SCHG vs. VTSAX

Last updated Jun 12, 2026

SCHG (Schwab U.S. Large-Cap Growth ETF) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both funds - SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, SCHG returned 18.46%/yr vs 14.63%/yr for VTSAX. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.04% expense ratio.

Performance

SCHG vs. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCHG achieves a 2.46% return, which is significantly lower than VTSAX's 7.10% return. Over the past 10 years, SCHG has outperformed VTSAX with an annualized return of 18.46%, while VTSAX has yielded a comparatively lower 14.63% annualized return.

SCHG

• 1D: 1.55%
• 1M: -2.03%
• YTD: 2.46%
• 6M: 1.18%
• 1Y: 18.77%
• 3Y*: 22.91%
• 5Y*: 14.30%
• 10Y*: 18.46%

VTSAX

• 1D: -1.61%
• 1M: -1.31%
• YTD: 7.10%
• 6M: 5.97%
• 1Y: 22.30%
• 3Y*: 20.33%
• 5Y*: 11.68%
• 10Y*: 14.63%

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

SCHG vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCHG Schwab U.S. Large-Cap Growth ETF	2.46%	17.50%	34.95%	50.10%	-31.80%	28.11%	39.14%	36.02%	-1.36%	28.05%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	7.10%	17.12%	23.23%	26.51%	-19.52%	25.72%	20.98%	30.79%	-5.18%	21.16%

Correlation

The correlation between SCHG and VTSAX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Dec 11, 2009	0.94

The correlation between SCHG and VTSAX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

SCHG vs. VTSAX - Sectors Allocation Comparison

Sectors	SCHG	VTSAX
Technology	46.3%	33.3%
Communication Services	16.0%	10.1%
Consumer Cyclical	12.7%	9.8%
Healthcare	7.7%	9.1%
Financial Services	6.7%	11.9%
Industrials	5.8%	9.5%
Consumer Defensive	1.7%	4.7%
Basic Materials	1.4%	2.0%
Energy	0.8%	3.8%
Real Estate	0.5%	2.4%
Utilities	0.4%	2.7%

Return for Risk

SCHG vs. VTSAX — Risk / Return Rank

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

SCHG

SCHG Risk / Return Rank: 35
SCHG Sharpe Ratio Rank: 40
SCHG Sortino Ratio Rank: 37
SCHG Omega Ratio Rank: 38
SCHG Calmar Ratio Rank: 29
SCHG Martin Ratio Rank: 32

VTSAX

VTSAX Risk / Return Rank: 52
VTSAX Sharpe Ratio Rank: 48
VTSAX Sortino Ratio Rank: 45
VTSAX Omega Ratio Rank: 47
VTSAX Calmar Ratio Rank: 54
VTSAX Martin Ratio Rank: 68

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. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). 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	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	1.18	1.75	-0.57
Sortino ratio: Return per unit of downside risk	1.64	2.40	-0.75
Omega ratio: Gain probability vs. loss probability	1.21	1.32	-0.10
Calmar ratio: Return relative to maximum drawdown	1.15	2.47	-1.32
Martin ratio: Return relative to average drawdown	3.80	11.16	-7.36

SCHG vs. VTSAX - Sharpe Ratio Comparison

The current SCHG Sharpe Ratio is 1.18, which is lower than the VTSAX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of SCHG and VTSAX, 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. VTSAX - Drawdown Comparison

The maximum SCHG drawdown since its inception was -34.59%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for SCHG and VTSAX.

Drawdown Indicators

	SCHG	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-34.59%	-55.33%	+20.74%
Max Drawdown (1Y) Largest decline over 1 year	-16.41%	-8.92%	-7.49%
Max Drawdown (3Y) Largest decline over 3 years	-23.39%	-19.36%	-4.03%
Max Drawdown (5Y) Largest decline over 5 years	-34.59%	-25.36%	-9.23%
Max Drawdown (10Y) Largest decline over 10 years	-34.59%	-34.97%	+0.38%
Current Drawdown Current decline from peak	-5.44%	-4.35%	-1.09%
Average Drawdown Average peak-to-trough decline	-5.20%	-9.00%	+3.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.95%	1.97%	+2.98%

Volatility

SCHG vs. VTSAX - Volatility Comparison

Schwab U.S. Large-Cap Growth ETF (SCHG) has a higher volatility of 5.20% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.18%. This indicates that SCHG's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHG	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.20%	4.18%	+1.02%
Volatility (6M) Calculated over the trailing 6-month period	12.30%	9.77%	+2.53%
Volatility (1Y) Calculated over the trailing 1-year period	15.96%	12.59%	+3.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.33%	17.42%	+4.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.58%	18.43%	+3.15%

SCHG vs. VTSAX - Expense Ratio Comparison

Both SCHG and VTSAX 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%.

Dividends

SCHG vs. VTSAX - Dividend Comparison

SCHG's dividend yield for the trailing twelve months is around 0.38%, less than VTSAX's 1.04% 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%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.04%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both SCHG and VTSAX in my portfolio?

With a correlation of 0.91, SCHG and VTSAX 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 VTSAX?

SCHG has higher volatility (5.20%) compared to VTSAX (4.18%). In terms of maximum drawdown, SCHG dropped -34.59% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

VTSAX currently has the higher Sharpe Ratio (1.75 vs 1.18), 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.