SCHAX vs. SCHG
Compare and contrast key facts about Franklin Multi-Asset Growth Fund (SCHAX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHAX is managed by Franklin Templeton. It was launched on Feb 4, 1996. 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
SCHAX vs. SCHG - Performance Comparison
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SCHAX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHAX Franklin Multi-Asset Growth Fund | -5.88% | 16.36% | 16.62% | 17.14% | -14.05% | 17.06% | 8.64% | 21.47% | -9.13% | 15.25% |
SCHG Schwab U.S. Large-Cap Growth ETF | -10.59% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, SCHAX achieves a -5.88% return, which is significantly higher than SCHG's -10.59% return. Over the past 10 years, SCHAX has underperformed SCHG with an annualized return of 8.42%, while SCHG has yielded a comparatively higher 16.83% annualized return.
SCHAX
- 1D
- -0.29%
- 1M
- -8.01%
- YTD
- -5.88%
- 6M
- -3.58%
- 1Y
- 12.34%
- 3Y*
- 12.45%
- 5Y*
- 7.03%
- 10Y*
- 8.42%
SCHG
- 1D
- 3.67%
- 1M
- -5.12%
- YTD
- -10.59%
- 6M
- -8.51%
- 1Y
- 16.81%
- 3Y*
- 21.91%
- 5Y*
- 12.55%
- 10Y*
- 16.83%
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SCHAX vs. SCHG - Expense Ratio Comparison
SCHAX has a 0.43% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
SCHAX vs. SCHG — Risk / Return Rank
SCHAX
SCHG
SCHAX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Multi-Asset Growth Fund (SCHAX) 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.
| SCHAX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.75 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.23 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.03 | -0.08 |
Martin ratioReturn relative to average drawdown | 4.46 | 3.54 | +0.92 |
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
| SCHAX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.75 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.57 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.79 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.79 | -0.44 |
Correlation
The correlation between SCHAX and SCHG is 0.88, 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
SCHAX vs. SCHG - Dividend Comparison
SCHAX's dividend yield for the trailing twelve months is around 11.75%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHAX Franklin Multi-Asset Growth Fund | 11.75% | 11.06% | 6.23% | 5.47% | 8.83% | 7.37% | 4.95% | 5.78% | 6.27% | 11.21% | 4.27% | 11.46% |
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
SCHAX vs. SCHG - Drawdown Comparison
The maximum SCHAX drawdown since its inception was -54.85%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SCHAX and SCHG.
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Drawdown Indicators
| SCHAX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.85% | -34.59% | -20.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -16.41% | +5.25% |
Max Drawdown (5Y)Largest decline over 5 years | -25.61% | -34.59% | +8.98% |
Max Drawdown (10Y)Largest decline over 10 years | -32.00% | -34.59% | +2.59% |
Current DrawdownCurrent decline from peak | -8.69% | -13.34% | +4.65% |
Average DrawdownAverage peak-to-trough decline | -11.06% | -5.22% | -5.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 4.78% | -2.40% |
Volatility
SCHAX vs. SCHG - Volatility Comparison
The current volatility for Franklin Multi-Asset Growth Fund (SCHAX) is 4.38%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.67%. This indicates that SCHAX 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
| SCHAX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 6.67% | -2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 8.75% | 12.51% | -3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.18% | 22.43% | -6.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 22.32% | -7.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.86% | 21.51% | -6.65% |