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Schwab U.S. Large-Cap Growth ETF (SCHG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US8085243009

CUSIP

808524300

Issuer

Charles Schwab

Inception Date

Dec 11, 2009

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

SCHG has an expense ratio of 0.04%, which is considered low compared to other funds.


Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
SCHG vs. QQQ SCHG vs. VUG SCHG vs. QQQM SCHG vs. SCHD SCHG vs. VOO SCHG vs. SPYG SCHG vs. SCHX SCHG vs. FSPGX SCHG vs. SCHB SCHG vs. MGK
Popular comparisons:
SCHG vs. QQQ SCHG vs. VUG SCHG vs. QQQM SCHG vs. SCHD SCHG vs. VOO SCHG vs. SPYG SCHG vs. SCHX SCHG vs. FSPGX SCHG vs. SCHB SCHG vs. MGK

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab U.S. Large-Cap Growth ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
13.73%
9.23%
SCHG (Schwab U.S. Large-Cap Growth ETF)
Benchmark (^GSPC)

Returns By Period

Schwab U.S. Large-Cap Growth ETF had a return of 38.35% year-to-date (YTD) and 38.34% in the last 12 months. Over the past 10 years, Schwab U.S. Large-Cap Growth ETF had an annualized return of 16.84%, outperforming the S&P 500 benchmark which had an annualized return of 11.11%.


SCHG

YTD

38.35%

1M

4.05%

6M

15.16%

1Y

38.34%

5Y*

20.45%

10Y*

16.84%

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

The table below presents the monthly returns of SCHG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.62%6.90%2.00%-3.96%6.06%6.88%-0.96%1.76%2.62%-0.44%7.17%38.35%
20239.94%-1.24%8.18%1.38%6.37%6.77%3.54%-0.95%-5.28%-1.51%11.14%4.39%50.10%
2022-8.94%-4.04%4.68%-13.25%-2.88%-7.89%12.93%-5.16%-10.03%4.44%4.01%-8.23%-31.80%
2021-0.72%0.41%1.49%7.64%-1.62%6.32%3.34%3.88%-5.39%8.89%0.31%1.40%28.11%
20202.79%-6.57%-10.54%14.69%7.08%3.97%7.73%9.80%-3.97%-2.84%10.05%4.41%39.14%
20198.99%3.26%2.59%4.54%-6.17%7.05%1.89%-0.96%0.30%3.19%4.53%2.75%36.02%
20187.16%-2.81%-2.43%0.61%3.95%1.26%2.63%5.05%0.59%-8.47%0.97%-8.55%-1.36%
20173.53%4.19%0.66%2.25%2.33%0.16%2.67%1.03%1.11%3.03%3.06%1.06%28.05%
2016-7.04%0.12%6.88%-0.44%2.01%-1.16%5.00%0.27%0.61%-2.56%2.78%0.85%6.82%
2015-1.31%6.56%-0.85%-0.18%1.67%-1.43%2.94%-5.99%-3.51%8.28%0.26%-2.35%3.24%
2014-2.42%5.16%-0.62%0.05%3.38%2.30%-0.93%4.27%-1.60%2.87%3.08%-0.43%15.80%
20134.89%0.50%3.66%1.72%2.98%-1.96%5.74%-1.78%4.15%4.67%2.93%2.50%34.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 83, SCHG is among the top 17% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SCHG is 8383
Overall Rank
The Sharpe Ratio Rank of SCHG is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 8282
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth ETF (SCHG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SCHG, currently valued at 2.21, compared to the broader market0.002.004.002.212.07
The chart of Sortino ratio for SCHG, currently valued at 2.85, compared to the broader market-2.000.002.004.006.008.0010.002.852.76
The chart of Omega ratio for SCHG, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.39
The chart of Calmar ratio for SCHG, currently valued at 3.11, compared to the broader market0.005.0010.0015.003.113.05
The chart of Martin ratio for SCHG, currently valued at 12.24, compared to the broader market0.0020.0040.0060.0080.00100.0012.2413.27
SCHG
^GSPC

The current Schwab U.S. Large-Cap Growth ETF Sharpe ratio is 2.21. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Schwab U.S. Large-Cap Growth ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.21
2.07
SCHG (Schwab U.S. Large-Cap Growth ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab U.S. Large-Cap Growth ETF provided a 0.41% dividend yield over the last twelve months, with an annual payout of $0.12 per share.


0.40%0.60%0.80%1.00%1.20%$0.00$0.02$0.04$0.06$0.08$0.1020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.12$0.10$0.08$0.09$0.08$0.10$0.11$0.09$0.07$0.08$0.07$0.06

Dividend yield

0.41%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab U.S. Large-Cap Growth ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.11
2023$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.03$0.10
2022$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.02$0.08
2021$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.03$0.09
2020$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.02$0.08
2019$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.02$0.10
2018$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.05$0.11
2017$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.02$0.09
2016$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.01$0.00$0.00$0.03$0.07
2015$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$0.02$0.08
2014$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.02$0.07
2013$0.01$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.02$0.06

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.82%
-1.91%
SCHG (Schwab U.S. Large-Cap Growth ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab U.S. Large-Cap Growth ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Schwab U.S. Large-Cap Growth ETF was 34.59%, occurring on Jan 5, 2023. Recovery took 239 trading sessions.

The current Schwab U.S. Large-Cap Growth ETF drawdown is 1.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.59%Nov 22, 2021282Jan 5, 2023239Dec 18, 2023521
-32.39%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-21.59%Oct 2, 201858Dec 24, 201875Apr 12, 2019133
-20.57%Jul 8, 201161Oct 3, 201185Feb 3, 2012146
-17.08%Jul 21, 2015143Feb 11, 2016122Aug 5, 2016265

Volatility

Volatility Chart

The current Schwab U.S. Large-Cap Growth ETF volatility is 5.13%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.13%
3.82%
SCHG (Schwab U.S. Large-Cap Growth ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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