CRBG vs. SCHG
CRBG (Corebridge Financial Inc.) is a stock, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 3 years, CRBG returned 25.45%/yr vs 22.65%/yr for SCHG. At a 0.42 correlation, their price movements are largely independent.
Performance
CRBG vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, CRBG achieves a 0.55% return, which is significantly lower than SCHG's 4.83% return.
CRBG
- 1D
- 3.55%
- 1M
- 10.96%
- 6M
- 0.55%
- YTD
- 0.55%
- 1Y
- -12.89%
- 3Y*
- 25.45%
- 5Y*
- —
- 10Y*
- —
SCHG
- 1D
- 0.03%
- 1M
- -2.69%
- 6M
- 4.83%
- YTD
- 4.83%
- 1Y
- 17.66%
- 3Y*
- 22.65%
- 5Y*
- 13.51%
- 10Y*
- 18.70%
CRBG vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CRBG Corebridge Financial Inc. | 0.55% | 3.88% | 42.84% | 25.26% | 0.10% |
SCHG Schwab U.S. Large-Cap Growth ETF | 4.83% | 17.50% | 34.95% | 50.10% | -9.89% |
Correlation
The correlation between CRBG and SCHG is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2022 | 0.42 |
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Return for Risk
CRBG vs. SCHG — Risk / Return Rank
CRBG
SCHG
CRBG vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Corebridge Financial Inc. (CRBG) 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.
| CRBG | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.20 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 1.08 | -1.44 |
| Martin ratioReturn relative to average drawdown | -0.73 | 3.47 | -4.20 |
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Drawdowns
CRBG vs. SCHG - Drawdown Comparison
The maximum CRBG drawdown since its inception was -36.35%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for CRBG and SCHG.
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Drawdown Indicators
| CRBG | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.35% | -34.59% | -1.76% |
Max Drawdown (1Y)Largest decline over 1 year | -36.35% | -16.41% | -19.94% |
Max Drawdown (3Y)Largest decline over 3 years | -36.35% | -23.39% | -12.96% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -14.32% | -3.24% | -11.08% |
Average DrawdownAverage peak-to-trough decline | -10.79% | -5.20% | -5.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.73% | 5.10% | +12.63% |
Volatility
CRBG vs. SCHG - Volatility Comparison
Corebridge Financial Inc. (CRBG) has a higher volatility of 8.91% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.33%. This indicates that CRBG'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.
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Volatility by Period
| CRBG | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.91% | 6.33% | +2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 27.95% | 12.69% | +15.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.54% | 16.28% | +17.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.29% | 22.40% | +11.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.29% | 21.56% | +12.73% |
Dividends
CRBG vs. SCHG - Dividend Comparison
CRBG's dividend yield for the trailing twelve months is around 3.29%, more than SCHG's 0.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRBG Corebridge Financial Inc. | 3.29% | 3.18% | 3.07% | 12.47% | 2.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.39% | 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
CRBG and SCHG have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRBG has higher volatility (8.91%) compared to SCHG (6.33%). In terms of maximum drawdown, CRBG dropped -36.35% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (1.09 vs -0.39), 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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