SCHG vs. SCHY
Compare and contrast key facts about Schwab U.S. Large-Cap Growth ETF (SCHG) and Schwab International Dividend Equity ETF (SCHY).
SCHG and SCHY 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 Index. It was launched on Dec 11, 2009. SCHY is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones International Dividend 100 Index. It was launched on Apr 29, 2021. Both SCHG and SCHY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SCHG vs. SCHY - Performance Comparison
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SCHG vs. SCHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | -10.59% | 17.50% | 34.95% | 50.10% | -31.80% | 16.80% |
SCHY Schwab International Dividend Equity ETF | 6.80% | 33.98% | -1.79% | 14.27% | -9.43% | 4.08% |
Returns By Period
In the year-to-date period, SCHG achieves a -10.59% return, which is significantly lower than SCHY's 6.80% return.
SCHG
- 1D
- 3.67%
- 1M
- -5.12%
- YTD
- -10.59%
- 6M
- -8.51%
- 1Y
- 16.81%
- 3Y*
- 21.91%
- 5Y*
- 12.55%
- 10Y*
- 16.83%
SCHY
- 1D
- 1.93%
- 1M
- -6.14%
- YTD
- 6.80%
- 6M
- 15.22%
- 1Y
- 29.63%
- 3Y*
- 15.07%
- 5Y*
- —
- 10Y*
- —
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SCHG vs. SCHY - Expense Ratio Comparison
SCHG has a 0.04% expense ratio, which is lower than SCHY's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SCHG vs. SCHY — Risk / Return Rank
SCHG
SCHY
SCHG vs. SCHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth ETF (SCHG) and Schwab International Dividend Equity ETF (SCHY). 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.
| SCHG | SCHY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 2.13 | -1.38 |
Sortino ratioReturn per unit of downside risk | 1.23 | 2.82 | -1.59 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.40 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 3.20 | -2.17 |
Martin ratioReturn relative to average drawdown | 3.54 | 11.86 | -8.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCHG | SCHY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 2.13 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.67 | +0.12 |
Correlation
The correlation between SCHG and SCHY is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SCHG vs. SCHY - Dividend Comparison
SCHG's dividend yield for the trailing twelve months is around 0.43%, less than SCHY's 3.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
SCHY Schwab International Dividend Equity ETF | 3.47% | 3.55% | 4.64% | 3.97% | 3.67% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SCHG vs. SCHY - Drawdown Comparison
The maximum SCHG drawdown since its inception was -34.59%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for SCHG and SCHY.
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Drawdown Indicators
| SCHG | SCHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -24.04% | -10.55% |
Max Drawdown (1Y)Largest decline over 1 year | -16.41% | -9.11% | -7.30% |
Max Drawdown (5Y)Largest decline over 5 years | -34.59% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | — | — |
Current DrawdownCurrent decline from peak | -13.34% | -6.14% | -7.20% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -5.00% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.78% | 2.46% | +2.32% |
Volatility
SCHG vs. SCHY - Volatility Comparison
Schwab U.S. Large-Cap Growth ETF (SCHG) has a higher volatility of 6.67% compared to Schwab International Dividend Equity ETF (SCHY) at 6.03%. This indicates that SCHG's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHG | SCHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 6.03% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 12.51% | 9.04% | +3.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.43% | 13.96% | +8.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.32% | 13.24% | +9.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.51% | 13.24% | +8.27% |