SCHG vs. AGO
SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index, while AGO (Assured Guaranty Ltd.) is a stock. Over the past 10 years, SCHG returned 18.50%/yr vs 13.58%/yr for AGO. At a 0.43 correlation, their price movements are largely independent.
Performance
SCHG vs. AGO - Performance Comparison
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Returns By Period
In the year-to-date period, SCHG achieves a 2.58% return, which is significantly higher than AGO's -14.12% return. Over the past 10 years, SCHG has outperformed AGO with an annualized return of 18.50%, while AGO has yielded a comparatively lower 13.58% annualized return.
SCHG
- 1D
- 0.12%
- 1M
- -3.66%
- YTD
- 2.58%
- 6M
- 2.96%
- 1Y
- 20.32%
- 3Y*
- 22.68%
- 5Y*
- 14.33%
- 10Y*
- 18.50%
AGO
- 1D
- 1.08%
- 1M
- 0.94%
- YTD
- -14.12%
- 6M
- -14.45%
- 1Y
- -8.27%
- 3Y*
- 13.91%
- 5Y*
- 12.01%
- 10Y*
- 13.58%
SCHG vs. AGO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 2.58% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
AGO Assured Guaranty Ltd. | -14.12% | 1.44% | 22.08% | 22.52% | 26.20% | 62.33% | -33.94% | 30.12% | 14.95% | -9.03% |
Correlation
The correlation between SCHG and AGO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2009 | 0.43 |
Over the past year, the correlation between SCHG and AGO has dropped to 0.11 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
SCHG vs. AGO — Risk / Return Rank
SCHG
AGO
SCHG vs. AGO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth ETF (SCHG) and Assured Guaranty Ltd. (AGO). 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.
| SCHG | AGO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.57 | ||
| Sortino ratioReturn per unit of downside risk | +2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.95 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | -0.43 | +1.57 |
| Martin ratioReturn relative to average drawdown | 3.78 | -1.04 | +4.81 |
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Drawdowns
SCHG vs. AGO - Drawdown Comparison
The maximum SCHG drawdown since its inception was -34.59%, smaller than the maximum AGO drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for SCHG and AGO.
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Drawdown Indicators
| SCHG | AGO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -90.18% | +55.59% |
Max Drawdown (1Y)Largest decline over 1 year | -16.41% | -19.84% | +3.43% |
Max Drawdown (3Y)Largest decline over 3 years | -23.39% | -21.83% | -1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -34.59% | -30.23% | -4.36% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -61.48% | +26.89% |
Current DrawdownCurrent decline from peak | -5.33% | -17.86% | +12.53% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -19.83% | +14.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.96% | 8.12% | -3.16% |
Volatility
SCHG vs. AGO - Volatility Comparison
The current volatility for Schwab U.S. Large-Cap Growth ETF (SCHG) is 5.14%, while Assured Guaranty Ltd. (AGO) has a volatility of 5.98%. This indicates that SCHG experiences smaller price fluctuations and is considered to be less risky than AGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHG | AGO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 5.98% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 16.99% | -4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 21.62% | -5.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.33% | 27.30% | -4.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.58% | 33.96% | -12.38% |
Dividends
SCHG vs. AGO - Dividend Comparison
SCHG's dividend yield for the trailing twelve months is around 0.38%, less than AGO's 1.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGO Assured Guaranty Ltd. | 1.88% | 1.51% | 1.38% | 1.50% | 1.61% | 1.75% | 2.54% | 1.47% | 1.67% | 1.68% | 1.38% | 1.82% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 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
SCHG and AGO have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGO has higher volatility (5.98%) compared to SCHG (5.14%). In terms of maximum drawdown, SCHG dropped -34.59% vs AGO's -90.18%.
SCHG currently has the higher Sharpe Ratio (1.18 vs -0.39), 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.
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