CUSUX vs. SCHG
Compare and contrast key facts about Six Circles U.S. Unconstrained Equity Fund (CUSUX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
CUSUX is managed by Six Circles. It was launched on Jul 9, 2018. 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
CUSUX vs. SCHG - Performance Comparison
Loading graphics...
CUSUX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CUSUX Six Circles U.S. Unconstrained Equity Fund | -6.99% | 19.35% | 24.86% | 30.38% | -21.28% | 30.27% | 22.69% | 24.95% | -11.01% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -12.16% |
Returns By Period
In the year-to-date period, CUSUX achieves a -6.99% return, which is significantly higher than SCHG's -9.73% return.
CUSUX
- 1D
- 2.85%
- 1M
- -4.48%
- YTD
- -6.99%
- 6M
- -3.94%
- 1Y
- 15.94%
- 3Y*
- 18.66%
- 5Y*
- 11.11%
- 10Y*
- —
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CUSUX vs. SCHG - Expense Ratio Comparison
CUSUX has a 0.05% expense ratio, which is higher than SCHG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
CUSUX vs. SCHG — Risk / Return Rank
CUSUX
SCHG
CUSUX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Six Circles U.S. Unconstrained Equity Fund (CUSUX) 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.
| CUSUX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.76 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.39 | 1.24 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.17 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.09 | +0.11 |
Martin ratioReturn relative to average drawdown | 4.68 | 3.71 | +0.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CUSUX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.76 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.57 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.79 | -0.20 |
Correlation
The correlation between CUSUX and SCHG is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CUSUX vs. SCHG - Dividend Comparison
CUSUX's dividend yield for the trailing twelve months is around 9.87%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CUSUX Six Circles U.S. Unconstrained Equity Fund | 9.87% | 9.18% | 6.64% | 1.19% | 2.68% | 16.48% | 1.55% | 1.67% | 0.00% | 0.00% | 0.00% | 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
CUSUX vs. SCHG - Drawdown Comparison
The maximum CUSUX drawdown since its inception was -35.55%, roughly equal to the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for CUSUX and SCHG.
Loading graphics...
Drawdown Indicators
| CUSUX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.55% | -34.59% | -0.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.98% | -16.41% | +4.43% |
Max Drawdown (5Y)Largest decline over 5 years | -35.55% | -34.59% | -0.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -8.48% | -12.51% | +4.03% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -5.22% | -3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 4.84% | -1.76% |
Volatility
CUSUX vs. SCHG - Volatility Comparison
The current volatility for Six Circles U.S. Unconstrained Equity Fund (CUSUX) is 5.16%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. This indicates that CUSUX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CUSUX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 6.77% | -1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 12.54% | -2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.91% | 22.45% | -3.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.77% | 22.31% | -1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.71% | 21.51% | +0.20% |