0.94$ 9.74 1.09$ 22.87 1.22$ 74.28 04/2020
03/2021
1.74$ 9.74 28.77%
2Y -14.26 11/2021
10/2023
0.73$ -1.53 0.96$ 7.78 1.16$ 18.63 1.40$ 28.75 04/2020
03/2022
1.65$ -0.93 18.66%
3Y -4.17 04/2017
03/2020
0.88$ 3.00 1.09$ 8.46 1.27$ 13.69 1.46$ 22.13 10/2011
09/2014
1.82$ -1.75 6.56%
5Y -0.75 04/2015
03/2020
0.96$ 3.13 1.16$ 8.04 1.47$ 12.57 1.80$ 15.73 10/2011
09/2016
2.07$ 4.30 1.02%
7Y 3.97 07/2015
06/2022
1.31$ 5.25 1.43$ 8.74 1.79$ 11.27 2.11$ 15.33 10/2011
09/2018
2.71$ 5.24 0.00%
10Y 4.63 11/2013
10/2023
1.57$ 5.93 1.77$ 8.62 2.28$ 10.88 2.80$ 13.22 10/2011
09/2021
3.46$ 5.85 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Schwab US Mid-Cap ETF (SCHM) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in Schwab US Mid-Cap ETF (SCHM) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Schwab US Mid-Cap ETF (SCHM) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

SCHWAB US MID-CAP ETF (SCHM) ETF
Monthly Returns Distribution
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 February 2011 - 29 February 2024 (~13 years)
73 Positive Months (61%) - 47 Negative Months (39%)
97 Positive Months (62%) - 60 Negative Months (38%)
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