REGS vs. SCHG

Last updated Jul 4, 2026

REGS (Columbia Large Cap Growth ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both Large Cap Growth Equities funds. REGS is actively managed, while SCHG is passively managed. Their correlation of 0.93 suggests significant overlap in exposure. REGS charges 0.35%/yr vs 0.04%/yr for SCHG.

Performance

REGS vs. SCHG - Performance Comparison

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

Returns By Period

REGS

• 1D: -1.06%
• 1M: -4.44%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHG

• 1D: 0.03%
• 1M: -1.49%
• 6M: 5.22%
• YTD: 4.83%
• 1Y: 16.46%
• 3Y*: 22.65%
• 5Y*: 13.51%
• 10Y*: 18.70%

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

REGS vs. SCHG - Yearly Performance Comparison

	2026 (YTD)
REGS Columbia Large Cap Growth ETF	9.85%
SCHG Schwab U.S. Large-Cap Growth ETF	14.33%

Correlation

The correlation between REGS and SCHG is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 16, 2026	0.93

Return for Risk

REGS vs. SCHG — Risk / Return Rank

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

REGS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SCHG

SCHG Risk / Return Rank: 31
SCHG Sharpe Ratio Rank: 34
SCHG Sortino Ratio Rank: 33
SCHG Omega Ratio Rank: 33
SCHG Calmar Ratio Rank: 25
SCHG Martin Ratio Rank: 29

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.

REGS vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Large Cap Growth ETF (REGS) 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.

	REGS	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	—	1.09	—
Sortino ratio: Return per unit of downside risk	—	1.54	—
Omega ratio: Gain probability vs. loss probability	—	1.20	—
Calmar ratio: Return relative to maximum drawdown	—	1.08	—
Martin ratio: Return relative to average drawdown	—	3.47	—

Drawdowns

REGS vs. SCHG - Drawdown Comparison

The maximum REGS drawdown since its inception was -7.59%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for REGS and SCHG.

Drawdown Indicators

	REGS	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-7.59%	-34.59%	+27.00%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.41%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.39%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.59%	—
Current Drawdown Current decline from peak	-5.84%	-3.24%	-2.60%
Average Drawdown Average peak-to-trough decline	-2.22%	-5.20%	+2.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.10%	—

Volatility

Volatility by Period

	REGS	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.33%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.69%	—
Volatility (1Y) Calculated over the trailing 1-year period	20.25%	16.28%	+3.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.25%	22.40%	-2.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.25%	21.56%	-1.31%

REGS vs. SCHG - Expense Ratio Comparison

REGS has a 0.35% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

REGS vs. SCHG - Dividend Comparison

REGS has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.39%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
REGS Columbia Large Cap Growth ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	0.39%	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 REGS and SCHG in my portfolio?

With a correlation of 0.93, REGS and SCHG 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.

Which ETF is better, REGS or SCHG?

On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, REGS or SCHG?

SCHG is cheaper with a 0.04% expense ratio, compared with 0.35% for REGS.

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

SCHG has the higher dividend yield at 0.39%, compared with 0.00% for REGS.

What is the main difference between REGS and SCHG?

They also come from different issuers: Columbia Threadneedle and Charles Schwab. Their fees differ too: 0.35% for REGS and 0.04% for SCHG.