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

Correlation

The correlation between SCHG and VUG is 0.99, 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.


-0.50.00.51.01.0

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
13.73%
12.61%
SCHG
VUG

Key characteristics

Sharpe Ratio

SCHG:

2.21

VUG:

2.09

Sortino Ratio

SCHG:

2.85

VUG:

2.71

Omega Ratio

SCHG:

1.40

VUG:

1.38

Calmar Ratio

SCHG:

3.11

VUG:

2.78

Martin Ratio

SCHG:

12.24

VUG:

10.90

Ulcer Index

SCHG:

3.14%

VUG:

3.31%

Daily Std Dev

SCHG:

17.47%

VUG:

17.29%

Max Drawdown

SCHG:

-34.59%

VUG:

-50.68%

Current Drawdown

SCHG:

-1.82%

VUG:

-1.64%

Returns By Period

In the year-to-date period, SCHG achieves a 38.35% return, which is significantly higher than VUG's 35.96% return. Over the past 10 years, SCHG has outperformed VUG with an annualized return of 16.84%, while VUG has yielded a comparatively lower 15.92% annualized return.


SCHG

YTD

38.35%

1M

4.05%

6M

15.16%

1Y

38.34%

5Y*

20.45%

10Y*

16.84%

VUG

YTD

35.96%

1M

4.22%

6M

14.16%

1Y

36.09%

5Y*

19.09%

10Y*

15.92%

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%.


SCHG
Schwab U.S. Large-Cap Growth ETF
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for SCHG, currently valued at 2.21, compared to the broader market0.002.004.002.212.09
The chart of Sortino ratio for SCHG, currently valued at 2.85, compared to the broader market-2.000.002.004.006.008.0010.002.852.71
The chart of Omega ratio for SCHG, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.38
The chart of Calmar ratio for SCHG, currently valued at 3.11, compared to the broader market0.005.0010.0015.003.112.78
The chart of Martin ratio for SCHG, currently valued at 12.24, compared to the broader market0.0020.0040.0060.0080.00100.0012.2410.90
SCHG
VUG

The current SCHG Sharpe Ratio is 2.21, which is comparable to the VUG Sharpe Ratio of 2.09. 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 Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.21
2.09
SCHG
VUG

Dividends

SCHG vs. VUG - Dividend Comparison

SCHG's dividend yield for the trailing twelve months is around 0.41%, less than VUG's 0.45% yield.


TTM20232022202120202019201820172016201520142013
SCHG
Schwab U.S. Large-Cap Growth ETF
0.41%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%
VUG
Vanguard Growth ETF
0.45%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.82%
-1.64%
SCHG
VUG

Volatility

SCHG vs. VUG - Volatility Comparison

Schwab U.S. Large-Cap Growth ETF (SCHG) and Vanguard Growth ETF (VUG) have volatilities of 5.13% and 4.90%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.13%
4.90%
SCHG
VUG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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