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CLCG vs. SCHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLCG vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crossmark Large Cap Growth ETF (CLCG) 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, CLCG achieves a 9.02% return, which is significantly higher than SCHG's 6.78% return.


CLCG

1D
0.11%
1M
5.58%
YTD
9.02%
6M
8.51%
1Y
3Y*
5Y*
10Y*

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

CLCG vs. SCHG - Yearly Performance Comparison


2026 (YTD)2025
CLCG
Crossmark Large Cap Growth ETF
9.02%7.85%
SCHG
Schwab U.S. Large-Cap Growth ETF
6.78%9.16%

Correlation

The correlation between CLCG and SCHG is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 24, 2025

0.96

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Return for Risk

CLCG vs. SCHG — Risk / Return Rank

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

CLCG

SCHG
SCHG Risk / Return Rank: 4040
Overall Rank
SCHG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4444
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4545
Omega Ratio Rank
SCHG Calmar Ratio Rank: 3131
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3434
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.

CLCG vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crossmark Large Cap Growth ETF (CLCG) 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.

CLCG vs. SCHG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CLCGSCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

0.85

+0.36

Drawdowns

CLCG vs. SCHG - Drawdown Comparison

The maximum CLCG drawdown since its inception was -16.32%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for CLCG and SCHG.


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Drawdown Indicators


CLCGSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-16.32%

-34.59%

+18.27%

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

-1.21%

-1.44%

+0.23%

Average Drawdown

Average peak-to-trough decline

-3.83%

-5.20%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

Volatility

CLCG vs. SCHG - Volatility Comparison


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Volatility by Period


CLCGSCHGDifference

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

17.06%

15.49%

+1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.06%

22.26%

-5.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.06%

21.55%

-4.49%

CLCG vs. SCHG - Expense Ratio Comparison

CLCG has a 0.50% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Dividends

CLCG vs. SCHG - Dividend Comparison

CLCG's dividend yield for the trailing twelve months is around 0.06%, less than SCHG's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
CLCG
Crossmark Large Cap Growth ETF
0.06%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 0.96, CLCG 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 0.50% for CLCG.

SCHG has the higher dividend yield at 0.36%, compared with 0.06% for CLCG.

They also come from different issuers: Crossmark and Charles Schwab. Their fees differ too: 0.50% for CLCG and 0.04% for SCHG.

Portfolio Optimizer

Find the right allocation for CLCG and SCHG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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