BFOR vs. SCHG

Last updated Jun 4, 2026

BFOR (ALPS Barron's 400 ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - BFOR is a Mid Cap Blend Equities fund tracking the Barron's 400 Index, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Both are passively managed. Over the past 10 years, BFOR returned 12.37%/yr vs 18.77%/yr for SCHG. A 0.78 correlation means they provide meaningful diversification when combined. BFOR charges 0.65%/yr vs 0.04%/yr for SCHG.

Performance

BFOR vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Barron's 400 ETF (BFOR) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BFOR achieves a 9.89% return, which is significantly higher than SCHG's 6.42% return. Over the past 10 years, BFOR has underperformed SCHG with an annualized return of 12.37%, while SCHG has yielded a comparatively higher 18.77% annualized return.

BFOR

• 1D: -0.49%
• 1M: 2.26%
• YTD: 9.89%
• 6M: 10.61%
• 1Y: 22.04%
• 3Y*: 19.35%
• 5Y*: 9.98%
• 10Y*: 12.37%

SCHG

• 1D: -1.23%
• 1M: 4.81%
• YTD: 6.42%
• 6M: 5.81%
• 1Y: 24.64%
• 3Y*: 25.02%
• 5Y*: 15.59%
• 10Y*: 18.77%

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

BFOR vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BFOR ALPS Barron's 400 ETF	9.89%	13.85%	17.81%	18.19%	-15.92%	30.71%	17.60%	21.30%	-13.86%	19.37%
SCHG Schwab U.S. Large-Cap Growth ETF	6.42%	17.50%	34.95%	50.10%	-31.80%	28.11%	39.14%	36.02%	-1.36%	28.05%

Correlation

The correlation between BFOR and SCHG is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (10Y) Calculated over the trailing 10-year period	0.75
Correlation (All Time) Calculated using the full available price history since Jun 5, 2013	0.78

The correlation between BFOR and SCHG shifts across timeframes, from 0.66 (3 years) to 0.78 (all time), reflecting how their relationship changes across market environments.

BFOR vs. SCHG - Sectors Allocation Comparison

Sectors	BFOR	SCHG
Financial Services	21.3%	6.7%
Technology	18.8%	46.3%
Industrials	16.7%	5.8%
Healthcare	12.0%	7.7%
Consumer Cyclical	11.1%	12.7%
Energy	7.8%	0.8%
Consumer Defensive	4.2%	1.7%
Communication Services	3.6%	16.0%
Basic Materials	2.8%	1.4%
Utilities	1.9%	0.4%
Real Estate	-	0.5%

Return for Risk

BFOR vs. SCHG — Risk / Return Rank

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

BFOR

BFOR Risk / Return Rank: 46
BFOR Sharpe Ratio Rank: 42
BFOR Sortino Ratio Rank: 44
BFOR Omega Ratio Rank: 40
BFOR Calmar Ratio Rank: 50
BFOR Martin Ratio Rank: 53

SCHG

SCHG Risk / Return Rank: 39
SCHG Sharpe Ratio Rank: 45
SCHG Sortino Ratio Rank: 43
SCHG Omega Ratio Rank: 43
SCHG Calmar Ratio Rank: 30
SCHG Martin Ratio Rank: 33

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.

BFOR vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Barron's 400 ETF (BFOR) 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.

	BFOR	SCHG	Difference
Sharpe ratio Return per unit of total volatility	1.50	1.60	-0.10
Sortino ratio Return per unit of downside risk	2.23	2.18	+0.06
Omega ratio Gain probability vs. loss probability	1.26	1.28	-0.02
Calmar ratio Return relative to maximum drawdown	2.46	1.51	+0.96
Martin ratio Return relative to average drawdown	9.02	5.04	+3.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BFOR vs. SCHG - Sharpe Ratio Comparison

The current BFOR Sharpe Ratio is 1.50, which is comparable to the SCHG Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of BFOR and SCHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BFOR	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	1.60	-0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.70	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	0.87	-0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.84	-0.25

Drawdowns

BFOR vs. SCHG - Drawdown Comparison

The maximum BFOR drawdown since its inception was -41.27%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for BFOR and SCHG.

Drawdown Indicators

	BFOR	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-41.27%	-34.59%	-6.68%
Max Drawdown (1Y) Largest decline over 1 year	-8.98%	-16.41%	+7.43%
Max Drawdown (3Y) Largest decline over 3 years	-21.91%	-23.39%	+1.48%
Max Drawdown (5Y) Largest decline over 5 years	-25.93%	-34.59%	+8.66%
Max Drawdown (10Y) Largest decline over 10 years	-41.27%	-34.59%	-6.68%
Current Drawdown Current decline from peak	-0.49%	-1.78%	+1.29%
Average Drawdown Average peak-to-trough decline	-6.43%	-5.20%	-1.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.45%	4.90%	-2.45%

Volatility

BFOR vs. SCHG - Volatility Comparison

ALPS Barron's 400 ETF (BFOR) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 3.52% and 3.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BFOR	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.52%	3.61%	-0.09%
Volatility (6M) Calculated over the trailing 6-month period	10.64%	11.62%	-0.98%
Volatility (1Y) Calculated over the trailing 1-year period	14.80%	15.50%	-0.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.41%	22.27%	-2.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.41%	21.55%	-1.14%

BFOR vs. SCHG - Expense Ratio Comparison

BFOR has a 0.65% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

BFOR vs. SCHG - Dividend Comparison

BFOR's dividend yield for the trailing twelve months is around 0.54%, more than SCHG's 0.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BFOR ALPS Barron's 400 ETF	0.54%	0.60%	0.69%	1.26%	1.68%	0.92%	0.98%	0.69%	0.94%	0.60%	0.78%	0.86%
SCHG Schwab U.S. Large-Cap Growth ETF	0.36%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Frequently Asked Questions

Can I hold both BFOR and SCHG in my portfolio?

BFOR and SCHG have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BFOR or SCHG?

SCHG has higher volatility (3.61%) compared to BFOR (3.52%). In terms of maximum drawdown, BFOR dropped -41.27% vs SCHG's -34.59%.

Which ETF is better, BFOR or SCHG?

On 10-year performance, SCHG leads with 18.77% vs 12.37% for BFOR. On fees, SCHG is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BFOR or SCHG?

Over the 10-year period, SCHG has performed better with a 18.77% return vs 12.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BFOR or SCHG?

SCHG is cheaper with a 0.04% expense ratio, compared with 0.65% for BFOR.

Which ETF pays a higher dividend yield, BFOR or SCHG?

BFOR has the higher dividend yield at 0.54%, compared with 0.36% for SCHG.

What is the main difference between BFOR and SCHG?

BFOR is categorized as Mid Cap Blend Equities, while SCHG is Large Cap Growth Equities. BFOR tracks Barron's 400 Index, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: SS&C and Charles Schwab. Their fees differ too: 0.65% for BFOR and 0.04% for SCHG.

Which has better risk-adjusted returns?

SCHG currently has the higher Sharpe Ratio (1.60 vs 1.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.