SCHG vs. FBCGX
Compare and contrast key facts about Schwab U.S. Large-Cap Growth ETF (SCHG) and Fidelity Blue Chip Growth K6 Fund (FBCGX).
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 Total Return Index. It was launched on Dec 11, 2009. FBCGX is managed by Fidelity. It was launched on May 25, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHG or FBCGX.
Key characteristics
| SCHG | FBCGX | |
|---|---|---|
| YTD Return | 34.56% | 36.99% |
| 1Y Return | 44.80% | 49.36% |
| 3Y Return (Ann) | 11.31% | 8.18% |
| 5Y Return (Ann) | 21.01% | 21.25% |
| Sharpe Ratio | 2.80 | 2.74 |
| Sortino Ratio | 3.58 | 3.50 |
| Omega Ratio | 1.51 | 1.49 |
| Calmar Ratio | 3.87 | 3.18 |
| Martin Ratio | 15.40 | 14.13 |
| Ulcer Index | 3.10% | 3.69% |
| Daily Std Dev | 16.96% | 19.04% |
| Max Drawdown | -34.59% | -42.92% |
| Current Drawdown | 0.00% | -0.16% |
Correlation
The correlation between SCHG and FBCGX is 0.96, 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.
Performance
SCHG vs. FBCGX - Performance Comparison
In the year-to-date period, SCHG achieves a 34.56% return, which is significantly lower than FBCGX's 36.99% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SCHG vs. FBCGX - Expense Ratio Comparison
SCHG has a 0.04% expense ratio, which is lower than FBCGX's 0.45% expense ratio.
Risk-Adjusted Performance
SCHG vs. FBCGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth ETF (SCHG) and Fidelity Blue Chip Growth K6 Fund (FBCGX). 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.
Dividends
SCHG vs. FBCGX - Dividend Comparison
SCHG's dividend yield for the trailing twelve months is around 0.40%, less than FBCGX's 0.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
FBCGX Fidelity Blue Chip Growth K6 Fund | 0.55% | 0.26% | 0.12% | 0.00% | 0.08% | 0.25% | 0.46% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SCHG vs. FBCGX - Drawdown Comparison
The maximum SCHG drawdown since its inception was -34.59%, smaller than the maximum FBCGX drawdown of -42.92%. Use the drawdown chart below to compare losses from any high point for SCHG and FBCGX. For additional features, visit the drawdowns tool.
Volatility
SCHG vs. FBCGX - Volatility Comparison
Schwab U.S. Large-Cap Growth ETF (SCHG) and Fidelity Blue Chip Growth K6 Fund (FBCGX) have volatilities of 5.35% and 5.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.