STSEX vs. SCHG
Compare and contrast key facts about BlackRock Exchange Portfolio (STSEX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
STSEX is managed by BlackRock. It was launched on Dec 17, 1976. 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
STSEX vs. SCHG - Performance Comparison
Loading graphics...
STSEX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STSEX BlackRock Exchange Portfolio | -5.16% | 19.42% | 16.06% | 20.71% | -5.51% | 31.09% | 9.30% | 28.62% | -2.95% | 15.24% |
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, STSEX achieves a -5.16% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, STSEX has underperformed SCHG with an annualized return of 13.27%, while SCHG has yielded a comparatively higher 16.95% annualized return.
STSEX
- 1D
- 1.64%
- 1M
- -3.81%
- YTD
- -5.16%
- 6M
- -4.32%
- 1Y
- 11.17%
- 3Y*
- 15.00%
- 5Y*
- 12.48%
- 10Y*
- 13.27%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
STSEX vs. SCHG - Expense Ratio Comparison
STSEX has a 0.81% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
STSEX vs. SCHG — Risk / Return Rank
STSEX
SCHG
STSEX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Exchange Portfolio (STSEX) 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.
| STSEX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.76 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.24 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.17 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.09 | +0.21 |
Martin ratioReturn relative to average drawdown | 4.87 | 3.71 | +1.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| STSEX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.76 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.57 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.79 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.79 | -0.14 |
Correlation
The correlation between STSEX and SCHG is 0.83, 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
STSEX vs. SCHG - Dividend Comparison
STSEX's dividend yield for the trailing twelve months is around 0.95%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STSEX BlackRock Exchange Portfolio | 0.95% | 0.90% | 0.93% | 1.07% | 1.22% | 1.01% | 1.33% | 1.40% | 1.73% | 1.67% | 1.95% | 1.94% |
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
STSEX vs. SCHG - Drawdown Comparison
The maximum STSEX drawdown since its inception was -49.89%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for STSEX and SCHG.
Loading graphics...
Drawdown Indicators
| STSEX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.89% | -34.59% | -15.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.03% | -16.41% | +7.38% |
Max Drawdown (5Y)Largest decline over 5 years | -19.57% | -34.59% | +15.02% |
Max Drawdown (10Y)Largest decline over 10 years | -31.28% | -34.59% | +3.31% |
Current DrawdownCurrent decline from peak | -6.64% | -12.51% | +5.87% |
Average DrawdownAverage peak-to-trough decline | -7.28% | -5.22% | -2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 4.84% | -2.42% |
Volatility
STSEX vs. SCHG - Volatility Comparison
The current volatility for BlackRock Exchange Portfolio (STSEX) is 3.39%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. This indicates that STSEX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| STSEX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 6.77% | -3.38% |
Volatility (6M)Calculated over the trailing 6-month period | 7.92% | 12.54% | -4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.49% | 22.45% | -7.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 22.31% | -7.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 21.51% | -4.80% |