SCHWAB U.S. LARGE-CAP ETF
Symbol: SCHX
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 03/11/2009
Latest date: 20/07/2026
Current price: $29.26
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
-0.11%
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
4.92%
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
9.86%
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
18.79%
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
37.04%
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
70.23%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.072%
Best day
2.889%
Worst day
-2.71%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $29.44 | $29.51 | $29.23 | $29.26 | 9,407,800 |
| 17/07/2026 | $29.23 | $29.46 | $29.21 | $29.31 | 11,773,100 |
| 16/07/2026 | $29.67 | $29.75 | $29.49 | $29.61 | 6,244,500 |
| 15/07/2026 | $29.73 | $29.79 | $29.57 | $29.74 | 7,320,000 |
| 14/07/2026 | $29.59 | $29.69 | $29.52 | $29.63 | 22,371,000 |
| 13/07/2026 | $29.65 | $29.71 | $29.48 | $29.53 | 10,647,100 |
| 10/07/2026 | $29.66 | $29.76 | $29.49 | $29.74 | 9,822,400 |
| 09/07/2026 | $29.46 | $29.65 | $29.40 | $29.63 | 4,850,500 |
| 08/07/2026 | $29.32 | $29.42 | $29.16 | $29.39 | 7,566,900 |
| 07/07/2026 | $29.60 | $29.64 | $29.40 | $29.49 | 10,120,500 |