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

Category: Stocks
Period: February 2011 - September 2024 (~14 years)
Consolidated Returns as of 30 September 2024
Currency: USD
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1.00$
Initial Capital
October 2014
2.49$
Final Capital
September 2024
9.56%
Yearly Return
18.07
Std Deviation
-29.57%
Max Drawdown
11 months
Recovery Period
1.00$
Initial Capital
February 2011
4.03$
Final Capital
September 2024
10.75%
Yearly Return
17.29
Std Deviation
-29.57%
Max Drawdown
11 months
Recovery Period
Live update: September 2024 (USD)
2.18%
Month - September 2024

The Schwab US Mid-Cap ETF (SCHM) ETF covers to the following investment themes:

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

As of September 2024, over the analyzed timeframe, the Schwab US Mid-Cap ETF (SCHM) ETF obtained a 10.75% compound annual return, with a 17.29% standard deviation. It suffered a maximum drawdown of -29.57% that required 11 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.

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Investment Returns as of Sep 30, 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.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
SCHWAB US MID-CAP ETF (SCHM) ETF
Time Period: 1 February 2011 - 30 September 2024 (~14 years)
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Sep 30, 2024
  1 Day Time ET(*) Oct 2024 YTD
(9M)
1M 6M 1Y 5Y 10Y MAX
(~14Y)
Schwab US Mid-Cap ETF (SCHM) ETF n.a. n.a. 11.47 2.18 2.77 24.65 9.68 9.56 10.75
US Inflation Adjusted return 9.56 2.18 2.15 21.94 5.32 6.54 7.94
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Aug 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 2.22% , 5Y: 4.14% , 10Y: 2.84%

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.

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Capital Growth as of Sep 30, 2024

An investment of 1$, from October 2014 to September 2024, would be worth 2.49$, with a total return of 149.22% (9.56% annualized).

The Inflation Adjusted Capital would be 1.88$, with a net total return of 88.41% (6.54% annualized).

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An investment of 1$, from February 2011 to September 2024, would be worth 4.03$, with a total return of 303.49% (10.75% annualized).

The Inflation Adjusted Capital would be 2.84$, with a net total return of 184.12% (7.94% annualized).

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Investment Metrics as of Sep 30, 2024

Metrics of Schwab US Mid-Cap ETF (SCHM) ETF, updated as of 30 September 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
SCHWAB US MID-CAP ETF (SCHM) ETF
Advanced Metrics
Time Period: 1 February 2011 - 30 September 2024 (~14 years)
Swipe left to see all data
Metrics as of Sep 30, 2024
YTD
(9M)
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~14Y)
Investment Return (%)
11.47 2.18 7.17 2.77 24.65 4.37 9.68 9.56 10.75
Growth of 1$ 1.11 1.02 1.07 1.03 1.25 1.14 1.59 2.49 4.03
Infl. Adjusted Return (%)
9.56 2.18 6.80 2.15 21.94 -0.29 5.32 6.54 7.94
US Inflation (%) 1.74 0.00 0.34 0.61 2.22 4.67 4.14 2.84 2.60
Pending updates, the monthly inflation of Sep 2024 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
Current 1Y 3Y 5Y 10Y MAX
Deepest Drawdown Depth (%) 0.00 -6.14 -23.97 -29.57 -29.57 -29.57
Start to Recovery (# months)
4 28 11 11 11
Start (yyyy mm) 2024 04 2021 11 2020 01 2020 01 2020 01
Start to Bottom (# months) 1 11 3 3 3
Bottom (yyyy mm) 2024 04 2022 09 2020 03 2020 03 2020 03
Bottom to End (# months) 3 17 8 8 8
End (yyyy mm) 2024 07 2024 02 2020 11 2020 11 2020 11
Longest Drawdown Depth (%)
same

same
-23.97 -23.97 -23.97
Start to Recovery (# months)
28 28 28
Start (yyyy mm) 2024 04 2021 11 2021 11 2021 11 2021 11
Start to Bottom (# months) 1 11 11 11 11
Bottom (yyyy mm) 2024 04 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 3 17 17 17 17
End (yyyy mm) 2024 07 2024 02 2024 02 2024 02 2024 02
Longest negative period (# months)
3 30 34 40 40
Start (yyyy mm) 2024 04 2021 11 2021 01 2016 12 2016 12
End (yyyy mm) 2024 06 2024 04 2023 10 2020 03 2020 03
Annualized Return (%) -15.43 -0.64 -0.81 -0.20 -0.20
Deepest Drawdown Depth (%) -5.17 -6.43 -29.08 -29.44 -29.44 -29.44
Start to Recovery (# months)
35* 6 35* 11 11 11
Start (yyyy mm) 2024 04 2021 11 2020 01 2020 01 2020 01
Start to Bottom (# months) 1 11 3 3 3
Bottom (yyyy mm) 2024 04 2022 09 2020 03 2020 03 2020 03
Bottom to End (# months) 5 24 8 8 8
End (yyyy mm) 2024 09 - 2020 11 2020 11 2020 11
Longest Drawdown Depth (%)
same

same
-29.08 -29.08 -29.08
Start to Recovery (# months)
35* 35* 35*
Start (yyyy mm) 2024 04 2021 11 2021 11 2021 11 2021 11
Start to Bottom (# months) 1 11 11 11 11
Bottom (yyyy mm) 2024 04 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 5 24 24 24 24
End (yyyy mm) 2024 09 - - - -
Longest negative period (# months)
5 36* 48 62 62
Start (yyyy mm) 2024 04 2021 10 2019 11 2018 09 2018 09
End (yyyy mm) 2024 08 2024 09 2023 10 2023 10 2023 10
Annualized Return (%) -0.06 -0.29 -0.12 -0.56 -0.56
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y MAX
Standard Deviation (%) 16.34 19.89 21.80 18.07 17.29
Sharpe Ratio 1.18 0.05 0.34 0.45 0.56
Sortino Ratio 1.59 0.07 0.46 0.60 0.75
Ulcer Index 2.67 11.07 10.22 7.95 7.44
Ratio: Return / Standard Deviation 1.51 0.22 0.44 0.53 0.62
Ratio: Return / Deepest Drawdown 4.02 0.18 0.33 0.32 0.36
Positive Months (%)
66.66 52.77 60.00 62.50 62.19
Positive Months 8 19 36 75 102
Negative Months 4 17 24 45 62
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Best 10 Years Return (%) - Annualized 9.56 15.39
Worst 10 Years Return (%) - Annualized 7.55
Best 10 Years Return (%) - Annualized 6.54 13.22
Worst 10 Years Return (%) - Annualized 4.63
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
1M 3M 6M 1Y 3Y 5Y 10Y MAX
··· As of Sep 2024 - Over the previous 10Y
Best Rolling Return (%) - Annualized 78.84 20.59 15.82 9.56
Worst Rolling Return (%) - Annualized -22.54 -2.33 1.05
Positive Periods (%) 68.8 98.8 100.0 100.0
Best Rolling Return (%) - Annualized 74.28 16.43 13.42 6.54
Worst Rolling Return (%) - Annualized -25.86 -4.42 -0.75
Positive Periods (%) 65.1 82.3 98.3 100.0
95% VaR - Value at Risk (%) - Cumulative
7.68 12.16 15.61
95% CVaR - Conditional Value at Risk (%) 9.84 15.91 20.91
99% VaR - Value at Risk (%) - Cumulative
11.23 18.31 24.31
99% CVaR - Conditional Value at Risk (%) 13.50 22.23 29.85
Short term VaRs: analytical
Safe Withdrawal Rate (%) 84.04 28.12 20.73 13.87
Perpetual Withdrawal Rate (%) --- --- --- 6.51
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Feb 2011 - Sep 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 (%) 75.8 99.2 100.0 100.0
Best Rolling Return (%) - Annualized 74.28 22.13 15.73 13.22
Worst Rolling Return (%) - Annualized -25.86 -4.42 -0.75 4.63
Positive Periods (%) 72.5 88.3 99.0 100.0
95% VaR - Value at Risk (%) - Cumulative
7.23 11.28 14.23 10.65 0.00
95% CVaR - Conditional Value at Risk (%) 9.30 14.87 19.31 17.77 0.00
99% VaR - Value at Risk (%) - Cumulative
10.63 17.18 22.57 19.78 6.84
99% CVaR - Conditional Value at Risk (%) 12.80 20.93 27.87 22.54 6.84
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 84.04 28.12 20.73 13.19
Perpetual Withdrawal Rate (%) --- --- --- 5.17
% based on initial capital, inflation-adj. monthly withdrawals afterwards | 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.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • 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.
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Correlations as of Sep 30, 2024

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

The following table shows the 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 30 September 2024
Swipe left to see all data
Correlation vs SCHM
Asset Class 1 Year 5 Years 10 Years 30 Years
VTI
US Total Stock Market 0.90 0.95 0.95 -
SPY
US Large Cap Blend 0.85 0.92 0.93 -
IJH
US Mid Cap Blend 0.99 0.99 0.99 -
IJR
US Small Cap Blend 0.91 0.96 0.95 -
VNQ
US REITs 0.88 0.89 0.78 -
QQQ
US Technology 0.68 0.78 0.79 -
PFF
US Preferred Stocks 0.77 0.83 0.76 -
EFA
EAFE Stocks 0.93 0.89 0.85 -
VT
World All Countries 0.93 0.95 0.94 -
EEM
Emerging Markets 0.73 0.74 0.69 -
BND
US Total Bond Market 0.79 0.55 0.37 -
TLT
US Long Term Treasuries 0.84 0.24 0.07 -
BIL
US Cash 0.34 -0.07 -0.05 -
TIP
US TIPS 0.74 0.62 0.46 -
LQD
US Invest. Grade Bonds 0.81 0.70 0.57 -
HYG
US High Yield Bonds 0.86 0.86 0.83 -
CWB
US Convertible Bonds 0.93 0.89 0.89 -
BNDX
International Bonds 0.79 0.57 0.41 -
EMB
Emerg. Market Bonds 0.91 0.81 0.69 -
GLD
Gold -0.04 0.20 0.06 -
DBC
Commodities -0.32 0.50 0.45 -
Terms and Definitions
Correlation values range between -1 and +1
  • A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
  • A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
  • A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate 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
Time Period: 1 October 2014 - 30 September 2024 (10 Years)
Time Period: 1 February 2011 - 30 September 2024 (~14 years)
Inflation Adjusted:

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Rolling Returns

For a detailed rolling return analysis, click here
Schwab US Mid-Cap ETF (SCHM) ETF: Rolling Returns

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
Time Period: 1 October 2014 - 30 September 2024 (10 Years)
Time Period: 1 February 2011 - 30 September 2024 (~14 years)
Inflation Adjusted:

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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.

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. They are retrieved considering the time period from February 2011 to September 2024.

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For further information about the seasonality, check the Asset Class Seasonality page.

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
Time Period: 1 October 2014 - 30 September 2024 (10 Years)
Time Period: 1 February 2011 - 30 September 2024 (~14 years)
75 Positive Months (63%) - 45 Negative Months (38%)
102 Positive Months (62%) - 62 Negative Months (38%)

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The first official book of
Build wealth
with Lazy Portfolios and Passive Investing