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FTGS vs. SCHB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTGS vs. SCHB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Growth Strength ETF (FTGS) and Schwab U.S. Broad Market ETF (SCHB). The values are adjusted to include any dividend payments, if applicable.

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FTGS vs. SCHB - Yearly Performance Comparison


2026 (YTD)2025202420232022
FTGS
First Trust Growth Strength ETF
-3.69%12.78%15.76%33.69%1.09%
SCHB
Schwab U.S. Broad Market ETF
-4.05%16.94%23.93%26.16%0.26%

Returns By Period

In the year-to-date period, FTGS achieves a -3.69% return, which is significantly higher than SCHB's -4.05% return.


FTGS

1D
2.76%
1M
-5.56%
YTD
-3.69%
6M
-5.18%
1Y
14.55%
3Y*
15.87%
5Y*
10Y*

SCHB

1D
2.91%
1M
-4.99%
YTD
-4.05%
6M
-1.80%
1Y
17.96%
3Y*
17.85%
5Y*
10.52%
10Y*
13.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTGS vs. SCHB - Expense Ratio Comparison

FTGS has a 0.60% expense ratio, which is higher than SCHB's 0.03% expense ratio.


Return for Risk

FTGS vs. SCHB — Risk / Return Rank

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

FTGS
FTGS Risk / Return Rank: 4747
Overall Rank
FTGS Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FTGS Sortino Ratio Rank: 4545
Sortino Ratio Rank
FTGS Omega Ratio Rank: 4545
Omega Ratio Rank
FTGS Calmar Ratio Rank: 5151
Calmar Ratio Rank
FTGS Martin Ratio Rank: 5151
Martin Ratio Rank

SCHB
SCHB Risk / Return Rank: 6565
Overall Rank
SCHB Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SCHB Sortino Ratio Rank: 6262
Sortino Ratio Rank
SCHB Omega Ratio Rank: 6565
Omega Ratio Rank
SCHB Calmar Ratio Rank: 6464
Calmar Ratio Rank
SCHB Martin Ratio Rank: 7474
Martin Ratio Rank
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.

FTGS vs. SCHB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Growth Strength ETF (FTGS) and Schwab U.S. Broad Market ETF (SCHB). 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.


FTGSSCHBDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.98

-0.24

Sortino ratio

Return per unit of downside risk

1.21

1.50

-0.29

Omega ratio

Gain probability vs. loss probability

1.17

1.23

-0.06

Calmar ratio

Return relative to maximum drawdown

1.28

1.51

-0.23

Martin ratio

Return relative to average drawdown

4.84

7.15

-2.32

FTGS vs. SCHB - Sharpe Ratio Comparison

The current FTGS Sharpe Ratio is 0.74, which is comparable to the SCHB Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FTGS and SCHB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTGSSCHBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.98

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.78

+0.19

Correlation

The correlation between FTGS and SCHB 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

FTGS vs. SCHB - Dividend Comparison

FTGS's dividend yield for the trailing twelve months is around 0.10%, less than SCHB's 1.18% yield.


TTM20252024202320222021202020192018201720162015
FTGS
First Trust Growth Strength ETF
0.10%0.16%0.39%0.62%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHB
Schwab U.S. Broad Market ETF
1.18%1.11%1.24%1.40%1.61%1.21%1.63%1.80%2.00%1.65%1.86%2.00%

Drawdowns

FTGS vs. SCHB - Drawdown Comparison

The maximum FTGS drawdown since its inception was -19.99%, smaller than the maximum SCHB drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for FTGS and SCHB.


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Drawdown Indicators


FTGSSCHBDifference

Max Drawdown

Largest peak-to-trough decline

-19.99%

-35.27%

+15.28%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-12.22%

+0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-25.41%

Max Drawdown (10Y)

Largest decline over 10 years

-35.27%

Current Drawdown

Current decline from peak

-6.92%

-6.26%

-0.66%

Average Drawdown

Average peak-to-trough decline

-2.80%

-4.15%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

2.58%

+0.54%

Volatility

FTGS vs. SCHB - Volatility Comparison

First Trust Growth Strength ETF (FTGS) and Schwab U.S. Broad Market ETF (SCHB) have volatilities of 5.51% and 5.48%, 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.


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Volatility by Period


FTGSSCHBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

5.48%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.24%

9.75%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

19.62%

18.33%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

17.25%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.33%

18.30%

-0.97%