FFLG vs. SCHG
Compare and contrast key facts about Fidelity Fundamental Large Cap Growth ETF (FFLG) and Schwab U.S. Large-Cap Growth ETF (SCHG).
FFLG and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FFLG is an actively managed fund by Fidelity. It was launched on Feb 2, 2021. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FFLG or SCHG.
Key characteristics
| FFLG | SCHG | |
|---|---|---|
| YTD Return | 33.99% | 34.22% |
| 1Y Return | 50.62% | 47.39% |
| 3Y Return (Ann) | 4.97% | 11.12% |
| Sharpe Ratio | 2.57 | 2.71 |
| Sortino Ratio | 3.28 | 3.48 |
| Omega Ratio | 1.46 | 1.49 |
| Calmar Ratio | 2.07 | 3.74 |
| Martin Ratio | 13.07 | 14.90 |
| Ulcer Index | 3.76% | 3.10% |
| Daily Std Dev | 19.18% | 17.06% |
| Max Drawdown | -44.52% | -34.59% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FFLG and SCHG is 0.95, 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
FFLG vs. SCHG - Performance Comparison
The year-to-date returns for both investments are quite close, with FFLG having a 33.99% return and SCHG slightly higher at 34.22%. 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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FFLG vs. SCHG - Expense Ratio Comparison
FFLG has a 0.38% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
FFLG vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Large Cap Growth ETF (FFLG) 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.
Dividends
FFLG vs. SCHG - Dividend Comparison
FFLG's dividend yield for the trailing twelve months is around 0.03%, less than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFLG Fidelity Fundamental Large Cap Growth ETF | 0.03% | 0.00% | 1.50% | 0.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
FFLG vs. SCHG - Drawdown Comparison
The maximum FFLG drawdown since its inception was -44.52%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FFLG and SCHG. For additional features, visit the drawdowns tool.
Volatility
FFLG vs. SCHG - Volatility Comparison
Fidelity Fundamental Large Cap Growth ETF (FFLG) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 5.54% and 5.35%, 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.