SCHG vs. SCHX
Compare and contrast key facts about Schwab U.S. Large-Cap Growth ETF (SCHG) and Schwab U.S. Large-Cap ETF (SCHX).
SCHG and SCHX 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. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009. Both SCHG and SCHX 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 SCHX.
Performance
SCHG vs. SCHX - Performance Comparison
Returns By Period
In the year-to-date period, SCHG achieves a 32.53% return, which is significantly higher than SCHX's 26.42% return. Over the past 10 years, SCHG has outperformed SCHX with an annualized return of 16.49%, while SCHX has yielded a comparatively lower 14.82% annualized return.
SCHG
32.53%
2.62%
15.29%
38.57%
20.39%
16.49%
SCHX
26.42%
1.56%
13.18%
33.66%
17.11%
14.82%
Key characteristics
| SCHG | SCHX | |
|---|---|---|
| Sharpe Ratio | 2.25 | 2.70 |
| Sortino Ratio | 2.93 | 3.60 |
| Omega Ratio | 1.41 | 1.50 |
| Calmar Ratio | 3.09 | 3.90 |
| Martin Ratio | 12.27 | 17.48 |
| Ulcer Index | 3.11% | 1.91% |
| Daily Std Dev | 17.00% | 12.36% |
| Max Drawdown | -34.59% | -34.33% |
| Current Drawdown | -1.51% | -1.35% |
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SCHG vs. SCHX - Expense Ratio Comparison
SCHG has a 0.04% expense ratio, which is higher than SCHX's 0.03% 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 SCHG and SCHX is 0.95, 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
SCHG vs. SCHX - 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 U.S. Large-Cap ETF (SCHX). 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
SCHG vs. SCHX - Dividend Comparison
SCHG's dividend yield for the trailing twelve months is around 0.40%, less than SCHX's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHX Schwab U.S. Large-Cap ETF | 1.19% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% | 1.65% |
Drawdowns
SCHG vs. SCHX - Drawdown Comparison
The maximum SCHG drawdown since its inception was -34.59%, roughly equal to the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for SCHG and SCHX. For additional features, visit the drawdowns tool.
Volatility
SCHG vs. SCHX - Volatility Comparison
Schwab U.S. Large-Cap Growth ETF (SCHG) has a higher volatility of 5.78% compared to Schwab U.S. Large-Cap ETF (SCHX) at 4.24%. This indicates that SCHG's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.