SCHG vs. VUG
Compare and contrast key facts about Schwab U.S. Large-Cap Growth ETF (SCHG) and Vanguard Growth ETF (VUG).
SCHG and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both SCHG and VUG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHG or VUG.
Key characteristics
| SCHG | VUG | |
|---|---|---|
| YTD Return | 10.35% | 9.19% |
| 1Y Return | 41.83% | 38.11% |
| 3Y Return (Ann) | 10.74% | 8.66% |
| 5Y Return (Ann) | 17.78% | 16.46% |
| 10Y Return (Ann) | 15.87% | 14.93% |
| Sharpe Ratio | 2.59 | 2.39 |
| Daily Std Dev | 15.89% | 15.67% |
| Max Drawdown | -34.59% | -50.68% |
| Current Drawdown | -2.00% | -2.10% |
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.
Performance
SCHG vs. VUG - Performance Comparison
In the year-to-date period, SCHG achieves a 10.35% return, which is significantly higher than VUG's 9.19% return. Over the past 10 years, SCHG has outperformed VUG with an annualized return of 15.87%, while VUG has yielded a comparatively lower 14.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
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.
Dividends
SCHG vs. VUG - Dividend Comparison
SCHG's dividend yield for the trailing twelve months is around 0.44%, less than VUG's 0.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 0.44% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 0.82% | 1.22% | 1.09% | 1.07% |
VUG Vanguard Growth ETF | 0.54% | 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.
Volatility
SCHG vs. VUG - Volatility Comparison
Schwab U.S. Large-Cap Growth ETF (SCHG) and Vanguard Growth ETF (VUG) have volatilities of 5.88% and 5.84%, 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.