SCHK vs. VONG
Compare and contrast key facts about Schwab 1000 Index ETF (SCHK) and Vanguard Russell 1000 Growth ETF (VONG).
SCHK and VONG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHK is a passively managed fund by Charles Schwab that tracks the performance of the Schwab 1000 Index. It was launched on Oct 11, 2017. VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010. Both SCHK and VONG 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: SCHK or VONG.
Performance
SCHK vs. VONG - Performance Comparison
Returns By Period
In the year-to-date period, SCHK achieves a 26.08% return, which is significantly lower than VONG's 30.27% return.
SCHK
26.08%
1.64%
13.21%
33.58%
16.18%
N/A
VONG
30.27%
2.30%
14.52%
36.41%
19.48%
16.43%
Key characteristics
| SCHK | VONG | |
|---|---|---|
| Sharpe Ratio | 2.68 | 2.16 |
| Sortino Ratio | 3.57 | 2.82 |
| Omega Ratio | 1.50 | 1.40 |
| Calmar Ratio | 3.91 | 2.75 |
| Martin Ratio | 17.13 | 10.82 |
| Ulcer Index | 1.94% | 3.33% |
| Daily Std Dev | 12.38% | 16.71% |
| Max Drawdown | -34.80% | -32.72% |
| Current Drawdown | -1.41% | -1.43% |
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SCHK vs. VONG - Expense Ratio Comparison
SCHK has a 0.05% expense ratio, which is lower than VONG's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between SCHK and VONG is 0.94, 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.
Risk-Adjusted Performance
SCHK vs. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index ETF (SCHK) and Vanguard Russell 1000 Growth ETF (VONG). 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
SCHK vs. VONG - Dividend Comparison
SCHK's dividend yield for the trailing twelve months is around 1.45%, more than VONG's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHK Schwab 1000 Index ETF | 1.45% | 2.03% | 1.96% | 1.41% | 2.65% | 3.25% | 1.81% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.59% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
SCHK vs. VONG - Drawdown Comparison
The maximum SCHK drawdown since its inception was -34.80%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for SCHK and VONG. For additional features, visit the drawdowns tool.
Volatility
SCHK vs. VONG - Volatility Comparison
The current volatility for Schwab 1000 Index ETF (SCHK) is 4.23%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 5.69%. This indicates that SCHK experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.