UNM vs. SCHG
UNM (Unum Group) 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 10 years, UNM returned 14.72%/yr vs 18.65%/yr for SCHG. At a 0.45 correlation, their price movements are largely independent.
Performance
UNM vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, UNM achieves a 19.28% return, which is significantly higher than SCHG's 1.35% return. Over the past 10 years, UNM has underperformed SCHG with an annualized return of 14.72%, while SCHG has yielded a comparatively higher 18.65% annualized return.
UNM
- 1D
- 0.84%
- 1M
- 8.07%
- YTD
- 19.28%
- 6M
- 16.44%
- 1Y
- 16.82%
- 3Y*
- 29.26%
- 5Y*
- 30.29%
- 10Y*
- 14.72%
SCHG
- 1D
- -1.37%
- 1M
- -3.93%
- YTD
- 1.35%
- 6M
- 0.09%
- 1Y
- 17.91%
- 3Y*
- 22.13%
- 5Y*
- 13.27%
- 10Y*
- 18.65%
UNM vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UNM Unum Group | 19.28% | 8.56% | 66.31% | 13.72% | 73.56% | 11.87% | -16.22% | 2.63% | -45.22% | 27.19% |
SCHG Schwab U.S. Large-Cap Growth ETF | 1.35% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Correlation
The correlation between UNM and SCHG is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2009 | 0.45 |
Over the past year, the correlation between UNM and SCHG has dropped to 0.11 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
UNM vs. SCHG — Risk / Return Rank
UNM
SCHG
UNM vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Unum Group (UNM) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UNM | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.20 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.10 | -0.04 |
| Martin ratioReturn relative to average drawdown | 2.30 | 3.58 | -1.28 |
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Drawdowns
UNM vs. SCHG - Drawdown Comparison
The maximum UNM drawdown since its inception was -89.38%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for UNM and SCHG.
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Drawdown Indicators
| UNM | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.38% | -34.59% | -54.79% |
Max Drawdown (1Y)Largest decline over 1 year | -16.04% | -16.41% | +0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -17.94% | -23.39% | +5.45% |
Max Drawdown (5Y)Largest decline over 5 years | -21.99% | -34.59% | +12.60% |
Max Drawdown (10Y)Largest decline over 10 years | -81.06% | -34.59% | -46.47% |
Current DrawdownCurrent decline from peak | -1.50% | -6.46% | +4.96% |
Average DrawdownAverage peak-to-trough decline | -32.65% | -5.20% | -27.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.32% | 5.02% | +2.30% |
Volatility
UNM vs. SCHG - Volatility Comparison
The current volatility for Unum Group (UNM) is 5.52%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.91%. This indicates that UNM 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
| UNM | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 5.91% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 14.82% | 12.52% | +2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.80% | 16.24% | +8.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.95% | 22.38% | +7.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.50% | 21.58% | +15.92% |
Dividends
UNM vs. SCHG - Dividend Comparison
UNM's dividend yield for the trailing twelve months is around 2.01%, more than SCHG's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
UNM Unum Group | 2.01% | 2.27% | 2.15% | 3.07% | 3.07% | 4.76% | 4.97% | 3.74% | 3.34% | 1.57% | 1.75% | 2.10% |
Frequently Asked Questions
UNM and SCHG have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHG has higher volatility (5.91%) compared to UNM (5.52%). In terms of maximum drawdown, UNM dropped -89.38% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (1.11 vs 0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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