SHRAX vs. SCHG
Compare and contrast key facts about ClearBridge Aggressive Growth Fund (SHRAX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SHRAX is managed by Franklin Templeton. It was launched on Oct 24, 1983. 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
SHRAX vs. SCHG - Performance Comparison
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SHRAX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHRAX ClearBridge Aggressive Growth Fund | -7.17% | 13.50% | 12.02% | 24.09% | -25.43% | 7.35% | 19.74% | 24.26% | -7.93% | 14.22% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, SHRAX achieves a -7.17% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, SHRAX has underperformed SCHG with an annualized return of 7.12%, while SCHG has yielded a comparatively higher 16.95% annualized return.
SHRAX
- 1D
- 3.40%
- 1M
- -6.68%
- YTD
- -7.17%
- 6M
- -8.75%
- 1Y
- 13.06%
- 3Y*
- 10.93%
- 5Y*
- 1.80%
- 10Y*
- 7.12%
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%
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SHRAX vs. SCHG - Expense Ratio Comparison
SHRAX has a 1.11% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
SHRAX vs. SCHG — Risk / Return Rank
SHRAX
SCHG
SHRAX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Aggressive Growth Fund (SHRAX) 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.
| SHRAX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.76 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.24 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.09 | -0.14 |
Martin ratioReturn relative to average drawdown | 3.02 | 3.71 | -0.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHRAX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.76 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.57 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.79 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.79 | -0.35 |
Correlation
The correlation between SHRAX and SCHG is 0.88, 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
SHRAX vs. SCHG - Dividend Comparison
SHRAX's dividend yield for the trailing twelve months is around 23.99%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHRAX ClearBridge Aggressive Growth Fund | 23.99% | 22.27% | 20.39% | 13.77% | 15.63% | 26.11% | 18.42% | 12.71% | 18.97% | 5.97% | 4.76% | 4.03% |
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
SHRAX vs. SCHG - Drawdown Comparison
The maximum SHRAX drawdown since its inception was -57.26%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SHRAX and SCHG.
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Drawdown Indicators
| SHRAX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.26% | -34.59% | -22.67% |
Max Drawdown (1Y)Largest decline over 1 year | -14.59% | -16.41% | +1.82% |
Max Drawdown (5Y)Largest decline over 5 years | -33.77% | -34.59% | +0.82% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | -34.59% | +0.82% |
Current DrawdownCurrent decline from peak | -11.69% | -12.51% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -11.29% | -5.22% | -6.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.62% | 4.84% | -0.22% |
Volatility
SHRAX vs. SCHG - Volatility Comparison
ClearBridge Aggressive Growth Fund (SHRAX) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 7.07% and 6.77%, 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.
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Volatility by Period
| SHRAX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 6.77% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 13.63% | 12.54% | +1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.09% | 22.45% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.84% | 22.31% | -1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.85% | 21.51% | -0.66% |