BITSX vs. SCHG
BITSX (iShares Total U.S. Stock Market Index Fund) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both funds - BITSX is a Large Cap Blend Equities fund managed by BlackRock, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 10 years, BITSX returned 15.00%/yr vs 18.74%/yr for SCHG. Their correlation of 0.93 suggests significant overlap in exposure. BITSX charges 0.08%/yr vs 0.04%/yr for SCHG.
Performance
BITSX vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, BITSX achieves a 10.88% return, which is significantly higher than SCHG's 6.78% return. Over the past 10 years, BITSX has underperformed SCHG with an annualized return of 15.00%, while SCHG has yielded a comparatively higher 18.74% annualized return.
BITSX
- 1D
- -0.75%
- 1M
- 4.00%
- YTD
- 10.88%
- 6M
- 10.60%
- 1Y
- 27.66%
- 3Y*
- 21.94%
- 5Y*
- 12.72%
- 10Y*
- 15.00%
SCHG
- 1D
- 0.35%
- 1M
- 4.73%
- YTD
- 6.78%
- 6M
- 6.01%
- 1Y
- 24.63%
- 3Y*
- 25.14%
- 5Y*
- 15.67%
- 10Y*
- 18.74%
BITSX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BITSX iShares Total U.S. Stock Market Index Fund | 10.88% | 17.10% | 23.79% | 25.97% | -19.10% | 25.50% | 20.76% | 31.06% | -5.42% | 20.99% |
SCHG Schwab U.S. Large-Cap Growth ETF | 6.78% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Correlation
The correlation between BITSX and SCHG is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.93 |
The correlation between BITSX and SCHG has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
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Return for Risk
BITSX vs. SCHG — Risk / Return Rank
BITSX
SCHG
BITSX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Total U.S. Stock Market Index Fund (BITSX) 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.
| BITSX | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.28 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 1.51 | +1.62 |
| Martin ratioReturn relative to average drawdown | 14.38 | 5.04 | +9.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BITSX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.60 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.71 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.87 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.85 | -0.03 |
Drawdowns
BITSX vs. SCHG - Drawdown Comparison
The maximum BITSX drawdown since its inception was -34.97%, roughly equal to the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for BITSX and SCHG.
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Drawdown Indicators
| BITSX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.97% | -34.59% | -0.38% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -16.41% | +7.54% |
Max Drawdown (3Y)Largest decline over 3 years | -19.29% | -23.39% | +4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -34.59% | +9.59% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | -34.59% | -0.38% |
Current DrawdownCurrent decline from peak | -0.75% | -1.44% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -5.20% | +0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 4.90% | -2.97% |
Volatility
BITSX vs. SCHG - Volatility Comparison
The current volatility for iShares Total U.S. Stock Market Index Fund (BITSX) is 3.05%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 3.61%. This indicates that BITSX 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.
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Volatility by Period
| BITSX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 3.61% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.16% | 11.62% | -2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.20% | 15.49% | -3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 22.26% | -4.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 21.55% | -3.13% |
BITSX vs. SCHG - Expense Ratio Comparison
BITSX has a 0.08% expense ratio, which is higher than SCHG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
BITSX vs. SCHG - Dividend Comparison
BITSX's dividend yield for the trailing twelve months is around 1.02%, more than SCHG's 0.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BITSX iShares Total U.S. Stock Market Index Fund | 1.02% | 1.10% | 1.24% | 1.42% | 1.59% | 1.53% | 1.47% | 2.11% | 2.44% | 2.14% | 1.51% | 0.00% |
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
With a correlation of 0.92, BITSX and SCHG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SCHG has higher volatility (3.61%) compared to BITSX (3.05%). In terms of maximum drawdown, BITSX dropped -34.97% vs SCHG's -34.59%.
BITSX currently has the higher Sharpe Ratio (2.28 vs 1.60), 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.
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