^XNDX vs. SCHG

Last updated Jul 16, 2026

^XNDX (NASDAQ 100 Total Return Index) is an index, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index.

Performance

^XNDX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ 100 Total Return Index (^XNDX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^XNDX

• 1D: -0.86%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHG

• 1D: 0.93%
• 1M: 2.09%
• 6M: 7.86%
• YTD: 7.23%
• 1Y: 18.92%
• 3Y*: 22.65%
• 5Y*: 14.02%
• 10Y*: 18.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^XNDX vs. SCHG - Yearly Performance Comparison

	2026 (YTD)
^XNDX NASDAQ 100 Total Return Index	-0.86%
SCHG Schwab U.S. Large-Cap Growth ETF	0.93%

Return for Risk

^XNDX vs. SCHG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^XNDX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SCHG

SCHG Risk / Return Rank: 35
SCHG Sharpe Ratio Rank: 40
SCHG Sortino Ratio Rank: 37
SCHG Omega Ratio Rank: 38
SCHG Calmar Ratio Rank: 28
SCHG Martin Ratio Rank: 31

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^XNDX vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Total Return Index (^XNDX) and Schwab U.S. Large-Cap Growth ETF (SCHG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	^XNDX	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	—	1.16	—
Sortino ratio: Return per unit of downside risk	—	1.63	—
Omega ratio: Gain probability vs. loss probability	—	1.21	—
Calmar ratio: Return relative to maximum drawdown	—	1.16	—
Martin ratio: Return relative to average drawdown	—	3.71	—

Drawdowns

^XNDX vs. SCHG - Drawdown Comparison

The maximum ^XNDX drawdown since its inception was -0.86%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for ^XNDX and SCHG.

Drawdown Indicators

	^XNDX	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-0.86%	-34.59%	+33.73%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.41%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.39%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.59%	—
Current Drawdown Current decline from peak	-0.86%	-1.03%	+0.17%
Average Drawdown Average peak-to-trough decline	-0.86%	-5.19%	+4.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.11%	—

Volatility

Volatility by Period

	^XNDX	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.06%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.78%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	16.32%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.41%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	21.56%	—