PortfoliosLab logoPortfoliosLab logo
SCHG vs. SWDRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHG vs. SWDRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Large-Cap Growth ETF (SCHG) and Schwab Target 2030 Fund (SWDRX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SCHG vs. SWDRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHG
Schwab U.S. Large-Cap Growth ETF
-9.70%17.50%34.95%50.10%-31.80%28.11%39.14%36.02%-1.36%28.05%
SWDRX
Schwab Target 2030 Fund
-0.47%14.87%10.52%16.38%-17.00%12.52%13.49%20.41%-7.20%17.55%

Returns By Period

In the year-to-date period, SCHG achieves a -9.70% return, which is significantly lower than SWDRX's -0.47% return. Over the past 10 years, SCHG has outperformed SWDRX with an annualized return of 17.00%, while SWDRX has yielded a comparatively lower 8.08% annualized return.


SCHG

1D
0.03%
1M
-4.86%
YTD
-9.70%
6M
-8.12%
1Y
22.88%
3Y*
22.25%
5Y*
12.77%
10Y*
17.00%

SWDRX

1D
0.06%
1M
-2.75%
YTD
-0.47%
6M
1.07%
1Y
15.77%
3Y*
11.46%
5Y*
5.77%
10Y*
8.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. SWDRX - Expense Ratio Comparison

SCHG has a 0.04% expense ratio, which is higher than SWDRX's 0.00% 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%.


Return for Risk

SCHG vs. SWDRX — Risk / Return Rank

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

SCHG
SCHG Risk / Return Rank: 3434
Overall Rank
SCHG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 3838
Sortino Ratio Rank
SCHG Omega Ratio Rank: 3838
Omega Ratio Rank
SCHG Calmar Ratio Rank: 3030
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3030
Martin Ratio Rank

SWDRX
SWDRX Risk / Return Rank: 6363
Overall Rank
SWDRX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SWDRX Sortino Ratio Rank: 6363
Sortino Ratio Rank
SWDRX Omega Ratio Rank: 6161
Omega Ratio Rank
SWDRX Calmar Ratio Rank: 6363
Calmar Ratio Rank
SWDRX Martin Ratio Rank: 6767
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. SWDRX - 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 Target 2030 Fund (SWDRX). 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.


SCHGSWDRXDifference

Sharpe ratio

Return per unit of total volatility

0.72

1.31

-0.59

Sortino ratio

Return per unit of downside risk

1.19

1.88

-0.70

Omega ratio

Gain probability vs. loss probability

1.17

1.27

-0.11

Calmar ratio

Return relative to maximum drawdown

1.04

1.87

-0.84

Martin ratio

Return relative to average drawdown

3.47

8.07

-4.59

SCHG vs. SWDRX - Sharpe Ratio Comparison

The current SCHG Sharpe Ratio is 0.72, which is lower than the SWDRX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of SCHG and SWDRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading graphics...

Sharpe Ratios by Period


SCHGSWDRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.31

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.46

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.66

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.52

+0.27

Correlation

The correlation between SCHG and SWDRX is 0.90, 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.


Dividends

SCHG vs. SWDRX - Dividend Comparison

SCHG's dividend yield for the trailing twelve months is around 0.43%, less than SWDRX's 8.35% yield.


TTM20252024202320222021202020192018201720162015
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%
SWDRX
Schwab Target 2030 Fund
8.35%8.31%6.37%4.28%6.77%6.92%3.23%6.60%7.03%4.86%5.87%9.35%

Drawdowns

SCHG vs. SWDRX - Drawdown Comparison

The maximum SCHG drawdown since its inception was -34.59%, smaller than the maximum SWDRX drawdown of -45.34%. Use the drawdown chart below to compare losses from any high point for SCHG and SWDRX.


Loading graphics...

Drawdown Indicators


SCHGSWDRXDifference

Max Drawdown

Largest peak-to-trough decline

-34.59%

-45.34%

+10.75%

Max Drawdown (1Y)

Largest decline over 1 year

-16.41%

-6.27%

-10.14%

Max Drawdown (5Y)

Largest decline over 5 years

-34.59%

-28.17%

-6.42%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

-28.17%

-6.42%

Current Drawdown

Current decline from peak

-12.48%

-4.01%

-8.47%

Average Drawdown

Average peak-to-trough decline

-5.23%

-6.53%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

1.69%

+3.21%

Volatility

SCHG vs. SWDRX - Volatility Comparison

Schwab U.S. Large-Cap Growth ETF (SCHG) has a higher volatility of 6.65% compared to Schwab Target 2030 Fund (SWDRX) at 3.70%. This indicates that SCHG's price experiences larger fluctuations and is considered to be riskier than SWDRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SCHGSWDRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

3.70%

+2.95%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

5.99%

+6.53%

Volatility (1Y)

Calculated over the trailing 1-year period

22.44%

10.15%

+12.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.30%

12.57%

+9.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.51%

12.25%

+9.26%