SCHB vs. SCHG
Compare and contrast key facts about Schwab U.S. Broad Market ETF (SCHB) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHB and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHB is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Broad Stock Market Total Return Index. It was launched on Nov 3, 2009. 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 Total Return Index. It was launched on Dec 11, 2009. Both SCHB and SCHG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHB or SCHG.
Key characteristics
| SCHB | SCHG | |
|---|---|---|
| YTD Return | 23.80% | 29.73% |
| 1Y Return | 44.91% | 51.35% |
| 3Y Return (Ann) | 9.66% | 10.58% |
| 5Y Return (Ann) | 16.48% | 20.59% |
| 10Y Return (Ann) | 14.81% | 16.54% |
| Sharpe Ratio | 3.74 | 3.20 |
| Sortino Ratio | 4.90 | 4.02 |
| Omega Ratio | 1.70 | 1.57 |
| Calmar Ratio | 3.99 | 3.88 |
| Martin Ratio | 24.33 | 17.26 |
| Ulcer Index | 1.92% | 3.08% |
| Daily Std Dev | 12.46% | 16.65% |
| Max Drawdown | -35.27% | -34.59% |
| Current Drawdown | -0.66% | 0.00% |
Correlation
The correlation between SCHB 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.
Performance
SCHB vs. SCHG - Performance Comparison
In the year-to-date period, SCHB achieves a 23.80% return, which is significantly lower than SCHG's 29.73% return. Over the past 10 years, SCHB has underperformed SCHG with an annualized return of 14.81%, while SCHG has yielded a comparatively higher 16.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SCHB vs. SCHG - Expense Ratio Comparison
SCHB has a 0.03% expense ratio, which is lower than SCHG's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SCHB vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Broad Market ETF (SCHB) 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.
Dividends
SCHB vs. SCHG - Dividend Comparison
SCHB's dividend yield for the trailing twelve months is around 2.99%, more than SCHG's 0.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHB Schwab U.S. Broad Market ETF | 2.99% | 2.04% | 3.89% | 3.60% | 2.28% | 2.59% | 6.12% | 4.96% | 5.64% | 5.05% | 4.30% | 3.17% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
SCHB vs. SCHG - Drawdown Comparison
The maximum SCHB drawdown since its inception was -35.27%, roughly equal to the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SCHB and SCHG. For additional features, visit the drawdowns tool.
Volatility
SCHB vs. SCHG - Volatility Comparison
The current volatility for Schwab U.S. Broad Market ETF (SCHB) is 2.72%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 3.75%. This indicates that SCHB 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.