QRFT vs. SCHG

Last updated Jun 26, 2026

QRFT (QRAFT AI Enhanced U.S. Large Cap ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both Large Cap Growth Equities funds. QRFT is actively managed, while SCHG is passively managed. Over the past 5 years, QRFT returned 10.80%/yr vs 13.03%/yr for SCHG. Their correlation of 0.89 suggests significant overlap in exposure. QRFT charges 0.75%/yr vs 0.04%/yr for SCHG.

Performance

QRFT vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QRFT achieves a 9.56% return, which is significantly higher than SCHG's 0.23% return.

QRFT

• 1D: 0.32%
• 1M: -2.15%
• YTD: 9.56%
• 6M: 8.11%
• 1Y: 23.13%
• 3Y*: 20.40%
• 5Y*: 10.80%
• 10Y*: —

SCHG

• 1D: -1.09%
• 1M: -5.54%
• YTD: 0.23%
• 6M: -1.26%
• 1Y: 14.41%
• 3Y*: 22.19%
• 5Y*: 13.03%
• 10Y*: 18.78%

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

QRFT vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
QRFT QRAFT AI Enhanced U.S. Large Cap ETF	9.56%	17.95%	21.36%	24.16%	-22.69%	22.74%	40.05%	15.22%
SCHG Schwab U.S. Large-Cap Growth ETF	0.23%	17.50%	34.95%	50.10%	-31.80%	28.11%	39.14%	17.02%

Correlation

The correlation between QRFT and SCHG is 0.90, 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (All Time) Calculated using the full available price history since May 21, 2019	0.89

The correlation between QRFT and SCHG has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

QRFT vs. SCHG - Sectors Allocation Comparison

Sectors	QRFT	SCHG
Technology	38.7%	46.7%
Consumer Cyclical	12.1%	12.4%
Financial Services	10.6%	6.6%
Healthcare	8.6%	8.4%
Industrials	8.4%	6.0%
Communication Services	8.2%	15.3%
Energy	4.3%	0.7%
Consumer Defensive	4.2%	1.6%
Basic Materials	1.7%	1.3%
Real Estate	1.6%	0.5%
Utilities	1.5%	0.4%

Return for Risk

QRFT vs. SCHG — Risk / Return Rank

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

QRFT

QRFT Risk / Return Rank: 58
QRFT Sharpe Ratio Rank: 56
QRFT Sortino Ratio Rank: 54
QRFT Omega Ratio Rank: 54
QRFT Calmar Ratio Rank: 59
QRFT Martin Ratio Rank: 67

SCHG

SCHG Risk / Return Rank: 25
SCHG Sharpe Ratio Rank: 27
SCHG Sortino Ratio Rank: 26
SCHG Omega Ratio Rank: 26
SCHG Calmar Ratio Rank: 21
SCHG Martin Ratio Rank: 24

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.

QRFT vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) 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.

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.

	QRFT	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	1.67	0.89	+0.77
Sortino ratio: Return per unit of downside risk	2.29	1.29	+1.00
Omega ratio: Gain probability vs. loss probability	1.30	1.16	+0.14
Calmar ratio: Return relative to maximum drawdown	2.55	0.88	+1.66
Martin ratio: Return relative to average drawdown	10.72	2.86	+7.86

QRFT vs. SCHG - Sharpe Ratio Comparison

The current QRFT Sharpe Ratio is 1.67, which is higher than the SCHG Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of QRFT and SCHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QRFT vs. SCHG - Drawdown Comparison

The maximum QRFT drawdown since its inception was -30.19%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for QRFT and SCHG.

Drawdown Indicators

	QRFT	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-30.19%	-34.59%	+4.40%
Max Drawdown (1Y) Largest decline over 1 year	-9.12%	-16.41%	+7.29%
Max Drawdown (3Y) Largest decline over 3 years	-19.99%	-23.39%	+3.40%
Max Drawdown (5Y) Largest decline over 5 years	-28.20%	-34.59%	+6.39%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.59%	—
Current Drawdown Current decline from peak	-3.03%	-7.50%	+4.47%
Average Drawdown Average peak-to-trough decline	-6.75%	-5.20%	-1.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	5.05%	-2.89%

Volatility

QRFT vs. SCHG - Volatility Comparison

QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 5.69% and 5.91%, 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.

Volatility by Period

	QRFT	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.69%	5.91%	-0.22%
Volatility (6M) Calculated over the trailing 6-month period	11.11%	12.49%	-1.38%
Volatility (1Y) Calculated over the trailing 1-year period	13.93%	16.18%	-2.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.48%	22.39%	-4.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.12%	21.58%	-1.46%

QRFT vs. SCHG - Expense Ratio Comparison

QRFT has a 0.75% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

QRFT vs. SCHG - Dividend Comparison

QRFT's dividend yield for the trailing twelve months is around 0.26%, less than SCHG's 0.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QRFT QRAFT AI Enhanced U.S. Large Cap ETF	0.26%	0.27%	0.52%	0.77%	0.83%	0.05%	1.81%	4.00%	0.00%	0.00%	0.00%	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	0.40%	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

Can I hold both QRFT and SCHG in my portfolio?

QRFT and SCHG have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QRFT or SCHG?

SCHG has higher volatility (5.91%) compared to QRFT (5.69%). In terms of maximum drawdown, QRFT dropped -30.19% vs SCHG's -34.59%.

Which ETF is better, QRFT or SCHG?

On 5-year performance, SCHG leads with 13.03% vs 10.80% for QRFT. On fees, SCHG is cheaper at 0.04% per year. On volatility, QRFT has been the lower-risk option at 5.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QRFT or SCHG?

Over the 5-year period, SCHG has performed better with a 13.03% return vs 10.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QRFT or SCHG?

SCHG is cheaper with a 0.04% expense ratio, compared with 0.75% for QRFT.

Which ETF pays a higher dividend yield, QRFT or SCHG?

SCHG has the higher dividend yield at 0.40%, compared with 0.26% for QRFT.

What is the main difference between QRFT and SCHG?

They also come from different issuers: Exchange Traded Concepts and Charles Schwab. Their fees differ too: 0.75% for QRFT and 0.04% for SCHG.

Which has better risk-adjusted returns?

QRFT currently has the higher Sharpe Ratio (1.67 vs 0.89), 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.