Schwab U.S. Mid-Cap ETF Has An Unappealing Factor Mix (NYSEARCA:SCHM)

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Continuing the series of articles on funds that offer exposure to certain equity echelons, today I would like to review the Schwab U.S. Mid-Cap ETF (NYSEARCA:SCHM), an index-based investment vehicle targeting mid-size U.S. stocks.

To begin with, what I foundinflation

Metric 11-Oct
Market Cap $9.65 billion
EY 4.42%
P/S 5.38
EPS Fwd 9.97%
Revenue Fwd 10.18%
ROA 4.80%
ROE 11.79%
Quant Valuation grade B- or higher 22.4%
Quant Profitability grade B- or higher 74.3%
24-month beta 1.08

Portfolio SCHM IVV MDY
Initial Balance $10,000 $10,000 $10,000
Final Balance $32,370 $42,499 $31,747
CAGR 9.72% 12.10% 9.55%
Stdev 17.40% 14.44% 17.37%
Best Year 36.28% 32.30% 33.06%
Worst Year -17.06% -18.16% -13.28%
Max. Drawdown -29.57% -23.93% -29.63%
Sharpe Ratio 0.57 0.8 0.56
Sortino Ratio 0.85 1.26 0.84
Market Correlation 0.96 1 0.95

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