LGILX vs. VUG
LGILX (Schwab Select Large Cap Growth Fund) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds. Over the past 10 years, LGILX returned 13.58%/yr vs 17.38%/yr for VUG. Their 0.95 correlation means they have historically moved very closely together. LGILX charges 0.71%/yr vs 0.03%/yr for VUG.
Performance
LGILX vs. VUG - Performance Comparison
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Returns By Period
In the year-to-date period, LGILX achieves a -0.46% return, which is significantly lower than VUG's 5.02% return. Over the past 10 years, LGILX has underperformed VUG with an annualized return of 13.58%, while VUG has yielded a comparatively higher 17.38% annualized return.
LGILX
- 1D
- 2.76%
- 1M
- -3.92%
- 6M
- 0.08%
- YTD
- -0.46%
- 1Y
- -5.09%
- 3Y*
- 11.98%
- 5Y*
- 4.24%
- 10Y*
- 13.58%
- ALL TIME*
- 7.47%
VUG
- 1D
- 1.10%
- 1M
- -0.35%
- 6M
- 6.39%
- YTD
- 5.02%
- 1Y
- 15.36%
- 3Y*
- 21.19%
- 5Y*
- 12.16%
- 10Y*
- 17.38%
- ALL TIME*
- 12.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $556.11M | $661.72M | $650.91M |
LGILX vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGILX Schwab Select Large Cap Growth Fund | -0.46% | -0.54% | 31.98% | 48.08% | -38.11% | 20.06% | 38.40% | 32.59% | 2.00% | 33.89% |
VUG Vanguard Growth ETF | 5.02% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Correlation
The correlation between LGILX and VUG is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.98 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.98 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.95 |
The correlation between LGILX and VUG has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
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Return for Risk
LGILX vs. VUG — Risk / Return Rank
LGILX
VUG
LGILX vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Select Large Cap Growth Fund (LGILX) and Vanguard Growth ETF (VUG). 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.
| LGILX | VUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.13 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 0.78 | -1.05 |
| Martin ratioReturn relative to average drawdown | -0.56 | 2.47 | -3.02 |
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Drawdowns
LGILX vs. VUG - Drawdown Comparison
The maximum LGILX drawdown since its inception was -67.74%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for LGILX and VUG.
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Drawdown Indicators
| LGILX | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.74% | -50.68% | -17.06% |
Max Drawdown (1Y)Largest decline over 1 year | -26.18% | -16.53% | -9.65% |
Max Drawdown (3Y)Largest decline over 3 years | -26.18% | -22.85% | -3.33% |
Max Drawdown (5Y)Largest decline over 5 years | -43.00% | -35.61% | -7.39% |
Max Drawdown (10Y)Largest decline over 10 years | -43.00% | -35.61% | -7.39% |
Current DrawdownCurrent decline from peak | -16.69% | -5.53% | -11.16% |
Average DrawdownAverage peak-to-trough decline | -21.22% | -7.08% | -14.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.81% | 5.20% | +7.61% |
Volatility
LGILX vs. VUG - Volatility Comparison
Schwab Select Large Cap Growth Fund (LGILX) has a higher volatility of 6.10% compared to Vanguard Growth ETF (VUG) at 5.58%. This indicates that LGILX's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGILX | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 5.58% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 14.19% | 14.24% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.91% | 17.74% | +5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.50% | 22.49% | +4.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.19% | 21.55% | +2.64% |
LGILX vs. VUG - Expense Ratio Comparison
LGILX has a 0.71% expense ratio, which is higher than VUG's 0.03% expense ratio.
Dividends
LGILX vs. VUG - Dividend Comparison
LGILX has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.40%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGILX Schwab Select Large Cap Growth Fund | 0.00% | 0.00% | 7.95% | 18.16% | 13.58% | 13.58% | 5.22% | 8.46% | 8.42% | 13.64% | 1.65% | 0.00% |
VUG Vanguard Growth ETF | 0.40% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Frequently Asked Questions
With a correlation of 0.97, LGILX and VUG 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.
LGILX has higher volatility (6.10%) compared to VUG (5.58%). In terms of maximum drawdown, LGILX dropped -67.74% vs VUG's -50.68%.
VUG currently has the higher Sharpe Ratio (0.72 vs -0.31), 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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