MSM vs. SCHG
Compare and contrast key facts about MSC Industrial Direct Co., Inc. (MSM) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
MSM vs. SCHG - Performance Comparison
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MSM vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSM MSC Industrial Direct Co., Inc. | 10.86% | 17.41% | -23.40% | 28.52% | 0.90% | 3.09% | 25.33% | 5.76% | -18.26% | 6.96% |
SCHG Schwab U.S. Large-Cap Growth ETF | -10.59% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, MSM achieves a 10.86% return, which is significantly higher than SCHG's -10.59% return. Over the past 10 years, MSM has underperformed SCHG with an annualized return of 6.59%, while SCHG has yielded a comparatively higher 16.83% annualized return.
MSM
- 1D
- 2.56%
- 1M
- -1.67%
- YTD
- 10.86%
- 6M
- 2.18%
- 1Y
- 23.87%
- 3Y*
- 7.25%
- 5Y*
- 4.07%
- 10Y*
- 6.59%
SCHG
- 1D
- 3.67%
- 1M
- -5.12%
- YTD
- -10.59%
- 6M
- -8.51%
- 1Y
- 16.81%
- 3Y*
- 21.91%
- 5Y*
- 12.55%
- 10Y*
- 16.83%
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Return for Risk
MSM vs. SCHG — Risk / Return Rank
MSM
SCHG
MSM vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MSC Industrial Direct Co., Inc. (MSM) 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.
| MSM | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.75 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.46 | 1.23 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.17 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.01 | 1.03 | +0.98 |
Martin ratioReturn relative to average drawdown | 4.73 | 3.54 | +1.19 |
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
| MSM | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.75 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.57 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.79 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.79 | -0.53 |
Correlation
The correlation between MSM and SCHG is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MSM vs. SCHG - Dividend Comparison
MSM's dividend yield for the trailing twelve months is around 3.73%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSM MSC Industrial Direct Co., Inc. | 3.73% | 4.07% | 4.47% | 3.16% | 3.72% | 3.57% | 13.63% | 3.52% | 3.08% | 1.89% | 1.88% | 2.90% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
MSM vs. SCHG - Drawdown Comparison
The maximum MSM drawdown since its inception was -76.60%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MSM and SCHG.
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Drawdown Indicators
| MSM | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.60% | -34.59% | -42.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.86% | -16.41% | +4.55% |
Max Drawdown (5Y)Largest decline over 5 years | -29.31% | -34.59% | +5.28% |
Max Drawdown (10Y)Largest decline over 10 years | -48.17% | -34.59% | -13.58% |
Current DrawdownCurrent decline from peak | -3.44% | -13.34% | +9.90% |
Average DrawdownAverage peak-to-trough decline | -19.49% | -5.22% | -14.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.04% | 4.78% | +0.26% |
Volatility
MSM vs. SCHG - Volatility Comparison
MSC Industrial Direct Co., Inc. (MSM) has a higher volatility of 8.51% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.67%. This indicates that MSM's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSM | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.51% | 6.67% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 19.63% | 12.51% | +7.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.29% | 22.43% | +5.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.47% | 22.32% | +2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.50% | 21.51% | +4.99% |