EGFIX vs. SCHG

Last updated Jun 25, 2026

EGFIX (Edgewood Growth Fund) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both Large Cap Growth Equities funds. Over the past 10 years, EGFIX returned 13.43%/yr vs 18.63%/yr for SCHG. Their correlation of 0.92 suggests significant overlap in exposure. EGFIX charges 1.00%/yr vs 0.04%/yr for SCHG.

Performance

EGFIX vs. SCHG - Performance Comparison

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

Returns By Period

In the year-to-date period, EGFIX achieves a -7.14% return, which is significantly lower than SCHG's 1.23% return. Over the past 10 years, EGFIX has underperformed SCHG with an annualized return of 13.43%, while SCHG has yielded a comparatively higher 18.63% annualized return.

EGFIX

• 1D: -1.82%
• 1M: -2.04%
• YTD: -7.14%
• 6M: -8.27%
• 1Y: -4.39%
• 3Y*: 9.69%
• 5Y*: 0.56%
• 10Y*: 13.43%

SCHG

• 1D: -0.12%
• 1M: -4.04%
• YTD: 1.23%
• 6M: -0.27%
• 1Y: 16.03%
• 3Y*: 22.08%
• 5Y*: 13.26%
• 10Y*: 18.63%

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

EGFIX vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EGFIX Edgewood Growth Fund	-7.14%	7.44%	18.38%	39.74%	-40.51%	23.71%	42.24%	34.18%	2.22%	34.81%
SCHG Schwab U.S. Large-Cap Growth ETF	1.23%	17.50%	34.95%	50.10%	-31.80%	28.11%	39.14%	36.02%	-1.36%	28.05%

Correlation

The correlation between EGFIX and SCHG is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Dec 11, 2009	0.92

The correlation between EGFIX and SCHG has been stable across timeframes, ranging from 0.82 to 0.92 - a consistent structural relationship.

Return for Risk

EGFIX vs. SCHG — Risk / Return Rank

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

EGFIX

EGFIX Risk / Return Rank: 2
EGFIX Sharpe Ratio Rank: 2
EGFIX Sortino Ratio Rank: 2
EGFIX Omega Ratio Rank: 2
EGFIX Calmar Ratio Rank: 2
EGFIX Martin Ratio Rank: 2

SCHG

SCHG Risk / Return Rank: 27
SCHG Sharpe Ratio Rank: 30
SCHG Sortino Ratio Rank: 28
SCHG Omega Ratio Rank: 28
SCHG Calmar Ratio Rank: 22
SCHG Martin Ratio Rank: 26

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.

EGFIX vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Edgewood Growth Fund (EGFIX) 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.

	EGFIX	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	-0.13	1.00	-1.12
Sortino ratio: Return per unit of downside risk	-0.05	1.42	-1.47
Omega ratio: Gain probability vs. loss probability	0.99	1.18	-0.19
Calmar ratio: Return relative to maximum drawdown	-0.13	0.98	-1.11
Martin ratio: Return relative to average drawdown	-0.32	3.19	-3.51

EGFIX vs. SCHG - Sharpe Ratio Comparison

The current EGFIX Sharpe Ratio is -0.13, which is lower than the SCHG Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of EGFIX and SCHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EGFIX vs. SCHG - Drawdown Comparison

The maximum EGFIX drawdown since its inception was -52.01%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for EGFIX and SCHG.

Drawdown Indicators

	EGFIX	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-52.01%	-34.59%	-17.42%
Max Drawdown (1Y) Largest decline over 1 year	-18.32%	-16.41%	-1.91%
Max Drawdown (3Y) Largest decline over 3 years	-30.15%	-23.39%	-6.76%
Max Drawdown (5Y) Largest decline over 5 years	-49.42%	-34.59%	-14.83%
Max Drawdown (10Y) Largest decline over 10 years	-49.42%	-34.59%	-14.83%
Current Drawdown Current decline from peak	-16.00%	-6.57%	-9.43%
Average Drawdown Average peak-to-trough decline	-10.99%	-5.20%	-5.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.18%	5.03%	+2.15%

Volatility

EGFIX vs. SCHG - Volatility Comparison

Edgewood Growth Fund (EGFIX) has a higher volatility of 6.46% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.90%. This indicates that EGFIX'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

	EGFIX	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.46%	5.90%	+0.56%
Volatility (6M) Calculated over the trailing 6-month period	14.85%	12.46%	+2.39%
Volatility (1Y) Calculated over the trailing 1-year period	18.13%	16.21%	+1.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.31%	22.38%	+2.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.59%	21.58%	+2.01%

EGFIX vs. SCHG - Expense Ratio Comparison

EGFIX has a 1.00% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

EGFIX vs. SCHG - Dividend Comparison

EGFIX's dividend yield for the trailing twelve months is around 926.59%, more than SCHG's 0.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EGFIX Edgewood Growth Fund	926.59%	49.54%	17.57%	0.00%	15.16%	5.77%	5.79%	0.28%	4.96%	1.30%	2.15%	3.26%
SCHG Schwab U.S. Large-Cap Growth ETF	0.38%	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

Can I hold both EGFIX and SCHG in my portfolio?

EGFIX and SCHG have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGFIX or SCHG?

EGFIX has higher volatility (6.46%) compared to SCHG (5.90%). In terms of maximum drawdown, EGFIX dropped -52.01% vs SCHG's -34.59%.

Which has better risk-adjusted returns?

SCHG currently has the higher Sharpe Ratio (1.00 vs -0.13), 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.