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CGGG vs. SCHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGGG vs. SCHG - Performance Comparison

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

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Returns By Period

In the year-to-date period, CGGG achieves a 2.00% return, which is significantly lower than SCHG's 6.42% return.


CGGG

1D
-1.28%
1M
1.82%
YTD
2.00%
6M
2.02%
1Y
3Y*
5Y*
10Y*

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)

CGGG vs. SCHG - Yearly Performance Comparison


Correlation

The correlation between CGGG and SCHG is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.94

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Return for Risk

CGGG vs. SCHG — Risk / Return Rank

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

CGGG

SCHG
SCHG Risk / Return Rank: 3939
Overall Rank
SCHG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4343
Omega Ratio Rank
SCHG Calmar Ratio Rank: 3030
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3333
Martin Ratio Rank
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.

CGGG vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Large Growth ETF (CGGG) 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.


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

CGGG vs. SCHG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CGGGSCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.84

-0.06

Drawdowns

CGGG vs. SCHG - Drawdown Comparison

The maximum CGGG drawdown since its inception was -17.75%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for CGGG and SCHG.


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Drawdown Indicators


CGGGSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-17.75%

-34.59%

+16.84%

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

-1.98%

-1.78%

-0.20%

Average Drawdown

Average peak-to-trough decline

-3.80%

-5.20%

+1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

Volatility

CGGG vs. SCHG - Volatility Comparison


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Volatility by Period


CGGGSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

Volatility (1Y)

Calculated over the trailing 1-year period

17.50%

15.50%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

22.27%

-4.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

21.55%

-4.05%

CGGG vs. SCHG - Expense Ratio Comparison

CGGG has a 0.39% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Dividends

CGGG vs. SCHG - Dividend Comparison

CGGG's dividend yield for the trailing twelve months is around 0.07%, less than SCHG's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
CGGG
Capital Group U.S. Large Growth ETF
0.07%0.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.36%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 0.94, CGGG 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.

On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHG is cheaper with a 0.04% expense ratio, compared with 0.39% for CGGG.

SCHG has the higher dividend yield at 0.36%, compared with 0.07% for CGGG.

They also come from different issuers: Capital Group and Charles Schwab. Their fees differ too: 0.39% for CGGG and 0.04% for SCHG.

Portfolio Optimizer

Find the right allocation for CGGG and SCHG

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