SCHG vs. VIGAX

Last updated Jun 4, 2026

SCHG (Schwab U.S. Large-Cap Growth ETF) and VIGAX (Vanguard Growth Index Fund Admiral Shares) are both Large Cap Growth Equities funds - SCHG tracks the Dow Jones U.S. Large-Cap Growth Total Stock Market Index while VIGAX tracks the CRSP US Large Cap Growth Index. Both are passively managed. Over the past 10 years, SCHG returned 18.77%/yr vs 18.39%/yr for VIGAX. With a 0.99 correlation, they move nearly in lockstep. SCHG charges 0.04%/yr vs 0.05%/yr for VIGAX.

Performance

SCHG vs. VIGAX - Performance Comparison

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

Returns By Period

In the year-to-date period, SCHG achieves a 6.42% return, which is significantly lower than VIGAX's 10.82% return. Both investments have delivered pretty close results over the past 10 years, with SCHG having a 18.77% annualized return and VIGAX not far behind at 18.39%.

SCHG

• 1D: -1.23%
• 1M: 4.81%
• YTD: 6.42%
• 6M: 5.81%
• 1Y: 24.64%
• 3Y*: 25.02%
• 5Y*: 15.59%
• 10Y*: 18.77%

VIGAX

• 1D: -0.28%
• 1M: 7.54%
• YTD: 10.82%
• 6M: 10.11%
• 1Y: 29.44%
• 3Y*: 26.45%
• 5Y*: 15.71%
• 10Y*: 18.39%

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

SCHG vs. VIGAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCHG Schwab U.S. Large-Cap Growth ETF	6.42%	17.50%	34.95%	50.10%	-31.80%	28.11%	39.14%	36.02%	-1.36%	28.05%
VIGAX Vanguard Growth Index Fund Admiral Shares	10.82%	19.43%	32.67%	46.76%	-33.14%	27.26%	40.18%	37.23%	-3.35%	27.80%

Correlation

The correlation between SCHG and VIGAX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.99
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (10Y) Calculated over the trailing 10-year period	0.99
Correlation (All Time) Calculated using the full available price history since Dec 14, 2009	0.99

The correlation between SCHG and VIGAX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

SCHG vs. VIGAX - Sectors Allocation Comparison

Sectors	SCHG	VIGAX
Technology	46.3%	53.5%
Communication Services	16.0%	17.3%
Consumer Cyclical	12.7%	12.2%
Healthcare	7.7%	4.6%
Financial Services	6.7%	4.3%
Industrials	5.8%	3.6%
Consumer Defensive	1.7%	1.5%
Basic Materials	1.4%	0.6%
Energy	0.8%	0.4%
Real Estate	0.5%	1.0%
Utilities	0.4%	0.9%

Return for Risk

SCHG vs. VIGAX — Risk / Return Rank

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

SCHG

SCHG Risk / Return Rank: 39
SCHG Sharpe Ratio Rank: 45
SCHG Sortino Ratio Rank: 43
SCHG Omega Ratio Rank: 43
SCHG Calmar Ratio Rank: 30
SCHG Martin Ratio Rank: 33

VIGAX

VIGAX Risk / Return Rank: 34
VIGAX Sharpe Ratio Rank: 43
VIGAX Sortino Ratio Rank: 38
VIGAX Omega Ratio Rank: 39
VIGAX Calmar Ratio Rank: 24
VIGAX Martin Ratio Rank: 27

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. VIGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth ETF (SCHG) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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	VIGAX	Difference
Sharpe ratio: Return per unit of total volatility	1.60	1.92	-0.32
Sortino ratio: Return per unit of downside risk	2.18	2.59	-0.41
Omega ratio: Gain probability vs. loss probability	1.28	1.33	-0.05
Calmar ratio: Return relative to maximum drawdown	1.51	1.84	-0.34
Martin ratio: Return relative to average drawdown	5.04	6.49	-1.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCHG vs. VIGAX - Sharpe Ratio Comparison

The current SCHG Sharpe Ratio is 1.60, which is comparable to the VIGAX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of SCHG and VIGAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SCHG	VIGAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.60	1.92	-0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.71	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.87	0.86	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.84	0.48	+0.36

Drawdowns

SCHG vs. VIGAX - Drawdown Comparison

The maximum SCHG drawdown since its inception was -34.59%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for SCHG and VIGAX.

Drawdown Indicators

	SCHG	VIGAX	Difference
Max Drawdown Largest peak-to-trough decline	-34.59%	-50.66%	+16.07%
Max Drawdown (1Y) Largest decline over 1 year	-16.41%	-16.51%	+0.10%
Max Drawdown (3Y) Largest decline over 3 years	-23.39%	-23.04%	-0.35%
Max Drawdown (5Y) Largest decline over 5 years	-34.59%	-35.63%	+1.04%
Max Drawdown (10Y) Largest decline over 10 years	-34.59%	-35.63%	+1.04%
Current Drawdown Current decline from peak	-1.78%	-0.28%	-1.50%
Average Drawdown Average peak-to-trough decline	-5.20%	-11.96%	+6.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.90%	4.68%	+0.22%

Volatility

SCHG vs. VIGAX - Volatility Comparison

Schwab U.S. Large-Cap Growth ETF (SCHG) and Vanguard Growth Index Fund Admiral Shares (VIGAX) have volatilities of 3.61% and 3.62%, 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.

Volatility by Period

	SCHG	VIGAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.61%	3.62%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	11.62%	12.10%	-0.48%
Volatility (1Y) Calculated over the trailing 1-year period	15.50%	15.88%	-0.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.27%	22.35%	-0.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.55%	21.59%	-0.04%

SCHG vs. VIGAX - Expense Ratio Comparison

SCHG has a 0.04% expense ratio, which is lower than VIGAX's 0.05% 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%.

Dividends

SCHG vs. VIGAX - Dividend Comparison

SCHG's dividend yield for the trailing twelve months is around 0.36%, which matches VIGAX's 0.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHG Schwab U.S. Large-Cap Growth ETF	0.36%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
VIGAX Vanguard Growth Index Fund Admiral Shares	0.36%	0.40%	0.46%	0.57%	0.69%	0.47%	0.66%	0.94%	1.31%	1.14%	1.39%	1.31%

Frequently Asked Questions

Can I hold both SCHG and VIGAX in my portfolio?

With a correlation of 0.99, SCHG and VIGAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, SCHG or VIGAX?

VIGAX has higher volatility (3.62%) compared to SCHG (3.61%). In terms of maximum drawdown, SCHG dropped -34.59% vs VIGAX's -50.66%.

Which has better risk-adjusted returns?

VIGAX currently has the higher Sharpe Ratio (1.92 vs 1.60), 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.