BLCR vs. SCHG

Last updated Jun 23, 2026

BLCR (Blackrock Large Cap Core ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - BLCR is a Large Cap Blend Equities fund actively 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. BLCR is actively managed, while SCHG is passively managed. Over the past year, BLCR returned 45.01% vs 20.89% for SCHG. Their correlation of 0.88 suggests significant overlap in exposure. BLCR charges 0.36%/yr vs 0.04%/yr for SCHG.

Performance

BLCR vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackrock Large Cap Core ETF (BLCR) 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, BLCR achieves a 18.78% return, which is significantly higher than SCHG's 2.76% return.

BLCR

• 1D: -0.10%
• 1M: 1.31%
• YTD: 18.78%
• 6M: 18.51%
• 1Y: 45.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHG

• 1D: -1.24%
• 1M: -2.59%
• YTD: 2.76%
• 6M: 2.11%
• 1Y: 20.89%
• 3Y*: 22.70%
• 5Y*: 13.68%
• 10Y*: 18.81%

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

BLCR vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BLCR Blackrock Large Cap Core ETF	18.78%	30.93%	17.07%	13.54%
SCHG Schwab U.S. Large-Cap Growth ETF	2.76%	17.50%	34.95%	16.13%

Correlation

The correlation between BLCR and SCHG is 0.87, 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	0.87
Correlation (All Time) Calculated using the full available price history since Oct 26, 2023	0.88

The correlation between BLCR and SCHG has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.

BLCR vs. SCHG - Sectors Allocation Comparison

Sectors	BLCR	SCHG
Technology	34.3%	46.7%
Communication Services	14.6%	15.3%
Industrials	13.7%	6.0%
Financial Services	12.5%	6.6%
Consumer Cyclical	11.1%	12.4%
Healthcare	7.6%	8.4%
Energy	2.2%	0.7%
Basic Materials	2.2%	1.3%
Utilities	1.6%	0.4%
Consumer Defensive	-	1.6%
Real Estate	-	0.5%

Return for Risk

BLCR vs. SCHG — Risk / Return Rank

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

BLCR

BLCR Risk / Return Rank: 86
BLCR Sharpe Ratio Rank: 88
BLCR Sortino Ratio Rank: 85
BLCR Omega Ratio Rank: 83
BLCR Calmar Ratio Rank: 85
BLCR Martin Ratio Rank: 90

SCHG

SCHG Risk / Return Rank: 33
SCHG Sharpe Ratio Rank: 37
SCHG Sortino Ratio Rank: 35
SCHG Omega Ratio Rank: 35
SCHG Calmar Ratio Rank: 27
SCHG Martin Ratio Rank: 30

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.

BLCR vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock Large Cap Core ETF (BLCR) 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.

	BLCR	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	2.77	1.30	+1.47
Sortino ratio: Return per unit of downside risk	3.64	1.79	+1.85
Omega ratio: Gain probability vs. loss probability	1.47	1.23	+0.24
Calmar ratio: Return relative to maximum drawdown	4.41	1.28	+3.13
Martin ratio: Return relative to average drawdown	20.00	4.19	+15.81

BLCR vs. SCHG - Sharpe Ratio Comparison

The current BLCR Sharpe Ratio is 2.77, which is higher than the SCHG Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of BLCR 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.

Drawdowns

BLCR vs. SCHG - Drawdown Comparison

The maximum BLCR drawdown since its inception was -21.29%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for BLCR and SCHG.

Drawdown Indicators

	BLCR	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-21.29%	-34.59%	+13.30%
Max Drawdown (1Y) Largest decline over 1 year	-10.26%	-16.41%	+6.15%
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	-1.02%	-5.16%	+4.14%
Average Drawdown Average peak-to-trough decline	-2.19%	-5.20%	+3.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.26%	5.00%	-2.74%

Volatility

BLCR vs. SCHG - Volatility Comparison

Blackrock Large Cap Core ETF (BLCR) has a higher volatility of 6.10% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.78%. This indicates that BLCR's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BLCR	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.10%	5.78%	+0.32%
Volatility (6M) Calculated over the trailing 6-month period	13.11%	12.50%	+0.61%
Volatility (1Y) Calculated over the trailing 1-year period	16.38%	16.21%	+0.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.65%	22.37%	-4.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.65%	21.61%	-3.96%

BLCR vs. SCHG - Expense Ratio Comparison

BLCR has a 0.36% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

BLCR vs. SCHG - Dividend Comparison

BLCR's dividend yield for the trailing twelve months is around 0.28%, less than SCHG's 0.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BLCR Blackrock Large Cap Core ETF	0.28%	0.33%	0.75%	0.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	0.38%	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 BLCR and SCHG in my portfolio?

BLCR and SCHG have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BLCR or SCHG?

BLCR has higher volatility (6.10%) compared to SCHG (5.78%). In terms of maximum drawdown, BLCR dropped -21.29% vs SCHG's -34.59%.

Which ETF is better, BLCR or SCHG?

On 1-year performance, BLCR leads with 45.01% vs 20.89% for SCHG. On fees, SCHG is cheaper at 0.04% per year. On volatility, SCHG has been the lower-risk option at 5.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BLCR or SCHG?

Over the 1-year period, BLCR has performed better with a 45.01% return vs 20.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BLCR or SCHG?

SCHG is cheaper with a 0.04% expense ratio, compared with 0.36% for BLCR.

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

SCHG has the higher dividend yield at 0.38%, compared with 0.28% for BLCR.

What is the main difference between BLCR and SCHG?

BLCR is categorized as Large Cap Blend Equities, while SCHG is Large Cap Growth Equities. They also come from different issuers: BlackRock and Charles Schwab. Their fees differ too: 0.36% for BLCR and 0.04% for SCHG.

Which has better risk-adjusted returns?

BLCR currently has the higher Sharpe Ratio (2.77 vs 1.30), 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.