PortfoliosLab logo
SCHG vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHG and VUG is 0.95, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

SCHG vs. VUG - 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 ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
802.11%
738.48%
SCHG
VUG

Key characteristics

Sharpe Ratio

SCHG:

0.56

VUG:

0.58

Sortino Ratio

SCHG:

0.93

VUG:

0.96

Omega Ratio

SCHG:

1.13

VUG:

1.14

Calmar Ratio

SCHG:

0.59

VUG:

0.63

Martin Ratio

SCHG:

2.11

VUG:

2.27

Ulcer Index

SCHG:

6.57%

VUG:

6.38%

Daily Std Dev

SCHG:

25.00%

VUG:

24.91%

Max Drawdown

SCHG:

-34.59%

VUG:

-50.68%

Current Drawdown

SCHG:

-14.31%

VUG:

-13.14%

Returns By Period

In the year-to-date period, SCHG achieves a -10.53% return, which is significantly lower than VUG's -9.51% return. Both investments have delivered pretty close results over the past 10 years, with SCHG having a 14.72% annualized return and VUG not far behind at 14.03%.


SCHG

YTD

-10.53%

1M

-5.76%

6M

-5.58%

1Y

12.06%

5Y*

18.22%

10Y*

14.72%

VUG

YTD

-9.51%

1M

-5.18%

6M

-4.81%

1Y

12.60%

5Y*

16.94%

10Y*

14.03%

*Annualized

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. VUG - Expense Ratio Comparison

Both SCHG and VUG 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%.


Expense ratio chart for SCHG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHG: 0.04%
Expense ratio chart for VUG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VUG: 0.04%

Risk-Adjusted Performance

SCHG vs. VUG — Risk-Adjusted Performance Rank

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

SCHG
The Risk-Adjusted Performance Rank of SCHG is 6565
Overall Rank
The Sharpe Ratio Rank of SCHG is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 6363
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6767
Overall Rank
The Sharpe Ratio Rank of VUG is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCHG vs. VUG - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for SCHG, currently valued at 0.56, compared to the broader market-1.000.001.002.003.004.005.00
SCHG: 0.56
VUG: 0.58
The chart of Sortino ratio for SCHG, currently valued at 0.93, compared to the broader market-2.000.002.004.006.008.00
SCHG: 0.93
VUG: 0.96
The chart of Omega ratio for SCHG, currently valued at 1.13, compared to the broader market0.501.001.502.00
SCHG: 1.13
VUG: 1.14
The chart of Calmar ratio for SCHG, currently valued at 0.59, compared to the broader market0.002.004.006.008.0010.0012.00
SCHG: 0.59
VUG: 0.63
The chart of Martin ratio for SCHG, currently valued at 2.11, compared to the broader market0.0020.0040.0060.00
SCHG: 2.11
VUG: 2.27

The current SCHG Sharpe Ratio is 0.56, which is comparable to the VUG Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of SCHG and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.56
0.58
SCHG
VUG

Dividends

SCHG vs. VUG - Dividend Comparison

SCHG's dividend yield for the trailing twelve months is around 0.45%, less than VUG's 0.52% yield.


TTM20242023202220212020201920182017201620152014
SCHG
Schwab U.S. Large-Cap Growth ETF
0.45%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%
VUG
Vanguard Growth ETF
0.52%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

SCHG vs. VUG - Drawdown Comparison

The maximum SCHG drawdown since its inception was -34.59%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for SCHG and VUG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.31%
-13.14%
SCHG
VUG

Volatility

SCHG vs. VUG - Volatility Comparison

Schwab U.S. Large-Cap Growth ETF (SCHG) and Vanguard Growth ETF (VUG) have volatilities of 16.65% and 16.82%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.65%
16.82%
SCHG
VUG