SAGP vs. SCHG

Last updated Jun 3, 2026

SAGP (Strategas Global Policy Opportunities ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - SAGP is a Global Equities fund actively managed by Strategas, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. SAGP is actively managed, while SCHG is passively managed. Over the past 3 years, SAGP returned 15.15%/yr vs 25.53%/yr for SCHG. A 0.70 correlation means they provide meaningful diversification when combined. SAGP charges 0.65%/yr vs 0.04%/yr for SCHG.

Performance

SAGP vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategas Global Policy Opportunities ETF (SAGP) 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, SAGP achieves a 3.74% return, which is significantly lower than SCHG's 7.74% return.

SAGP

• 1D: -0.24%
• 1M: 0.11%
• YTD: 3.74%
• 6M: 6.16%
• 1Y: 15.69%
• 3Y*: 15.15%
• 5Y*: —
• 10Y*: —

SCHG

• 1D: -0.57%
• 1M: 5.91%
• YTD: 7.74%
• 6M: 7.31%
• 1Y: 27.05%
• 3Y*: 25.53%
• 5Y*: 16.21%
• 10Y*: 18.92%

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

SAGP vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SAGP Strategas Global Policy Opportunities ETF	3.74%	23.02%	12.03%	11.26%	-4.65%
SCHG Schwab U.S. Large-Cap Growth ETF	7.74%	17.50%	34.95%	50.10%	-20.31%

Correlation

The correlation between SAGP and SCHG is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (All Time) Calculated using the full available price history since Jan 26, 2022	0.70

The correlation between SAGP and SCHG shifts across timeframes, from 0.60 (3 years) to 0.70 (all time), reflecting how their relationship changes across market environments.

SAGP vs. SCHG - Sectors Allocation Comparison

Sectors	SAGP	SCHG
Healthcare	17.8%	7.7%
Industrials	16.8%	5.8%
Technology	15.2%	46.3%
Consumer Cyclical	7.1%	12.7%
Consumer Defensive	6.2%	1.7%
Financial Services	5.8%	6.7%
Communication Services	5.3%	16.0%
Basic Materials	2.6%	1.4%
Energy	2.1%	0.8%
Real Estate	0.3%	0.5%
Utilities	-	0.4%

Return for Risk

SAGP vs. SCHG — Risk / Return Rank

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

SAGP

SAGP Risk / Return Rank: 33
SAGP Sharpe Ratio Rank: 33
SAGP Sortino Ratio Rank: 33
SAGP Omega Ratio Rank: 31
SAGP Calmar Ratio Rank: 35
SAGP Martin Ratio Rank: 33

SCHG

SCHG Risk / Return Rank: 43
SCHG Sharpe Ratio Rank: 50
SCHG Sortino Ratio Rank: 48
SCHG Omega Ratio Rank: 49
SCHG Calmar Ratio Rank: 34
SCHG Martin Ratio Rank: 36

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.

SAGP vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategas Global Policy Opportunities ETF (SAGP) 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.

	SAGP	SCHG	Difference
Sharpe ratio Return per unit of total volatility	1.22	1.76	-0.54
Sortino ratio Return per unit of downside risk	1.78	2.37	-0.59
Omega ratio Gain probability vs. loss probability	1.21	1.31	-0.10
Calmar ratio Return relative to maximum drawdown	1.76	1.70	+0.06
Martin ratio Return relative to average drawdown	5.10	5.70	-0.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAGP vs. SCHG - Sharpe Ratio Comparison

The current SAGP Sharpe Ratio is 1.22, which is lower than the SCHG Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of SAGP 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.

Sharpe Ratios by Period

	SAGP	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.22	1.76	-0.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.73	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.85	-0.20

Drawdowns

SAGP vs. SCHG - Drawdown Comparison

The maximum SAGP drawdown since its inception was -22.90%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SAGP and SCHG.

Drawdown Indicators

	SAGP	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-22.90%	-34.59%	+11.69%
Max Drawdown (1Y) Largest decline over 1 year	-8.90%	-16.41%	+7.51%
Max Drawdown (3Y) Largest decline over 3 years	-12.52%	-23.39%	+10.87%
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	-4.59%	-0.57%	-4.02%
Average Drawdown Average peak-to-trough decline	-5.03%	-5.20%	+0.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.08%	4.90%	-1.82%

Volatility

SAGP vs. SCHG - Volatility Comparison

Strategas Global Policy Opportunities ETF (SAGP) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 3.20% and 3.31%, 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

	SAGP	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.20%	3.31%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	9.88%	11.56%	-1.68%
Volatility (1Y) Calculated over the trailing 1-year period	12.96%	15.45%	-2.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.53%	22.27%	-6.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.53%	21.55%	-6.02%

SAGP vs. SCHG - Expense Ratio Comparison

SAGP has a 0.65% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

SAGP vs. SCHG - Dividend Comparison

SAGP's dividend yield for the trailing twelve months is around 3.33%, more than SCHG's 0.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SAGP Strategas Global Policy Opportunities ETF	3.33%	3.45%	2.23%	0.94%	0.51%	0.00%	0.00%	0.00%	0.00%	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

Can I hold both SAGP and SCHG in my portfolio?

SAGP and SCHG have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SAGP or SCHG?

SCHG has higher volatility (3.31%) compared to SAGP (3.20%). In terms of maximum drawdown, SAGP dropped -22.90% vs SCHG's -34.59%.

Which ETF is better, SAGP or SCHG?

On 3-year performance, SCHG leads with 25.53% vs 15.15% for SAGP. On fees, SCHG is cheaper at 0.04% per year. On volatility, SAGP has been the lower-risk option at 3.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SAGP or SCHG?

Over the 3-year period, SCHG has performed better with a 25.53% return vs 15.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SAGP or SCHG?

SCHG is cheaper with a 0.04% expense ratio, compared with 0.65% for SAGP.

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

SAGP has the higher dividend yield at 3.33%, compared with 0.36% for SCHG.

What is the main difference between SAGP and SCHG?

SAGP is categorized as Global Equities, while SCHG is Large Cap Growth Equities. They also come from different issuers: Strategas and Charles Schwab. Their fees differ too: 0.65% for SAGP and 0.04% for SCHG.

Which has better risk-adjusted returns?

SCHG currently has the higher Sharpe Ratio (1.76 vs 1.22), 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.