CRAI vs. SCHG

Last updated Apr 2, 2026

Compare and contrast key facts about CRA International, Inc. (CRAI) and Schwab U.S. Large-Cap Growth ETF (SCHG).

SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.

Performance

CRAI vs. SCHG - Performance Comparison

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

CRAI vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CRAI CRA International, Inc.	-18.01%	8.68%	91.38%	-18.07%	32.94%	85.67%	-4.47%	30.42%	-4.04%	24.75%
SCHG Schwab U.S. Large-Cap Growth ETF	-9.73%	17.50%	34.95%	50.10%	-31.80%	28.11%	39.14%	36.02%	-1.36%	28.05%

Returns By Period

In the year-to-date period, CRAI achieves a -18.01% return, which is significantly lower than SCHG's -9.73% return. Over the past 10 years, CRAI has outperformed SCHG with an annualized return of 25.66%, while SCHG has yielded a comparatively lower 16.95% annualized return.

CRAI

• 1D: 1.31%
• 1M: -8.72%
• YTD: -18.01%
• 6M: -18.86%
• 1Y: -6.26%
• 3Y*: 16.51%
• 5Y*: 18.44%
• 10Y*: 25.66%

SCHG

• 1D: 0.96%
• 1M: -4.46%
• YTD: -9.73%
• 6M: -8.15%
• 1Y: 17.00%
• 3Y*: 22.30%
• 5Y*: 12.76%
• 10Y*: 16.95%

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

Return for Risk

CRAI vs. SCHG — Risk / Return Rank

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

CRAI

CRAI Risk / Return Rank: 32
CRAI Sharpe Ratio Rank: 32
CRAI Sortino Ratio Rank: 28
CRAI Omega Ratio Rank: 28
CRAI Calmar Ratio Rank: 37
CRAI Martin Ratio Rank: 36

SCHG

SCHG Risk / Return Rank: 41
SCHG Sharpe Ratio Rank: 39
SCHG Sortino Ratio Rank: 43
SCHG Omega Ratio Rank: 42
SCHG Calmar Ratio Rank: 40
SCHG Martin Ratio Rank: 39

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.

CRAI vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CRA International, Inc. (CRAI) 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.

	CRAI	SCHG	Difference
Sharpe ratio Return per unit of total volatility	-0.18	0.76	-0.94
Sortino ratio Return per unit of downside risk	-0.01	1.24	-1.26
Omega ratio Gain probability vs. loss probability	1.00	1.17	-0.18
Calmar ratio Return relative to maximum drawdown	-0.12	1.09	-1.22
Martin ratio Return relative to average drawdown	-0.30	3.71	-4.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CRAI vs. SCHG - Sharpe Ratio Comparison

The current CRAI Sharpe Ratio is -0.18, which is lower than the SCHG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of CRAI and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CRAI	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.18	0.76	-0.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.57	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	0.79	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.79	-0.62

Correlation

The correlation between CRAI and SCHG is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CRAI vs. SCHG - Dividend Comparison

CRAI's dividend yield for the trailing twelve months is around 1.59%, more than SCHG's 0.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRAI CRA International, Inc.	1.59%	1.26%	0.93%	1.52%	1.05%	1.17%	1.87%	1.52%	1.67%	1.31%	0.38%	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	0.43%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Drawdowns

CRAI vs. SCHG - Drawdown Comparison

The maximum CRAI drawdown since its inception was -76.40%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for CRAI and SCHG.

Drawdown Indicators

	CRAI	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-76.40%	-34.59%	-41.81%
Max Drawdown (1Y) Largest decline over 1 year	-31.75%	-16.41%	-15.34%
Max Drawdown (5Y) Largest decline over 5 years	-33.06%	-34.59%	+1.53%
Max Drawdown (10Y) Largest decline over 10 years	-60.74%	-34.59%	-26.15%
Current Drawdown Current decline from peak	-26.32%	-12.51%	-13.81%
Average Drawdown Average peak-to-trough decline	-33.48%	-5.22%	-28.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.21%	4.84%	+8.37%

Volatility

CRAI vs. SCHG - Volatility Comparison

CRA International, Inc. (CRAI) has a higher volatility of 10.64% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.77%. This indicates that CRAI'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

	CRAI	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.64%	6.77%	+3.87%
Volatility (6M) Calculated over the trailing 6-month period	27.84%	12.54%	+15.30%
Volatility (1Y) Calculated over the trailing 1-year period	34.97%	22.45%	+12.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.08%	22.31%	+11.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.78%	21.51%	+17.27%