SGRT vs. SCHG

Last updated Apr 2, 2026

Compare and contrast key facts about SMART Earnings Growth 30 ETF (SGRT) and Schwab U.S. Large-Cap Growth ETF (SCHG).

SGRT and SCHG 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 Index. It was launched on Dec 11, 2009.

Performance

SGRT vs. SCHG - Performance Comparison

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

SGRT vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025
SGRT SMART Earnings Growth 30 ETF	9.56%	25.25%
SCHG Schwab U.S. Large-Cap Growth ETF	-9.73%	8.51%

Returns By Period

In the year-to-date period, SGRT achieves a 9.56% return, which is significantly higher than SCHG's -9.73% return.

SGRT

• 1D: 2.70%
• 1M: -6.90%
• YTD: 9.56%
• 6M: 15.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHG

• 1D: 0.96%
• 1M: -4.46%
• YTD: -9.73%
• 6M: -8.15%
• 1Y: 17.00%
• 3Y*: 22.30%
• 5Y*: 12.76%
• 10Y*: 16.95%

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

SGRT vs. SCHG - Expense Ratio Comparison

SGRT has a 0.59% expense ratio, which is higher than SCHG's 0.04% expense ratio.

SGRT

SMART Earnings Growth 30 ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

Return for Risk

SGRT vs. SCHG — Risk / Return Rank

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

SCHG

SCHG Risk / Return Rank: 41
SCHG Sharpe Ratio Rank: 39
SCHG Sortino Ratio Rank: 43
SCHG Omega Ratio Rank: 42
SCHG Calmar Ratio Rank: 40
SCHG Martin Ratio Rank: 39

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.

SGRT vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SMART Earnings Growth 30 ETF (SGRT) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SGRT	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.76	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.57	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.09	0.79	+1.30

Correlation

The correlation between SGRT and SCHG is 0.73, 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.

Dividends

SGRT vs. SCHG - Dividend Comparison

SGRT's dividend yield for the trailing twelve months is around 0.15%, less than SCHG's 0.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SGRT SMART Earnings Growth 30 ETF	0.15%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	0.43%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Drawdowns

SGRT vs. SCHG - Drawdown Comparison

The maximum SGRT drawdown since its inception was -17.87%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SGRT and SCHG.

Drawdown Indicators

	SGRT	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-17.87%	-34.59%	+16.72%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.41%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.59%	—
Current Drawdown Current decline from peak	-7.09%	-12.51%	+5.42%
Average Drawdown Average peak-to-trough decline	-3.52%	-5.22%	+1.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.84%	—

Volatility

Volatility by Period

	SGRT	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.77%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.54%	—
Volatility (1Y) Calculated over the trailing 1-year period	32.60%	22.45%	+10.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.60%	22.31%	+10.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.60%	21.51%	+11.09%