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SPYG vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPYG and SCHG is 0.95, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

SPYG vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 500 Growth ETF (SPYG) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
694.19%
777.12%
SPYG
SCHG

Key characteristics

Sharpe Ratio

SPYG:

0.59

SCHG:

0.47

Sortino Ratio

SPYG:

0.97

SCHG:

0.82

Omega Ratio

SPYG:

1.14

SCHG:

1.11

Calmar Ratio

SPYG:

0.66

SCHG:

0.50

Martin Ratio

SPYG:

2.37

SCHG:

1.81

Ulcer Index

SPYG:

6.18%

SCHG:

6.50%

Daily Std Dev

SPYG:

24.77%

SCHG:

24.90%

Max Drawdown

SPYG:

-67.79%

SCHG:

-34.59%

Current Drawdown

SPYG:

-15.18%

SCHG:

-16.68%

Returns By Period

In the year-to-date period, SPYG achieves a -10.85% return, which is significantly higher than SCHG's -13.01% return. Over the past 10 years, SPYG has underperformed SCHG with an annualized return of 13.33%, while SCHG has yielded a comparatively higher 14.35% annualized return.


SPYG

YTD

-10.85%

1M

-6.99%

6M

-6.04%

1Y

11.71%

5Y*

15.59%

10Y*

13.33%

SCHG

YTD

-13.01%

1M

-7.78%

6M

-7.64%

1Y

8.87%

5Y*

17.57%

10Y*

14.35%

*Annualized

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SPYG vs. SCHG - Expense Ratio Comparison

Both SPYG and SCHG have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for SPYG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPYG: 0.04%
Expense ratio chart for SCHG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHG: 0.04%

Risk-Adjusted Performance

SPYG vs. SCHG — Risk-Adjusted Performance Rank

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

SPYG
The Risk-Adjusted Performance Rank of SPYG is 7171
Overall Rank
The Sharpe Ratio Rank of SPYG is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 7070
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 6565
Overall Rank
The Sharpe Ratio Rank of SCHG is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPYG vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 500 Growth ETF (SPYG) 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.


The chart of Sharpe ratio for SPYG, currently valued at 0.59, compared to the broader market-1.000.001.002.003.004.00
SPYG: 0.59
SCHG: 0.47
The chart of Sortino ratio for SPYG, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.00
SPYG: 0.97
SCHG: 0.82
The chart of Omega ratio for SPYG, currently valued at 1.14, compared to the broader market0.501.001.502.00
SPYG: 1.14
SCHG: 1.11
The chart of Calmar ratio for SPYG, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.0012.00
SPYG: 0.66
SCHG: 0.50
The chart of Martin ratio for SPYG, currently valued at 2.37, compared to the broader market0.0020.0040.0060.00
SPYG: 2.37
SCHG: 1.81

The current SPYG Sharpe Ratio is 0.59, which is comparable to the SCHG Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of SPYG and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.59
0.47
SPYG
SCHG

Dividends

SPYG vs. SCHG - Dividend Comparison

SPYG's dividend yield for the trailing twelve months is around 0.69%, more than SCHG's 0.47% yield.


TTM20242023202220212020201920182017201620152014
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.69%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.47%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

SPYG vs. SCHG - Drawdown Comparison

The maximum SPYG drawdown since its inception was -67.79%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SPYG and SCHG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.18%
-16.68%
SPYG
SCHG

Volatility

SPYG vs. SCHG - Volatility Comparison

SPDR Portfolio S&P 500 Growth ETF (SPYG) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 16.15% and 16.37%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.15%
16.37%
SPYG
SCHG