{"schemaVersion":1,"ticker":"SCHX","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/schx/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, SCHX against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/schx/"},"benchmark":{"ticker":"IVV","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"SCHX","b":"IVV","window":{"from":"2009-11-13","to":"2026-10-23","firstReturn":"2009-11-20","weeklyReturns":884,"years":16.94,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01521862,"perWeek":0.0002926657,"days":4238,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":8.31460995,"b":8.43049465,"edge":"Tie"},"annualised":{"a":0.14027522,"b":0.14110487,"edge":"Tie"},"price":{"a":5.97234862,"b":5.93737502,"edge":"Tie"},"volatility":{"a":0.16204009,"b":0.16066179,"edge":"Tie"},"downsideDeviation":{"a":0.11167765,"b":0.11088618,"edge":"Tie"},"maxDrawdown":{"a":-0.32289604,"b":-0.31825287,"edge":"Tie","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.12942183,"b":0.12993064,"edge":"Tie"},"sharpe":{"a":0.79870257,"b":0.80872144,"edge":"Tie"},"sortino":{"a":1.1588875,"b":1.17174783,"edge":"Tie"},"calmar":{"a":0.43442843,"b":0.44337343,"edge":"IVV (slight)","lead":"IVV"}},"relative":{"SCHX":{"on":"IVV","beta":1.00692213,"r2":0.99671743,"alpha":-0.0014082,"alphaT":-0.62114971,"alphaLow":-0.00585771,"alphaHigh":0.00304131,"upsideCapture":1.00543274,"downsideCapture":1.00450648,"treynor":0.12853212,"trackingError":0.00935025,"informationRatio":-0.05441595,"upWeeks":523,"downWeeks":361,"treynorReference":0.12993064,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"IVV","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"SCHX":{"kept":"2026-10-26","distributions":69,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":884,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":8.31460995}},"IVV":{"kept":"2026-10-26","distributions":70,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":884,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":8.43049465}}}}