FTGS vs. SCHG

Last updated Jun 24, 2026

FTGS (First Trust Growth Strength ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both Large Cap Growth Equities funds - FTGS tracks the The Growth Strength Index - Benchmark TR Gross while SCHG tracks the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Both are passively managed. Over the past 3 years, FTGS returned 17.19%/yr vs 22.13%/yr for SCHG. Their correlation of 0.82 suggests significant overlap in exposure. FTGS charges 0.60%/yr vs 0.04%/yr for SCHG.

Performance

FTGS vs. SCHG - 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. 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, FTGS achieves a 3.22% return, which is significantly higher than SCHG's 1.35% return.

FTGS

• 1D: -0.71%
• 1M: -0.63%
• YTD: 3.22%
• 6M: 1.98%
• 1Y: 10.78%
• 3Y*: 17.19%
• 5Y*: —
• 10Y*: —

SCHG

• 1D: -1.37%
• 1M: -3.93%
• YTD: 1.35%
• 6M: 0.09%
• 1Y: 17.91%
• 3Y*: 22.13%
• 5Y*: 13.27%
• 10Y*: 18.65%

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

FTGS vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FTGS First Trust Growth Strength ETF	3.22%	12.78%	15.76%	33.69%	1.09%
SCHG Schwab U.S. Large-Cap Growth ETF	1.35%	17.50%	34.95%	50.10%	-6.47%

Correlation

The correlation between FTGS and SCHG is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (All Time) Calculated using the full available price history since Oct 26, 2022	0.82

The correlation between FTGS and SCHG has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.

FTGS vs. SCHG - Sectors Allocation Comparison

Sectors	FTGS	SCHG
Technology	32.6%	46.7%
Healthcare	17.5%	8.4%
Financial Services	15.3%	6.6%
Consumer Cyclical	13.2%	12.4%
Industrials	11.2%	6.0%
Communication Services	6.1%	15.3%
Energy	4.8%	0.7%
Consumer Defensive	2.3%	1.6%
Basic Materials	1.9%	1.3%
Real Estate	-	0.5%
Utilities	-	0.4%

Return for Risk

FTGS vs. SCHG — Risk / Return Rank

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

FTGS

FTGS Risk / Return Rank: 24
FTGS Sharpe Ratio Rank: 24
FTGS Sortino Ratio Rank: 23
FTGS Omega Ratio Rank: 21
FTGS Calmar Ratio Rank: 25
FTGS Martin Ratio Rank: 29

SCHG

SCHG Risk / Return Rank: 28
SCHG Sharpe Ratio Rank: 31
SCHG Sortino Ratio Rank: 30
SCHG Omega Ratio Rank: 30
SCHG Calmar Ratio Rank: 23
SCHG Martin Ratio Rank: 27

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. SCHG - 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. 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.

	FTGS	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	0.80	1.11	-0.31
Sortino ratio: Return per unit of downside risk	1.21	1.56	-0.35
Omega ratio: Gain probability vs. loss probability	1.14	1.20	-0.06
Calmar ratio: Return relative to maximum drawdown	1.14	1.10	+0.05
Martin ratio: Return relative to average drawdown	3.81	3.58	+0.23

FTGS vs. SCHG - Sharpe Ratio Comparison

The current FTGS Sharpe Ratio is 0.80, which is comparable to the SCHG Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FTGS 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

FTGS vs. SCHG - Drawdown Comparison

The maximum FTGS drawdown since its inception was -19.99%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FTGS and SCHG.

Drawdown Indicators

	FTGS	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-19.99%	-34.59%	+14.60%
Max Drawdown (1Y) Largest decline over 1 year	-9.47%	-16.41%	+6.94%
Max Drawdown (3Y) Largest decline over 3 years	-19.99%	-23.39%	+3.40%
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	-3.53%	-6.46%	+2.93%
Average Drawdown Average peak-to-trough decline	-2.74%	-5.20%	+2.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.83%	5.02%	-2.19%

Volatility

FTGS vs. SCHG - Volatility Comparison

The current volatility for First Trust Growth Strength ETF (FTGS) is 4.38%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.91%. This indicates that FTGS experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTGS	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.38%	5.91%	-1.53%
Volatility (6M) Calculated over the trailing 6-month period	10.67%	12.52%	-1.85%
Volatility (1Y) Calculated over the trailing 1-year period	13.49%	16.24%	-2.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.12%	22.38%	-5.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.12%	21.58%	-4.46%

FTGS vs. SCHG - Expense Ratio Comparison

FTGS has a 0.60% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

FTGS vs. SCHG - Dividend Comparison

FTGS's dividend yield for the trailing twelve months is around 0.09%, less than SCHG's 0.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTGS First Trust Growth Strength ETF	0.09%	0.16%	0.39%	0.62%	0.21%	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 FTGS and SCHG in my portfolio?

FTGS and SCHG have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTGS or SCHG?

SCHG has higher volatility (5.91%) compared to FTGS (4.38%). In terms of maximum drawdown, FTGS dropped -19.99% vs SCHG's -34.59%.

Which ETF is better, FTGS or SCHG?

On 3-year performance, SCHG leads with 22.13% vs 17.19% for FTGS. On fees, SCHG is cheaper at 0.04% per year. On volatility, FTGS has been the lower-risk option at 4.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTGS or SCHG?

Over the 3-year period, SCHG has performed better with a 22.13% return vs 17.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTGS or SCHG?

SCHG is cheaper with a 0.04% expense ratio, compared with 0.60% for FTGS.

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

SCHG has the higher dividend yield at 0.38%, compared with 0.09% for FTGS.

What is the main difference between FTGS and SCHG?

FTGS tracks The Growth Strength Index - Benchmark TR Gross, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: First Trust and Charles Schwab. Their fees differ too: 0.60% for FTGS and 0.04% for SCHG.

Which has better risk-adjusted returns?

SCHG currently has the higher Sharpe Ratio (1.11 vs 0.80), 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.