SGLC vs. SCHD

Last updated Jun 23, 2026

SGLC (SGI U.S. Large Cap Core ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - SGLC is a Large Cap Blend Equities fund actively managed by Summit Global Investments, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. SGLC is actively managed, while SCHD is passively managed. Over the past 3 years, SGLC returned 21.49%/yr vs 14.45%/yr for SCHD. A 0.51 correlation means they provide meaningful diversification when combined. SGLC charges 0.85%/yr vs 0.06%/yr for SCHD.

Performance

SGLC vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI U.S. Large Cap Core ETF (SGLC) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SGLC achieves a 13.02% return, which is significantly lower than SCHD's 17.24% return.

SGLC

• 1D: -0.39%
• 1M: 0.91%
• YTD: 13.02%
• 6M: 12.78%
• 1Y: 33.50%
• 3Y*: 21.49%
• 5Y*: —
• 10Y*: —

SCHD

• 1D: 0.09%
• 1M: -2.86%
• YTD: 17.24%
• 6M: 16.44%
• 1Y: 24.06%
• 3Y*: 14.45%
• 5Y*: 8.77%
• 10Y*: 12.68%

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

SGLC vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SGLC SGI U.S. Large Cap Core ETF	13.02%	17.30%	20.19%	19.30%
SCHD Schwab U.S. Dividend Equity ETF	17.24%	4.34%	11.66%	8.33%

Correlation

The correlation between SGLC and SCHD is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (All Time) Calculated using the full available price history since Mar 31, 2023	0.51

Over the past year, the correlation between SGLC and SCHD has dropped to 0.28 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

SGLC vs. SCHD - Sectors Allocation Comparison

Sectors	SGLC	SCHD
Technology	32.4%	19.4%
Financial Services	14.9%	9.1%
Communication Services	11.2%	6.0%
Consumer Cyclical	10.1%	6.7%
Healthcare	9.9%	18.4%
Industrials	6.5%	7.4%
Consumer Defensive	5.4%	18.5%
Basic Materials	3.1%	1.2%
Energy	2.9%	14.6%
Real Estate	2.5%	-
Utilities	1.2%	0.0%

Return for Risk

SGLC vs. SCHD — Risk / Return Rank

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

SGLC

SGLC Risk / Return Rank: 76
SGLC Sharpe Ratio Rank: 78
SGLC Sortino Ratio Rank: 73
SGLC Omega Ratio Rank: 76
SGLC Calmar Ratio Rank: 71
SGLC Martin Ratio Rank: 80

SCHD

SCHD Risk / Return Rank: 76
SCHD Sharpe Ratio Rank: 70
SCHD Sortino Ratio Rank: 79
SCHD Omega Ratio Rank: 68
SCHD Calmar Ratio Rank: 90
SCHD Martin Ratio Rank: 71

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.

SGLC vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI U.S. Large Cap Core ETF (SGLC) and Schwab U.S. Dividend Equity ETF (SCHD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SGLC	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	2.40	2.18	+0.22
Sortino ratio: Return per unit of downside risk	3.14	3.34	-0.20
Omega ratio: Gain probability vs. loss probability	1.43	1.39	+0.04
Calmar ratio: Return relative to maximum drawdown	3.48	5.24	-1.76
Martin ratio: Return relative to average drawdown	15.14	12.71	+2.43

SGLC vs. SCHD - Sharpe Ratio Comparison

The current SGLC Sharpe Ratio is 2.40, which is comparable to the SCHD Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of SGLC and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SGLC vs. SCHD - Drawdown Comparison

The maximum SGLC drawdown since its inception was -20.24%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SGLC and SCHD.

Drawdown Indicators

	SGLC	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-20.24%	-33.37%	+13.13%
Max Drawdown (1Y) Largest decline over 1 year	-9.67%	-4.61%	-5.06%
Max Drawdown (3Y) Largest decline over 3 years	-20.24%	-16.13%	-4.11%
Max Drawdown (5Y) Largest decline over 5 years	—	-16.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.37%	—
Current Drawdown Current decline from peak	-1.67%	-2.86%	+1.19%
Average Drawdown Average peak-to-trough decline	-2.45%	-3.31%	+0.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.22%	1.90%	+0.32%

Volatility

SGLC vs. SCHD - Volatility Comparison

SGI U.S. Large Cap Core ETF (SGLC) has a higher volatility of 4.79% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.58%. This indicates that SGLC's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SGLC	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.79%	3.58%	+1.21%
Volatility (6M) Calculated over the trailing 6-month period	11.68%	7.74%	+3.94%
Volatility (1Y) Calculated over the trailing 1-year period	14.02%	11.09%	+2.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.10%	14.36%	+1.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.10%	16.73%	-0.63%

SGLC vs. SCHD - Expense Ratio Comparison

SGLC has a 0.85% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

SGLC vs. SCHD - Dividend Comparison

SGLC's dividend yield for the trailing twelve months is around 0.21%, less than SCHD's 3.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHD Schwab U.S. Dividend Equity ETF	3.31%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SGLC SGI U.S. Large Cap Core ETF	0.21%	0.23%	8.68%	1.49%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SGLC and SCHD in my portfolio?

SGLC and SCHD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SGLC or SCHD?

SGLC has higher volatility (4.79%) compared to SCHD (3.58%). In terms of maximum drawdown, SGLC dropped -20.24% vs SCHD's -33.37%.

Which ETF is better, SGLC or SCHD?

On 3-year performance, SGLC leads with 21.49% vs 14.45% for SCHD. On fees, SCHD is cheaper at 0.06% per year. On volatility, SCHD has been the lower-risk option at 3.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SGLC or SCHD?

Over the 3-year period, SGLC has performed better with a 21.49% return vs 14.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SGLC or SCHD?

SCHD is cheaper with a 0.06% expense ratio, compared with 0.85% for SGLC.

Which ETF pays a higher dividend yield, SGLC or SCHD?

SCHD has the higher dividend yield at 3.31%, compared with 0.21% for SGLC.

What is the main difference between SGLC and SCHD?

SGLC is categorized as Large Cap Blend Equities, while SCHD is Dividend. They also come from different issuers: Summit Global Investments and Charles Schwab. Their fees differ too: 0.85% for SGLC and 0.06% for SCHD.

Which has better risk-adjusted returns?

SGLC currently has the higher Sharpe Ratio (2.40 vs 2.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.