SCHD vs. SCHG
Compare and contrast key facts about Schwab US Dividend Equity ETF (SCHD) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHD and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. 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 SCHD 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: SCHD or SCHG.
Performance
SCHD vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, SCHD achieves a 16.26% return, which is significantly lower than SCHG's 32.53% return. Over the past 10 years, SCHD has underperformed SCHG with an annualized return of 11.40%, while SCHG has yielded a comparatively higher 16.49% annualized return.
SCHD
16.26%
0.84%
10.89%
25.41%
12.67%
11.40%
SCHG
32.53%
2.62%
15.29%
38.57%
20.39%
16.49%
Key characteristics
| SCHD | SCHG | |
|---|---|---|
| Sharpe Ratio | 2.27 | 2.25 |
| Sortino Ratio | 3.27 | 2.93 |
| Omega Ratio | 1.40 | 1.41 |
| Calmar Ratio | 3.34 | 3.09 |
| Martin Ratio | 12.25 | 12.27 |
| Ulcer Index | 2.05% | 3.11% |
| Daily Std Dev | 11.06% | 17.00% |
| Max Drawdown | -33.37% | -34.59% |
| Current Drawdown | -1.54% | -1.51% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SCHD vs. SCHG - Expense Ratio Comparison
SCHD has a 0.06% expense ratio, which is higher than SCHG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between SCHD and SCHG is 0.71, 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.
Risk-Adjusted Performance
SCHD vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab US Dividend Equity ETF (SCHD) 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
SCHD vs. SCHG - Dividend Comparison
SCHD's dividend yield for the trailing twelve months is around 3.40%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 3.40% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
SCHD vs. SCHG - Drawdown Comparison
The maximum SCHD drawdown since its inception was -33.37%, roughly equal to the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SCHD and SCHG. For additional features, visit the drawdowns tool.
Volatility
SCHD vs. SCHG - Volatility Comparison
The current volatility for Schwab US Dividend Equity ETF (SCHD) is 3.39%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.78%. This indicates that SCHD 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.