LGH vs. SCHX
Compare and contrast key facts about HCM Defender 500 Index ETF (LGH) and Schwab U.S. Large-Cap ETF (SCHX).
LGH and SCHX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LGH is a passively managed fund by Howard Capital Management that tracks the performance of the HCM Defender 500 Index. It was launched on Oct 10, 2019. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009. Both LGH and SCHX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
LGH vs. SCHX - Performance Comparison
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LGH vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LGH HCM Defender 500 Index ETF | -7.73% | 19.47% | 27.00% | 24.19% | -27.37% | 39.92% | 18.51% | 11.06% |
SCHX Schwab U.S. Large-Cap ETF | -3.70% | 17.46% | 24.88% | 26.84% | -19.41% | 26.81% | 20.81% | 10.29% |
Returns By Period
In the year-to-date period, LGH achieves a -7.73% return, which is significantly lower than SCHX's -3.70% return.
LGH
- 1D
- 0.39%
- 1M
- -7.16%
- YTD
- -7.73%
- 6M
- -5.48%
- 1Y
- 18.42%
- 3Y*
- 18.20%
- 5Y*
- 10.08%
- 10Y*
- —
SCHX
- 1D
- 0.78%
- 1M
- -4.31%
- YTD
- -3.70%
- 6M
- -1.70%
- 1Y
- 17.91%
- 3Y*
- 18.55%
- 5Y*
- 11.30%
- 10Y*
- 14.02%
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LGH vs. SCHX - Expense Ratio Comparison
LGH has a 1.23% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Return for Risk
LGH vs. SCHX — Risk / Return Rank
LGH
SCHX
LGH vs. SCHX - 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. Large-Cap ETF (SCHX). 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 | SCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.98 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.50 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 1.51 | +0.16 |
Martin ratioReturn relative to average drawdown | 5.79 | 7.02 | -1.23 |
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 | SCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.98 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.66 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.80 | -0.10 |
Correlation
The correlation between LGH and SCHX is 0.93, 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
LGH vs. SCHX - Dividend Comparison
LGH's dividend yield for the trailing twelve months is around 0.42%, less than SCHX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGH HCM Defender 500 Index ETF | 0.42% | 0.38% | 0.40% | 0.63% | 0.61% | 0.14% | 0.23% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.16% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
Drawdowns
LGH vs. SCHX - Drawdown Comparison
The maximum LGH drawdown since its inception was -29.60%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for LGH and SCHX.
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Drawdown Indicators
| LGH | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.60% | -34.33% | +4.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -12.19% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -29.38% | -25.41% | -3.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.33% | — |
Current DrawdownCurrent decline from peak | -9.85% | -5.67% | -4.18% |
Average DrawdownAverage peak-to-trough decline | -9.57% | -4.00% | -5.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 2.62% | +0.64% |
Volatility
LGH vs. SCHX - Volatility Comparison
HCM Defender 500 Index ETF (LGH) and Schwab U.S. Large-Cap ETF (SCHX) have volatilities of 5.12% and 5.36%, 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
| LGH | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 5.36% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 9.67% | +2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.03% | 18.33% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.68% | 17.13% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.94% | 18.13% | +1.81% |