SCHG vs. SPYG
Compare and contrast key facts about Schwab U.S. Large-Cap Growth ETF (SCHG) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
SCHG and SPYG 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. SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000. Both SCHG and SPYG 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 SPYG.
Performance
SCHG vs. SPYG - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with SCHG having a 32.53% return and SPYG slightly higher at 33.17%. Over the past 10 years, SCHG has outperformed SPYG with an annualized return of 16.49%, while SPYG has yielded a comparatively lower 14.97% annualized return.
SCHG
32.53%
2.62%
15.29%
38.57%
20.39%
16.49%
SPYG
33.17%
1.67%
14.92%
38.22%
17.62%
14.97%
Key characteristics
| SCHG | SPYG | |
|---|---|---|
| Sharpe Ratio | 2.25 | 2.24 |
| Sortino Ratio | 2.93 | 2.91 |
| Omega Ratio | 1.41 | 1.41 |
| Calmar Ratio | 3.09 | 2.87 |
| Martin Ratio | 12.27 | 11.86 |
| Ulcer Index | 3.11% | 3.21% |
| Daily Std Dev | 17.00% | 17.04% |
| Max Drawdown | -34.59% | -67.79% |
| Current Drawdown | -1.51% | -1.54% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SCHG vs. SPYG - Expense Ratio Comparison
Both SCHG and SPYG have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between SCHG and SPYG is 0.98, 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. SPYG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth ETF (SCHG) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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. SPYG - Dividend Comparison
SCHG's dividend yield for the trailing twelve months is around 0.40%, less than SPYG's 0.66% 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% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.66% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
Drawdowns
SCHG vs. SPYG - Drawdown Comparison
The maximum SCHG drawdown since its inception was -34.59%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for SCHG and SPYG. For additional features, visit the drawdowns tool.
Volatility
SCHG vs. SPYG - Volatility Comparison
Schwab U.S. Large-Cap Growth ETF (SCHG) and SPDR Portfolio S&P 500 Growth ETF (SPYG) have volatilities of 5.78% and 5.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.