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SCHG vs. RAAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHG vs. RAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Large-Cap Growth ETF (SCHG) and VanEck Inflation Allocation ETF (RAAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHG achieves a 5.03% return, which is significantly lower than RAAX's 16.55% return.


SCHG

1D
2.39%
1M
-0.12%
YTD
5.03%
6M
5.98%
1Y
23.20%
3Y*
23.27%
5Y*
14.85%
10Y*
18.85%

RAAX

1D
-0.92%
1M
-2.75%
YTD
16.55%
6M
16.67%
1Y
30.86%
3Y*
20.30%
5Y*
13.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHG vs. RAAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SCHG
Schwab U.S. Large-Cap Growth ETF
5.03%17.50%34.95%50.10%-31.80%28.11%39.14%36.02%-1.60%
RAAX
VanEck Inflation Allocation ETF
16.55%26.74%12.50%6.71%1.51%21.56%-8.27%6.14%-2.41%

Correlation

The correlation between SCHG and RAAX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2018

0.37

Over the past year, the correlation between SCHG and RAAX has dropped to 0.16 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

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Return for Risk

SCHG vs. RAAX — Risk / Return Rank

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

SCHG
SCHG Risk / Return Rank: 4040
Overall Rank
SCHG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4444
Omega Ratio Rank
SCHG Calmar Ratio Rank: 3232
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3434
Martin Ratio Rank

RAAX
RAAX Risk / Return Rank: 7878
Overall Rank
RAAX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RAAX Sortino Ratio Rank: 7171
Sortino Ratio Rank
RAAX Omega Ratio Rank: 7575
Omega Ratio Rank
RAAX Calmar Ratio Rank: 8585
Calmar Ratio Rank
RAAX Martin Ratio Rank: 8484
Martin Ratio Rank
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.

SCHG vs. RAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth ETF (SCHG) and VanEck Inflation Allocation ETF (RAAX). 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.


SCHGRAAXDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.26

1.40

-0.14

Calmar ratioReturn relative to maximum drawdown

1.42

4.33

-2.91

Martin ratioReturn relative to average drawdown

4.68

15.50

-10.82

SCHG vs. RAAX - Sharpe Ratio Comparison

The current SCHG Sharpe Ratio is 1.45, which is lower than the RAAX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of SCHG and RAAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SCHG vs. RAAX - Drawdown Comparison

The maximum SCHG drawdown since its inception was -34.59%, roughly equal to the maximum RAAX drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for SCHG and RAAX.


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Drawdown Indicators


SCHGRAAXDifference

Max Drawdown

Largest peak-to-trough decline

-34.59%

-33.91%

-0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-16.41%

-7.17%

-9.24%

Max Drawdown (3Y)

Largest decline over 3 years

-23.39%

-11.59%

-11.80%

Max Drawdown (5Y)

Largest decline over 5 years

-34.59%

-23.55%

-11.04%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

Current Drawdown

Current decline from peak

-3.06%

-4.66%

+1.60%

Average Drawdown

Average peak-to-trough decline

-5.20%

-6.77%

+1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.97%

2.00%

+2.97%

Volatility

SCHG vs. RAAX - Volatility Comparison

Schwab U.S. Large-Cap Growth ETF (SCHG) has a higher volatility of 5.59% compared to VanEck Inflation Allocation ETF (RAAX) at 4.71%. This indicates that SCHG's price experiences larger fluctuations and is considered to be riskier than RAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHGRAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

4.71%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

12.23%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

16.09%

14.21%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.35%

15.71%

+6.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

15.79%

+5.81%

SCHG vs. RAAX - Expense Ratio Comparison

SCHG has a 0.04% expense ratio, which is lower than RAAX's 0.78% expense ratio.


Dividends

SCHG vs. RAAX - Dividend Comparison

SCHG's dividend yield for the trailing twelve months is around 0.37%, less than RAAX's 2.01% yield.


PositionTTM20252024202320222021202020192018201720162015
RAAX
VanEck Inflation Allocation ETF
2.01%2.34%1.91%3.66%1.53%8.72%6.27%2.37%0.56%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.37%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 RAAX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHG has higher volatility (5.59%) compared to RAAX (4.71%). In terms of maximum drawdown, SCHG dropped -34.59% vs RAAX's -33.91%.

On 5-year performance, SCHG leads with 14.85% vs 13.26% for RAAX. On fees, SCHG is cheaper at 0.04% per year. On volatility, RAAX has been the lower-risk option at 4.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHG has performed better with a 14.85% return vs 13.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHG is cheaper with a 0.04% expense ratio, compared with 0.78% for RAAX.

RAAX has the higher dividend yield at 2.01%, compared with 0.37% for SCHG.

SCHG is categorized as Large Cap Growth Equities, while RAAX is Diversified Portfolio. They also come from different issuers: Charles Schwab and VanEck. Their fees differ too: 0.04% for SCHG and 0.78% for RAAX.

RAAX currently has the higher Sharpe Ratio (2.19 vs 1.45), 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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