SCHG vs. V

Last updated Jun 13, 2026

SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index, while V (Visa Inc.) is a stock. Over the past 10 years, SCHG returned 18.50%/yr vs 15.98%/yr for V. A 0.62 correlation means they provide meaningful diversification when combined.

Performance

SCHG vs. V - Performance Comparison

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

Returns By Period

In the year-to-date period, SCHG achieves a 2.58% return, which is significantly higher than V's -7.69% return. Over the past 10 years, SCHG has outperformed V with an annualized return of 18.50%, while V has yielded a comparatively lower 15.98% annualized return.

SCHG

• 1D: 0.12%
• 1M: -3.66%
• YTD: 2.58%
• 6M: 2.96%
• 1Y: 20.32%
• 3Y*: 22.68%
• 5Y*: 14.33%
• 10Y*: 18.50%

V

• 1D: 1.05%
• 1M: -0.04%
• YTD: -7.69%
• 6M: -6.93%
• 1Y: -7.91%
• 3Y*: 13.87%
• 5Y*: 7.33%
• 10Y*: 15.98%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHG vs. V - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCHG Schwab U.S. Large-Cap Growth ETF	2.58%	17.50%	34.95%	50.10%	-31.80%	28.11%	39.14%	36.02%	-1.36%	28.05%
V Visa Inc.	-7.69%	11.76%	22.32%	26.31%	-3.40%	-0.31%	17.12%	43.33%	16.49%	47.18%

Correlation

The correlation between SCHG and V is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (10Y) Calculated over the trailing 10-year period	0.61
Correlation (All Time) Calculated using the full available price history since Dec 11, 2009	0.62

Over the past year, the correlation between SCHG and V has dropped to 0.30 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

Return for Risk

SCHG vs. V — Risk / Return Rank

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

SCHG

SCHG Risk / Return Rank: 33
SCHG Sharpe Ratio Rank: 37
SCHG Sortino Ratio Rank: 35
SCHG Omega Ratio Rank: 36
SCHG Calmar Ratio Rank: 27
SCHG Martin Ratio Rank: 30

V

V Risk / Return Rank: 15
V Sharpe Ratio Rank: 18
V Sortino Ratio Rank: 17
V Omega Ratio Rank: 18
V Calmar Ratio Rank: 15
V Martin Ratio Rank: 5

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. V - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth ETF (SCHG) and Visa Inc. (V). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SCHG	V	Difference
Sharpe ratio: Return per unit of total volatility	1.18	-0.56	+1.74
Sortino ratio: Return per unit of downside risk	1.64	-0.68	+2.32
Omega ratio: Gain probability vs. loss probability	1.21	0.92	+0.29
Calmar ratio: Return relative to maximum drawdown	1.14	-0.73	+1.88
Martin ratio: Return relative to average drawdown	3.78	-1.57	+5.35

SCHG vs. V - Sharpe Ratio Comparison

The current SCHG Sharpe Ratio is 1.18, which is higher than the V Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of SCHG and V, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCHG vs. V - Drawdown Comparison

The maximum SCHG drawdown since its inception was -34.59%, smaller than the maximum V drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for SCHG and V.

Drawdown Indicators

	SCHG	V	Difference
Max Drawdown Largest peak-to-trough decline	-34.59%	-51.90%	+17.31%
Max Drawdown (1Y) Largest decline over 1 year	-16.41%	-17.18%	+0.77%
Max Drawdown (3Y) Largest decline over 3 years	-23.39%	-20.38%	-3.01%
Max Drawdown (5Y) Largest decline over 5 years	-34.59%	-28.60%	-5.99%
Max Drawdown (10Y) Largest decline over 10 years	-34.59%	-36.36%	+1.77%
Current Drawdown Current decline from peak	-5.33%	-12.96%	+7.63%
Average Drawdown Average peak-to-trough decline	-5.20%	-8.26%	+3.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.96%	10.73%	-5.77%

Volatility

SCHG vs. V - Volatility Comparison

The current volatility for Schwab U.S. Large-Cap Growth ETF (SCHG) is 5.14%, while Visa Inc. (V) has a volatility of 5.57%. This indicates that SCHG experiences smaller price fluctuations and is considered to be less risky than V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHG	V	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.14%	5.57%	-0.43%
Volatility (6M) Calculated over the trailing 6-month period	12.30%	17.57%	-5.27%
Volatility (1Y) Calculated over the trailing 1-year period	15.95%	22.35%	-6.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.33%	22.82%	-0.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.58%	24.45%	-2.87%

Dividends

SCHG vs. V - Dividend Comparison

SCHG's dividend yield for the trailing twelve months is around 0.38%, less than V's 0.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHG Schwab U.S. Large-Cap Growth ETF	0.38%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
V Visa Inc.	0.81%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%

Frequently Asked Questions

Can I hold both SCHG and V in my portfolio?

SCHG and V have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCHG or V?

V has higher volatility (5.57%) compared to SCHG (5.14%). In terms of maximum drawdown, SCHG dropped -34.59% vs V's -51.90%.

Which has better risk-adjusted returns?

SCHG currently has the higher Sharpe Ratio (1.18 vs -0.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.