LGH vs. SCHB
LGH (HCM Defender 500 Index ETF) and SCHB (Schwab U.S. Broad Market ETF) are both Large Cap Blend Equities funds - LGH tracks the HCM Defender 500 Index while SCHB tracks the Dow Jones U.S. Broad Stock Market Index. Both are passively managed. Over the past 5 years, LGH returned 11.27%/yr vs 12.76%/yr for SCHB. Their correlation of 0.92 suggests significant overlap in exposure. LGH charges 1.23%/yr vs 0.03%/yr for SCHB.
Performance
LGH vs. SCHB - Performance Comparison
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Returns By Period
In the year-to-date period, LGH achieves a 4.82% return, which is significantly lower than SCHB's 11.28% return.
LGH
- 1D
- -0.92%
- 1M
- 7.14%
- YTD
- 4.82%
- 6M
- 4.52%
- 1Y
- 26.30%
- 3Y*
- 20.78%
- 5Y*
- 11.27%
- 10Y*
- —
SCHB
- 1D
- -0.72%
- 1M
- 5.01%
- YTD
- 11.28%
- 6M
- 11.12%
- 1Y
- 28.12%
- 3Y*
- 22.11%
- 5Y*
- 12.76%
- 10Y*
- 15.04%
LGH vs. SCHB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LGH HCM Defender 500 Index ETF | 4.82% | 19.47% | 27.00% | 24.19% | -27.37% | 39.92% | 18.51% | 11.06% |
SCHB Schwab U.S. Broad Market ETF | 11.28% | 16.94% | 23.93% | 26.16% | -19.46% | 25.84% | 20.76% | 10.38% |
Correlation
The correlation between LGH and SCHB is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2019 | 0.92 |
The correlation between LGH and SCHB has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.
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Return for Risk
LGH vs. SCHB — Risk / Return Rank
LGH
SCHB
LGH vs. SCHB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HCM Defender 500 Index ETF (LGH) 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.
| LGH | SCHB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.42 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 3.17 | -0.83 |
| Martin ratioReturn relative to average drawdown | 7.55 | 14.55 | -6.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LGH | SCHB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 2.33 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.74 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.83 | -0.03 |
Drawdowns
LGH vs. SCHB - Drawdown Comparison
The maximum LGH drawdown since its inception was -29.60%, smaller than the maximum SCHB drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for LGH and SCHB.
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Drawdown Indicators
| LGH | SCHB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.60% | -35.27% | +5.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -8.91% | -2.38% |
Max Drawdown (3Y)Largest decline over 3 years | -18.42% | -19.34% | +0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -29.38% | -25.41% | -3.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.27% | — |
Current DrawdownCurrent decline from peak | -0.92% | -0.72% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -9.42% | -4.12% | -5.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 1.94% | +1.55% |
Volatility
LGH vs. SCHB - Volatility Comparison
HCM Defender 500 Index ETF (LGH) has a higher volatility of 4.07% compared to Schwab U.S. Broad Market ETF (SCHB) at 3.01%. This indicates that LGH's price experiences larger fluctuations and is considered to be riskier than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGH | SCHB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 3.01% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.86% | 9.14% | +1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.41% | 12.12% | +3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.52% | 17.24% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.78% | 18.32% | +1.46% |
LGH vs. SCHB - Expense Ratio Comparison
LGH has a 1.23% expense ratio, which is higher than SCHB's 0.03% expense ratio.
Dividends
LGH vs. SCHB - Dividend Comparison
LGH's dividend yield for the trailing twelve months is around 0.37%, less than SCHB's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGH HCM Defender 500 Index ETF | 0.37% | 0.38% | 0.40% | 0.63% | 0.61% | 0.14% | 0.23% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHB Schwab U.S. Broad Market ETF | 1.02% | 1.11% | 1.24% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.00% | 1.65% | 1.86% | 2.00% |
Frequently Asked Questions
With a correlation of 0.96, LGH and SCHB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
LGH has higher volatility (4.07%) compared to SCHB (3.01%). In terms of maximum drawdown, LGH dropped -29.60% vs SCHB's -35.27%.
On 5-year performance, SCHB leads with 12.76% vs 11.27% for LGH. On fees, SCHB is cheaper at 0.03% per year. On volatility, SCHB has been the lower-risk option at 3.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SCHB has performed better with a 12.76% return vs 11.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHB is cheaper with a 0.03% expense ratio, compared with 1.23% for LGH.
SCHB has the higher dividend yield at 1.02%, compared with 0.37% for LGH.
LGH tracks HCM Defender 500 Index, while SCHB tracks Dow Jones U.S. Broad Stock Market Index. They also come from different issuers: Howard Capital Management and Charles Schwab. Their fees differ too: 1.23% for LGH and 0.03% for SCHB.
SCHB currently has the higher Sharpe Ratio (2.33 vs 1.72), 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.
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