QGRPX vs. SCHG

Last updated Apr 2, 2026

Compare and contrast key facts about UBS US Quality Growth At Reasonable Price Fund (QGRPX) and Schwab U.S. Large-Cap Growth ETF (SCHG).

QGRPX is managed by UBS. It was launched on Jul 8, 2020. 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

QGRPX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS US Quality Growth At Reasonable Price Fund (QGRPX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

QGRPX vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
QGRPX UBS US Quality Growth At Reasonable Price Fund	-11.21%	15.51%	25.13%	35.52%	-25.57%	29.14%	14.62%
SCHG Schwab U.S. Large-Cap Growth ETF	-9.73%	17.50%	34.95%	50.10%	-31.80%	28.11%	21.40%

Returns By Period

In the year-to-date period, QGRPX achieves a -11.21% return, which is significantly lower than SCHG's -9.73% return.

QGRPX

• 1D: 3.61%
• 1M: -5.51%
• YTD: -11.21%
• 6M: -10.79%
• 1Y: 9.83%
• 3Y*: 16.82%
• 5Y*: 9.75%
• 10Y*: —

SCHG

• 1D: 0.96%
• 1M: -4.46%
• YTD: -9.73%
• 6M: -8.15%
• 1Y: 17.00%
• 3Y*: 22.30%
• 5Y*: 12.76%
• 10Y*: 16.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

QGRPX vs. SCHG - Expense Ratio Comparison

QGRPX has a 0.50% expense ratio, which is higher than SCHG's 0.04% expense ratio.

QGRPX

UBS US Quality Growth At Reasonable Price Fund

SCHG

Schwab U.S. Large-Cap Growth ETF

Return for Risk

QGRPX vs. SCHG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QGRPX

QGRPX Risk / Return Rank: 15
QGRPX Sharpe Ratio Rank: 18
QGRPX Sortino Ratio Rank: 21
QGRPX Omega Ratio Rank: 20
QGRPX Calmar Ratio Rank: 9
QGRPX Martin Ratio Rank: 9

SCHG

SCHG Risk / Return Rank: 41
SCHG Sharpe Ratio Rank: 39
SCHG Sortino Ratio Rank: 43
SCHG Omega Ratio Rank: 42
SCHG Calmar Ratio Rank: 40
SCHG Martin Ratio Rank: 39

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QGRPX vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS US Quality Growth At Reasonable Price Fund (QGRPX) 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.

	QGRPX	SCHG	Difference
Sharpe ratio Return per unit of total volatility	0.54	0.76	-0.22
Sortino ratio Return per unit of downside risk	0.95	1.24	-0.29
Omega ratio Gain probability vs. loss probability	1.13	1.17	-0.04
Calmar ratio Return relative to maximum drawdown	0.21	1.09	-0.89
Martin ratio Return relative to average drawdown	0.68	3.71	-3.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QGRPX vs. SCHG - Sharpe Ratio Comparison

The current QGRPX Sharpe Ratio is 0.54, which is comparable to the SCHG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of QGRPX and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QGRPX	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.54	0.76	-0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.57	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.79	-0.16

Correlation

The correlation between QGRPX and SCHG is 0.94, 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

QGRPX vs. SCHG - Dividend Comparison

QGRPX's dividend yield for the trailing twelve months is around 6.94%, more than SCHG's 0.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QGRPX UBS US Quality Growth At Reasonable Price Fund	6.94%	6.16%	3.62%	0.42%	1.00%	2.84%	0.37%	0.00%	0.00%	0.00%	0.00%	0.00%
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

QGRPX vs. SCHG - Drawdown Comparison

The maximum QGRPX drawdown since its inception was -30.28%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for QGRPX and SCHG.

Drawdown Indicators

	QGRPX	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-30.28%	-34.59%	+4.31%
Max Drawdown (1Y) Largest decline over 1 year	-17.45%	-16.41%	-1.04%
Max Drawdown (5Y) Largest decline over 5 years	-30.28%	-34.59%	+4.31%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.59%	—
Current Drawdown Current decline from peak	-14.47%	-12.51%	-1.96%
Average Drawdown Average peak-to-trough decline	-7.65%	-5.22%	-2.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.30%	4.84%	+0.46%

Volatility

QGRPX vs. SCHG - Volatility Comparison

The current volatility for UBS US Quality Growth At Reasonable Price Fund (QGRPX) is 6.13%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. This indicates that QGRPX 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.

Volatility by Period

	QGRPX	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.13%	6.77%	-0.64%
Volatility (6M) Calculated over the trailing 6-month period	11.43%	12.54%	-1.11%
Volatility (1Y) Calculated over the trailing 1-year period	21.16%	22.45%	-1.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.60%	22.31%	-2.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.43%	21.51%	-2.08%