FITZ vs. SCHG

Last updated Jul 15, 2026

FITZ (Fitz-Gerald Must Have Portfolio ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both Large Cap Growth Equities funds. FITZ is actively managed, while SCHG is passively managed. Their correlation of 0.84 suggests significant overlap in exposure. FITZ charges 0.75%/yr vs 0.04%/yr for SCHG.

Performance

FITZ vs. SCHG - Performance Comparison

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

Returns By Period

FITZ

• 1D: 1.01%
• 1M: 1.95%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHG

• 1D: 0.61%
• 1M: 3.58%
• 6M: 5.67%
• YTD: 6.25%
• 1Y: 17.91%
• 3Y*: 22.27%
• 5Y*: 13.67%
• 10Y*: 18.51%

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

FITZ vs. SCHG - Yearly Performance Comparison

	2026 (YTD)
FITZ Fitz-Gerald Must Have Portfolio ETF	-1.68%
SCHG Schwab U.S. Large-Cap Growth ETF	0.13%

Correlation

The correlation between FITZ and SCHG is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 28, 2026	0.84

Return for Risk

FITZ vs. SCHG — Risk / Return Rank

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

FITZ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SCHG

SCHG Risk / Return Rank: 33
SCHG Sharpe Ratio Rank: 38
SCHG Sortino Ratio Rank: 36
SCHG Omega Ratio Rank: 36
SCHG Calmar Ratio Rank: 27
SCHG Martin Ratio Rank: 30

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.

FITZ vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fitz-Gerald Must Have Portfolio ETF (FITZ) 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.

	FITZ	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	—	1.10	—
Sortino ratio: Return per unit of downside risk	—	1.56	—
Omega ratio: Gain probability vs. loss probability	—	1.20	—
Calmar ratio: Return relative to maximum drawdown	—	1.10	—
Martin ratio: Return relative to average drawdown	—	3.51	—

Drawdowns

FITZ vs. SCHG - Drawdown Comparison

The maximum FITZ drawdown since its inception was -7.37%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FITZ and SCHG.

Drawdown Indicators

	FITZ	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-7.37%	-34.59%	+27.22%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.41%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.39%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.59%	—
Current Drawdown Current decline from peak	-3.07%	-1.94%	-1.13%
Average Drawdown Average peak-to-trough decline	-3.94%	-5.19%	+1.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.11%	—

Volatility

Volatility by Period

	FITZ	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.00%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.75%	—
Volatility (1Y) Calculated over the trailing 1-year period	16.06%	16.30%	-0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.06%	22.41%	-6.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.06%	21.57%	-5.51%

FITZ vs. SCHG - Expense Ratio Comparison

FITZ has a 0.75% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

FITZ vs. SCHG - Dividend Comparison

FITZ has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.38%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FITZ Fitz-Gerald Must Have Portfolio ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	0.38%	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 FITZ and SCHG in my portfolio?

FITZ and SCHG have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FITZ or SCHG?

On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FITZ or SCHG?

SCHG is cheaper with a 0.04% expense ratio, compared with 0.75% for FITZ.

Which ETF pays a higher dividend yield, FITZ or SCHG?

SCHG has the higher dividend yield at 0.38%, compared with 0.00% for FITZ.

What is the main difference between FITZ and SCHG?

They also come from different issuers: Nicholas and Charles Schwab. Their fees differ too: 0.75% for FITZ and 0.04% for SCHG.