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IWY vs. SCHG
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

IWY vs. SCHG - Performance Comparison

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

800.00%850.00%900.00%950.00%1,000.00%OctoberNovemberDecember2025FebruaryMarch
856.92%
808.07%
IWY
SCHG

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Risk-Adjusted Performance

undefined vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for undefined (undefined) 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.


Sharpe ratio
The chart of Sharpe ratio for IWY, currently valued at 0.61, compared to the broader market-1.000.001.002.003.004.005.000.610.58
The chart of Sortino ratio for IWY, currently valued at 0.91, compared to the broader market-2.000.002.004.006.008.0010.0012.000.910.87
The chart of Omega ratio for IWY, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.12
The chart of Calmar ratio for IWY, currently valued at 0.84, compared to the broader market0.005.0010.0015.0020.000.840.80
The chart of Martin ratio for IWY, currently valued at 2.82, compared to the broader market0.0020.0040.0060.0080.00100.002.822.96
IWY
SCHG


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2025FebruaryMarch
0.61
0.58
IWY
SCHG

Drawdowns

IWY vs. SCHG - Drawdown Comparison


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-13.06%
-13.75%
IWY
SCHG

Volatility

IWY vs. SCHG - Volatility Comparison

undefined (IWY) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 6.98% and 7.09%, 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.


3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2025FebruaryMarch
6.98%
7.09%
IWY
SCHG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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