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ASG vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ASG and SCHG is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

ASG vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty All-Star Growth (ASG) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
426.81%
717.37%
ASG
SCHG

Key characteristics

Sharpe Ratio

ASG:

-0.54

SCHG:

-0.08

Sortino Ratio

ASG:

-0.59

SCHG:

0.03

Omega Ratio

ASG:

0.92

SCHG:

1.00

Calmar Ratio

ASG:

-0.27

SCHG:

-0.08

Martin Ratio

ASG:

-1.67

SCHG:

-0.34

Ulcer Index

ASG:

6.18%

SCHG:

5.22%

Daily Std Dev

ASG:

19.06%

SCHG:

21.27%

Max Drawdown

ASG:

-63.67%

SCHG:

-34.59%

Current Drawdown

ASG:

-38.75%

SCHG:

-22.36%

Returns By Period

The year-to-date returns for both investments are quite close, with ASG having a -19.46% return and SCHG slightly higher at -18.93%. Over the past 10 years, ASG has underperformed SCHG with an annualized return of 8.40%, while SCHG has yielded a comparatively higher 13.65% annualized return.


ASG

YTD

-19.46%

1M

-10.98%

6M

-17.34%

1Y

-10.15%

5Y*

7.98%

10Y*

8.40%

SCHG

YTD

-18.93%

1M

-13.67%

6M

-13.06%

1Y

-1.84%

5Y*

17.89%

10Y*

13.65%

*Annualized

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Risk-Adjusted Performance

ASG vs. SCHG — Risk-Adjusted Performance Rank

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

ASG
The Risk-Adjusted Performance Rank of ASG is 2727
Overall Rank
The Sharpe Ratio Rank of ASG is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of ASG is 2727
Sortino Ratio Rank
The Omega Ratio Rank of ASG is 2727
Omega Ratio Rank
The Calmar Ratio Rank of ASG is 4242
Calmar Ratio Rank
The Martin Ratio Rank of ASG is 1010
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 4242
Overall Rank
The Sharpe Ratio Rank of SCHG is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 4343
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 4343
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 4040
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 4040
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.

ASG vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty All-Star Growth (ASG) 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.


Sharpe ratio
The chart of Sharpe ratio for ASG, currently valued at -0.54, compared to the broader market-2.00-1.000.001.002.00
ASG: -0.54
SCHG: -0.08
The chart of Sortino ratio for ASG, currently valued at -0.59, compared to the broader market-6.00-4.00-2.000.002.004.00
ASG: -0.59
SCHG: 0.03
The chart of Omega ratio for ASG, currently valued at 0.92, compared to the broader market0.501.001.502.00
ASG: 0.92
SCHG: 1.00
The chart of Calmar ratio for ASG, currently valued at -0.27, compared to the broader market0.001.002.003.004.00
ASG: -0.27
SCHG: -0.08
The chart of Martin ratio for ASG, currently valued at -1.67, compared to the broader market-10.000.0010.0020.00
ASG: -1.67
SCHG: -0.34

The current ASG Sharpe Ratio is -0.54, which is lower than the SCHG Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of ASG and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.54
-0.08
ASG
SCHG

Dividends

ASG vs. SCHG - Dividend Comparison

ASG's dividend yield for the trailing twelve months is around 10.76%, more than SCHG's 0.50% yield.


TTM20242023202220212020201920182017201620152014
ASG
Liberty All-Star Growth
10.76%8.32%8.14%10.14%11.33%7.68%7.08%10.48%7.58%11.48%16.81%6.40%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.50%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

ASG vs. SCHG - Drawdown Comparison

The maximum ASG drawdown since its inception was -63.67%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for ASG and SCHG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.75%
-22.36%
ASG
SCHG

Volatility

ASG vs. SCHG - Volatility Comparison

The current volatility for Liberty All-Star Growth (ASG) is 10.50%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 11.13%. This indicates that ASG experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.50%
11.13%
ASG
SCHG
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Disclaimer

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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