SWHGX vs. SCHG
Compare and contrast key facts about Schwab MarketTrack Growth Portfolio™ (SWHGX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SWHGX is managed by Charles Schwab. It was launched on Nov 19, 1995. 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
SWHGX vs. SCHG - Performance Comparison
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SWHGX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWHGX Schwab MarketTrack Growth Portfolio™ | -0.60% | 17.49% | 11.76% | 18.22% | -15.06% | 18.09% | 11.02% | 22.23% | -7.19% | 16.11% |
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, SWHGX achieves a -0.60% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, SWHGX has underperformed SCHG with an annualized return of 9.54%, while SCHG has yielded a comparatively higher 16.95% annualized return.
SWHGX
- 1D
- 2.23%
- 1M
- -4.60%
- YTD
- -0.60%
- 6M
- 1.51%
- 1Y
- 16.78%
- 3Y*
- 13.53%
- 5Y*
- 7.64%
- 10Y*
- 9.54%
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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SWHGX vs. SCHG - Expense Ratio Comparison
SWHGX has a 0.39% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
SWHGX vs. SCHG — Risk / Return Rank
SWHGX
SCHG
SWHGX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Growth Portfolio™ (SWHGX) 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.
| SWHGX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.76 | +0.52 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.24 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.17 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.09 | +0.67 |
Martin ratioReturn relative to average drawdown | 8.29 | 3.71 | +4.58 |
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
| SWHGX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.76 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.57 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.79 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.79 | -0.29 |
Correlation
The correlation between SWHGX 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
SWHGX vs. SCHG - Dividend Comparison
SWHGX's dividend yield for the trailing twelve months is around 9.65%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWHGX Schwab MarketTrack Growth Portfolio™ | 9.65% | 9.59% | 11.68% | 4.00% | 4.53% | 5.04% | 8.15% | 5.76% | 5.76% | 4.87% | 3.73% | 14.80% |
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
SWHGX vs. SCHG - Drawdown Comparison
The maximum SWHGX drawdown since its inception was -49.19%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SWHGX and SCHG.
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Drawdown Indicators
| SWHGX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.19% | -34.59% | -14.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.78% | -16.41% | +6.63% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -34.59% | +8.96% |
Max Drawdown (10Y)Largest decline over 10 years | -29.77% | -34.59% | +4.82% |
Current DrawdownCurrent decline from peak | -5.31% | -12.51% | +7.20% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -5.22% | -1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 4.84% | -2.76% |
Volatility
SWHGX vs. SCHG - Volatility Comparison
The current volatility for Schwab MarketTrack Growth Portfolio™ (SWHGX) is 4.74%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. This indicates that SWHGX 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.
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Volatility by Period
| SWHGX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 6.77% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 12.54% | -4.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 22.45% | -9.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 22.31% | -8.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.23% | 21.51% | -7.28% |