SCHK vs. SGRT

Last updated Jun 5, 2026

SCHK (Schwab 1000 Index ETF) and SGRT (SMART Earnings Growth 30 ETF) are both Large Cap Growth Equities funds. SCHK is passively managed, while SGRT is actively managed. A 0.72 correlation means they provide meaningful diversification when combined. SCHK charges 0.05%/yr vs 0.59%/yr for SGRT.

Performance

SCHK vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 1000 Index ETF (SCHK) and SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCHK achieves a 11.59% return, which is significantly lower than SGRT's 48.90% return.

SCHK

• 1D: 0.50%
• 1M: 4.73%
• YTD: 11.59%
• 6M: 11.39%
• 1Y: 28.35%
• 3Y*: 22.57%
• 5Y*: 13.25%
• 10Y*: —

SGRT

• 1D: -1.69%
• 1M: 9.59%
• YTD: 48.90%
• 6M: 51.74%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SCHK vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
SCHK Schwab 1000 Index ETF	11.59%	7.19%
SGRT SMART Earnings Growth 30 ETF	48.90%	25.25%

Correlation

The correlation between SCHK and SGRT is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 21, 2025	0.72

Return for Risk

SCHK vs. SGRT — Risk / Return Rank

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

SCHK

SCHK Risk / Return Rank: 72
SCHK Sharpe Ratio Rank: 73
SCHK Sortino Ratio Rank: 72
SCHK Omega Ratio Rank: 72
SCHK Calmar Ratio Rank: 65
SCHK Martin Ratio Rank: 77

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.

SCHK vs. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index ETF (SCHK) and SMART Earnings Growth 30 ETF (SGRT). 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.

	SCHK	SGRT	Difference
Sharpe ratio: Return per unit of total volatility	2.34	—	—
Sortino ratio: Return per unit of downside risk	3.19	—	—
Omega ratio: Gain probability vs. loss probability	1.42	—	—
Calmar ratio: Return relative to maximum drawdown	3.18	—	—
Martin ratio: Return relative to average drawdown	14.67	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SCHK	SGRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.34	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	3.63	-2.85

Drawdowns

SCHK vs. SGRT - Drawdown Comparison

The maximum SCHK drawdown since its inception was -34.80%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for SCHK and SGRT.

Drawdown Indicators

	SCHK	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-34.80%	-17.87%	-16.93%
Max Drawdown (1Y) Largest decline over 1 year	-8.97%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.21%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.44%	—	—
Current Drawdown Current decline from peak	-0.25%	-1.69%	+1.44%
Average Drawdown Average peak-to-trough decline	-5.18%	-3.10%	-2.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.94%	—	—

Volatility

Volatility by Period

	SCHK	SGRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.94%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.18%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.16%	33.40%	-21.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.23%	33.40%	-16.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.11%	33.40%	-14.29%

SCHK vs. SGRT - Expense Ratio Comparison

SCHK has a 0.05% expense ratio, which is lower than SGRT's 0.59% expense ratio.

Dividends

SCHK vs. SGRT - Dividend Comparison

SCHK's dividend yield for the trailing twelve months is around 1.00%, more than SGRT's 0.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCHK Schwab 1000 Index ETF	1.00%	1.09%	1.20%	1.38%	1.57%	1.17%	1.58%	1.82%	1.80%	0.31%
SGRT SMART Earnings Growth 30 ETF	0.11%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SCHK and SGRT in my portfolio?

SCHK and SGRT have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SCHK or SGRT?

On fees, SCHK is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SCHK or SGRT?

SCHK is cheaper with a 0.05% expense ratio, compared with 0.59% for SGRT.

Which ETF pays a higher dividend yield, SCHK or SGRT?

SCHK has the higher dividend yield at 1.00%, compared with 0.11% for SGRT.

What is the main difference between SCHK and SGRT?

Their fees differ too: 0.05% for SCHK and 0.59% for SGRT.