QGRO vs. SCHG
QGRO (American Century STOXX U.S. Quality Growth ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both Large Cap Growth Equities funds - QGRO tracks the iSTOXX American Century USA Quality Growth (USD)(GR) while SCHG tracks the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Both are passively managed. Over the past 5 years, QGRO returned 12.25%/yr vs 15.67%/yr for SCHG. Their correlation of 0.90 suggests significant overlap in exposure. QGRO charges 0.29%/yr vs 0.04%/yr for SCHG.
Performance
QGRO vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, QGRO achieves a 2.33% return, which is significantly lower than SCHG's 6.78% return.
QGRO
- 1D
- 0.14%
- 1M
- 3.95%
- YTD
- 2.33%
- 6M
- 2.50%
- 1Y
- 10.57%
- 3Y*
- 21.27%
- 5Y*
- 12.25%
- 10Y*
- —
SCHG
- 1D
- 0.35%
- 1M
- 4.73%
- YTD
- 6.78%
- 6M
- 6.01%
- 1Y
- 24.63%
- 3Y*
- 25.14%
- 5Y*
- 15.67%
- 10Y*
- 18.74%
QGRO vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QGRO American Century STOXX U.S. Quality Growth ETF | 2.33% | 15.18% | 31.42% | 32.42% | -24.54% | 24.57% | 37.99% | 35.09% | -16.85% |
SCHG Schwab U.S. Large-Cap Growth ETF | 6.78% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -14.41% |
Correlation
The correlation between QGRO and SCHG is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2018 | 0.90 |
The correlation between QGRO and SCHG has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.
QGRO vs. SCHG - Sectors Allocation Comparison
Sectors
QGRO
SCHG
Technology
Industrials
Healthcare
Consumer Cyclical
Communication Services
Financial Services
Consumer Defensive
Energy
Utilities
Real Estate
Basic Materials
Technology
QGRO
SCHG
Industrials
QGRO
SCHG
Healthcare
QGRO
SCHG
Consumer Cyclical
QGRO
SCHG
Communication Services
QGRO
SCHG
Financial Services
QGRO
SCHG
Consumer Defensive
QGRO
SCHG
Energy
QGRO
SCHG
Utilities
QGRO
SCHG
Real Estate
QGRO
SCHG
Basic Materials
QGRO
SCHG
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Return for Risk
QGRO vs. SCHG — Risk / Return Rank
QGRO
SCHG
QGRO vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century STOXX U.S. Quality Growth ETF (QGRO) 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.
| QGRO | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.28 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.51 | -0.72 |
| Martin ratioReturn relative to average drawdown | 2.63 | 5.04 | -2.42 |
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
| QGRO | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.60 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.71 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.85 | -0.18 |
Drawdowns
QGRO vs. SCHG - Drawdown Comparison
The maximum QGRO drawdown since its inception was -32.56%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for QGRO and SCHG.
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Drawdown Indicators
| QGRO | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.56% | -34.59% | +2.03% |
Max Drawdown (1Y)Largest decline over 1 year | -13.54% | -16.41% | +2.87% |
Max Drawdown (3Y)Largest decline over 3 years | -23.82% | -23.39% | -0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -31.86% | -34.59% | +2.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -0.53% | -1.44% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -7.67% | -5.20% | -2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 4.90% | -0.87% |
Volatility
QGRO vs. SCHG - Volatility Comparison
The current volatility for American Century STOXX U.S. Quality Growth ETF (QGRO) is 3.37%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 3.61%. This indicates that QGRO experiences smaller price fluctuations and is considered to be less risky 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
| QGRO | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 3.61% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 11.70% | 11.62% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.32% | 15.49% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.05% | 22.26% | -1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.92% | 21.55% | +1.37% |
QGRO vs. SCHG - Expense Ratio Comparison
QGRO has a 0.29% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Dividends
QGRO vs. SCHG - Dividend Comparison
QGRO's dividend yield for the trailing twelve months is around 0.19%, less than SCHG's 0.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QGRO American Century STOXX U.S. Quality Growth ETF | 0.19% | 0.25% | 0.25% | 0.41% | 0.46% | 0.31% | 0.22% | 0.38% | 0.13% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.36% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Frequently Asked Questions
QGRO and SCHG have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHG has higher volatility (3.61%) compared to QGRO (3.37%). In terms of maximum drawdown, QGRO dropped -32.56% vs SCHG's -34.59%.
On 5-year performance, SCHG leads with 15.67% vs 12.25% for QGRO. On fees, SCHG is cheaper at 0.04% per year. On volatility, QGRO has been the lower-risk option at 3.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SCHG has performed better with a 15.67% return vs 12.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHG is cheaper with a 0.04% expense ratio, compared with 0.29% for QGRO.
SCHG has the higher dividend yield at 0.36%, compared with 0.19% for QGRO.
QGRO tracks iSTOXX American Century USA Quality Growth (USD)(GR), while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: American Century and Charles Schwab. Their fees differ too: 0.29% for QGRO and 0.04% for SCHG.
SCHG currently has the higher Sharpe Ratio (1.60 vs 0.69), 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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