SCHG vs. SCHD
Compare and contrast key facts about Schwab U.S. Large-Cap Growth ETF (SCHG) and Schwab US Dividend Equity ETF (SCHD).
SCHG and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. 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. Both SCHG and SCHD 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: SCHG or SCHD.
Key characteristics
| SCHG | SCHD | |
|---|---|---|
| YTD Return | 45.16% | -0.41% |
| 1Y Return | 37.79% | -1.65% |
| 3Y Return (Ann) | 9.09% | 7.57% |
| 5Y Return (Ann) | 18.12% | 12.01% |
| 10Y Return (Ann) | 14.84% | 10.76% |
| Sharpe Ratio | 2.20 | -0.08 |
| Daily Std Dev | 17.88% | 12.94% |
| Max Drawdown | -34.59% | -33.37% |
Correlation
The correlation between SCHG and SCHD is 0.74, 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.
SCHG vs. SCHD - Performance Comparison
In the year-to-date period, SCHG achieves a 45.16% return, which is significantly higher than SCHD's -0.41% return. Over the past 10 years, SCHG has outperformed SCHD with an annualized return of 14.84%, while SCHD has yielded a comparatively lower 10.76% 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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SCHG vs. SCHD - Dividend Comparison
SCHG's dividend yield for the trailing twelve months is around 0.45%, less than SCHD's 3.67% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 0.45% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% | 1.37% |
SCHD Schwab US Dividend Equity ETF | 3.67% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% | 2.86% |
SCHG vs. SCHD - Expense Ratio Comparison
SCHG vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth ETF (SCHG) and Schwab US Dividend Equity ETF (SCHD). 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 2.20 | ||||
SCHD Schwab US Dividend Equity ETF | -0.08 |
SCHG vs. SCHD - Drawdown Comparison
The maximum SCHG drawdown for the period was -15.10%, roughly equal to the maximum SCHD drawdown of -13.22%. The drawdown chart below compares losses from any high point along the way for SCHG and SCHD
SCHG vs. SCHD - Volatility Comparison
Schwab U.S. Large-Cap Growth ETF (SCHG) has a higher volatility of 3.51% compared to Schwab US Dividend Equity ETF (SCHD) at 3.10%. This indicates that SCHG's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.