TGRW vs. SCHG
Compare and contrast key facts about T. Rowe Price Growth Stock ETF (TGRW) and Schwab U.S. Large-Cap Growth ETF (SCHG).
TGRW and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TGRW is an actively managed fund by T. Rowe Price Group, Inc.. It was launched on Aug 4, 2020. 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 Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TGRW or SCHG.
Key characteristics
| TGRW | SCHG | |
|---|---|---|
| YTD Return | 30.58% | 34.32% |
| 1Y Return | 37.09% | 42.00% |
| 3Y Return (Ann) | 4.51% | 11.21% |
| Sharpe Ratio | 2.34 | 2.64 |
| Sortino Ratio | 3.04 | 3.39 |
| Omega Ratio | 1.43 | 1.48 |
| Calmar Ratio | 2.20 | 3.62 |
| Martin Ratio | 11.12 | 14.42 |
| Ulcer Index | 3.53% | 3.10% |
| Daily Std Dev | 16.73% | 16.93% |
| Max Drawdown | -43.33% | -34.59% |
| Current Drawdown | 0.00% | -0.18% |
Correlation
The correlation between TGRW and SCHG is 0.98, 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.
Performance
TGRW vs. SCHG - Performance Comparison
In the year-to-date period, TGRW achieves a 30.58% return, which is significantly lower than SCHG's 34.32% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TGRW vs. SCHG - Expense Ratio Comparison
TGRW has a 0.52% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
TGRW vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth Stock ETF (TGRW) 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.
Dividends
TGRW vs. SCHG - Dividend Comparison
TGRW's dividend yield for the trailing twelve months is around 0.01%, less than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGRW T. Rowe Price Growth Stock ETF | 0.01% | 0.01% | 0.00% | 0.40% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
TGRW vs. SCHG - Drawdown Comparison
The maximum TGRW drawdown since its inception was -43.33%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for TGRW and SCHG. For additional features, visit the drawdowns tool.
Volatility
TGRW vs. SCHG - Volatility Comparison
The current volatility for T. Rowe Price Growth Stock ETF (TGRW) is 4.70%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.15%. This indicates that TGRW 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.