SCHWAB U.S. LARGE-CAP ETF
Symbol: SCHX
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 03/11/2009
Latest date: 15/10/2026
Current price: $30.35
Expense ratio: 0.03%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.95%
Ann. -39.65% (Sharpe / Sortino numerator)
Volatility
18.06%
Sharpe ratio
-2.397
VaR 95%
-1.72%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
2.33%
Ann. -15.70% (Sharpe / Sortino numerator)
Volatility
14.58%
Sharpe ratio
-1.326
VaR 95%
-1.62%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
10.59%
Ann. -4.23% (Sharpe / Sortino numerator)
Volatility
13.76%
Sharpe ratio
-0.571
VaR 95%
-1.57%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
16.47%
Ann. 16.95% (Sharpe / Sortino numerator)
Volatility
18.27%
Sharpe ratio
0.729
VaR 95%
-1.60%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
35.33%
Ann. 13.54% (Sharpe / Sortino numerator)
Volatility
16.35%
Sharpe ratio
0.606
VaR 95%
-1.62%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
82.71%
Ann. 18.55% (Sharpe / Sortino numerator)
Volatility
14.95%
Sharpe ratio
0.998
VaR 95%
-1.46%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.064%
Best day
2.889%
Worst day
-2.648%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $30.12 | $30.40 | $30.04 | $30.35 | 16,999,200 |
| 14/10/2026 | $30.48 | $30.54 | $30.15 | $30.25 | 14,853,100 |
| 13/10/2026 | $30.59 | $30.65 | $30.52 | $30.61 | 7,964,200 |
| 12/10/2026 | $30.67 | $30.69 | $30.58 | $30.63 | 5,247,600 |
| 09/10/2026 | $30.56 | $30.69 | $30.52 | $30.64 | 7,810,200 |
| 08/10/2026 | $30.49 | $30.58 | $30.32 | $30.47 | 11,578,100 |
| 07/10/2026 | $30.56 | $30.62 | $30.45 | $30.60 | 10,056,800 |
| 06/10/2026 | $30.65 | $30.79 | $30.65 | $30.70 | 7,538,800 |
| 05/10/2026 | $30.32 | $30.60 | $30.31 | $30.54 | 8,417,000 |
| 02/10/2026 | $30.34 | $30.44 | $30.22 | $30.32 | 13,421,200 |