TEA.AX vs. SCHG

Last updated Jun 5, 2026

TEA.AX (Tasmea Limited) is a stock, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past year, TEA.AX returned 184.56% vs 12.47% for SCHG. At a 0.03 correlation, their price movements are largely independent.

Performance

TEA.AX vs. SCHG - Performance Comparison

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

Different Trading Currencies

TEA.AX is traded in AUD, while SCHG is traded in USD. To make them comparable, the SCHG values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TEA.AX achieves a 96.17% return, which is significantly higher than SCHG's -1.91% return.

TEA.AX

• 1D: -0.61%
• 1M: 42.06%
• YTD: 96.17%
• 6M: 83.94%
• 1Y: 184.56%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHG

• 1D: -1.80%
• 1M: 2.54%
• YTD: -1.91%
• 6M: -3.40%
• 1Y: 12.47%
• 3Y*: 21.58%
• 5Y*: 17.16%
• 10Y*: 19.04%

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

TEA.AX vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024
TEA.AX Tasmea Limited	96.17%	46.00%	88.65%
SCHG Schwab U.S. Large-Cap Growth ETF	-1.91%	8.97%	30.77%

Correlation

The correlation between TEA.AX and SCHG is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (All Time) Calculated using the full available price history since Apr 30, 2024	0.03

Return for Risk

TEA.AX vs. SCHG — Risk / Return Rank

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

TEA.AX

TEA.AX Risk / Return Rank: 94
TEA.AX Sharpe Ratio Rank: 97
TEA.AX Sortino Ratio Rank: 95
TEA.AX Omega Ratio Rank: 93
TEA.AX Calmar Ratio Rank: 92
TEA.AX Martin Ratio Rank: 92

SCHG

SCHG Risk / Return Rank: 35
SCHG Sharpe Ratio Rank: 40
SCHG Sortino Ratio Rank: 37
SCHG Omega Ratio Rank: 38
SCHG Calmar Ratio Rank: 28
SCHG Martin Ratio Rank: 31

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.

TEA.AX vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tasmea Limited (TEA.AX) 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.

	TEA.AX	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	3.70	0.93	+2.77
Sortino ratio: Return per unit of downside risk	4.12	1.31	+2.80
Omega ratio: Gain probability vs. loss probability	1.51	1.17	+0.34
Calmar ratio: Return relative to maximum drawdown	5.30	0.63	+4.67
Martin ratio: Return relative to average drawdown	13.95	1.54	+12.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TEA.AX vs. SCHG - Sharpe Ratio Comparison

The current TEA.AX Sharpe Ratio is 3.70, which is higher than the SCHG Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of TEA.AX and SCHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TEA.AX	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.70	0.93	+2.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.87	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.97	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.49	1.04	+1.46

Drawdowns

TEA.AX vs. SCHG - Drawdown Comparison

The maximum TEA.AX drawdown since its inception was -33.21%, which is greater than SCHG's maximum drawdown of -31.20%. Use the drawdown chart below to compare losses from any high point for TEA.AX and SCHG.

Drawdown Indicators

	TEA.AX	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-33.21%	-31.20%	-2.01%
Max Drawdown (1Y) Largest decline over 1 year	-33.21%	-19.81%	-13.40%
Max Drawdown (3Y) Largest decline over 3 years	—	-22.66%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.20%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.20%	—
Current Drawdown Current decline from peak	-0.61%	-6.39%	+5.78%
Average Drawdown Average peak-to-trough decline	-8.81%	-5.15%	-3.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.67%	8.13%	+4.54%

Volatility

TEA.AX vs. SCHG - Volatility Comparison

Tasmea Limited (TEA.AX) has a higher volatility of 17.65% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 3.19%. This indicates that TEA.AX's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TEA.AX	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.65%	3.19%	+14.46%
Volatility (6M) Calculated over the trailing 6-month period	36.65%	10.07%	+26.58%
Volatility (1Y) Calculated over the trailing 1-year period	47.57%	13.57%	+34.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	48.98%	19.74%	+29.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.98%	19.67%	+29.31%

Dividends

TEA.AX vs. SCHG - Dividend Comparison

TEA.AX's dividend yield for the trailing twelve months is around 2.95%, more than SCHG's 0.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHG Schwab U.S. Large-Cap Growth ETF	0.37%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
TEA.AX Tasmea Limited	2.95%	5.46%	2.10%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TEA.AX and SCHG in my portfolio?

TEA.AX and SCHG have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.