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VEQT.TO vs. SCHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VEQT.TO vs. SCHG

Last updated Jun 4, 2026

VEQT.TO (Vanguard All-Equity ETF Portfolio) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - VEQT.TO is a Global Equities fund actively managed by Vanguard, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. VEQT.TO is actively managed, while SCHG is passively managed. Over the past 5 years, VEQT.TO returned 14.01%/yr vs 18.90%/yr for SCHG. A 0.77 correlation means they provide meaningful diversification when combined. VEQT.TO charges 0.24%/yr vs 0.04%/yr for SCHG.

Performance

VEQT.TO vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard All-Equity ETF Portfolio (VEQT.TO) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VEQT.TO is traded in CAD, while SCHG is traded in USD. To make them comparable, the SCHG values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VEQT.TO achieves a 12.75% return, which is significantly higher than SCHG's 7.77% return.

VEQT.TO

1D
-0.54%
1M
6.10%
YTD
12.75%
6M
12.66%
1Y
31.65%
3Y*
22.37%
5Y*
14.01%
10Y*
—

SCHG

1D
-0.82%
1M
6.90%
YTD
7.77%
6M
5.40%
1Y
26.25%
3Y*
26.47%
5Y*
18.90%
10Y*
19.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEQT.TO vs. SCHG - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
VEQT.TO
Vanguard All-Equity ETF Portfolio		12.75%20.37%24.73%16.70%-10.76%19.62%11.42%12.94%
SCHG
Schwab U.S. Large-Cap Growth ETF		7.77%12.11%46.55%46.80%-26.94%26.96%36.79%21.34%

Correlation

The correlation between VEQT.TO and SCHG is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2019

0.77

The correlation between VEQT.TO and SCHG has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.

VEQT.TO vs. SCHG - Sectors Allocation Comparison

Sectors
VEQT.TO
SCHG

Financial Services

20.7%
6.7%

Technology

20.3%
46.3%

Industrials

11.6%
5.8%

Energy

8.7%
0.8%

Basic Materials

8.6%
1.4%

Consumer Cyclical

7.8%
12.7%

Healthcare

6.6%
7.7%

Communication Services

6.0%
16.0%

Consumer Defensive

4.5%
1.7%

Utilities

2.8%
0.4%

Real Estate

2.2%
0.5%

Financial Services

VEQT.TO
20.7%
SCHG
6.7%

Technology

VEQT.TO
20.3%
SCHG
46.3%

Industrials

VEQT.TO
11.6%
SCHG
5.8%

Energy

VEQT.TO
8.7%
SCHG
0.8%

Basic Materials

VEQT.TO
8.6%
SCHG
1.4%

Consumer Cyclical

VEQT.TO
7.8%
SCHG
12.7%

Healthcare

VEQT.TO
6.6%
SCHG
7.7%

Communication Services

VEQT.TO
6.0%
SCHG
16.0%

Consumer Defensive

VEQT.TO
4.5%
SCHG
1.7%

Utilities

VEQT.TO
2.8%
SCHG
0.4%

Real Estate

VEQT.TO
2.2%
SCHG
0.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard All-Equity ETF Portfolio

Schwab U.S. Large-Cap Growth ETF

Often compared with VEQT.TO:
VEQT.TO vs. XEQT.TOVEQT.TO vs. VFV.TOVEQT.TO vs. VGRO.TOVEQT.TO vs. VOOVEQT.TO vs. ZEQT.TOVEQT.TO vs. SPYVEQT.TO vs. VBAL.TO
Often compared with SCHG:
SCHG vs. SCHDSCHG vs. QQQMSCHG vs. VOOSCHG vs. VUGSCHG vs. QQQSCHG vs. SPMOSCHG vs. SPYG

Return for Risk

VEQT.TO vs. SCHG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VEQT.TO
VEQT.TO Risk / Return Rank: 8181
Overall Rank
VEQT.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VEQT.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
VEQT.TO Omega Ratio Rank: 8282
Omega Ratio Rank
VEQT.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
VEQT.TO Martin Ratio Rank: 8383
Martin Ratio Rank
SCHG
SCHG Risk / Return Rank: 3939
Overall Rank
SCHG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4343
Omega Ratio Rank
SCHG Calmar Ratio Rank: 3030
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3333
Martin Ratio Rank
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.

VEQT.TO vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard All-Equity ETF Portfolio (VEQT.TO) 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.

VEQT.TOSCHGDifference
Sharpe ratioReturn per unit of total volatility
2.74
1.74

+1.00

Sortino ratioReturn per unit of downside risk
3.77
2.34

+1.43

Omega ratioGain probability vs. loss probability

1.51

1.31

+0.19

Calmar ratioReturn relative to maximum drawdown

3.95

1.57

+2.38

Martin ratioReturn relative to average drawdown

17.38

4.54

+12.84

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VEQT.TO vs. SCHG - Sharpe Ratio Comparison

The current VEQT.TO Sharpe Ratio is 2.74, which is higher than the SCHG Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of VEQT.TO 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.

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Sharpe Ratios by Period

VEQT.TOSCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

1.74

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

0.92

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.99

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

1.05

-0.14

Drawdowns

VEQT.TO vs. SCHG - Drawdown Comparison

The maximum VEQT.TO drawdown since its inception was -30.45%, smaller than the maximum SCHG drawdown of -32.13%. Use the drawdown chart below to compare losses from any high point for VEQT.TO and SCHG.

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Drawdown Indicators

VEQT.TOSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-30.45%

-32.13%

+1.68%

Max Drawdown (1Y)

Largest decline over 1 year

-8.05%

-16.78%

+8.73%

Max Drawdown (3Y)

Largest decline over 3 years

-15.46%

-23.81%

+8.35%

Max Drawdown (5Y)

Largest decline over 5 years

-18.32%

-32.13%

+13.81%

Max Drawdown (10Y)

Largest decline over 10 years

—

-32.13%

—

Current Drawdown

Current decline from peak

-0.54%

-1.07%

+0.53%

Average Drawdown

Average peak-to-trough decline

-3.71%

-4.73%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

5.79%

-3.96%

Volatility

VEQT.TO vs. SCHG - Volatility Comparison

Vanguard All-Equity ETF Portfolio (VEQT.TO) has a higher volatility of 3.68% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 3.49%. This indicates that VEQT.TO'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.

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Volatility by Period

VEQT.TOSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

3.49%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

11.32%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

11.61%

15.21%

-3.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.90%

20.60%

-7.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.77%

19.99%

-4.22%

VEQT.TO vs. SCHG - Expense Ratio Comparison

VEQT.TO has a 0.24% expense ratio, which is higher than SCHG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VEQT.TO vs. SCHG - Dividend Comparison

VEQT.TO's dividend yield for the trailing twelve months is around 1.26%, more than SCHG's 0.36% yield.

PositionTTM20252024202320222021202020192018201720162015
SCHG
Schwab U.S. Large-Cap Growth ETF		0.36%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%
VEQT.TO
Vanguard All-Equity ETF Portfolio		1.26%1.42%1.58%1.88%2.09%1.40%1.48%1.42%0.00%0.00%0.00%0.00%

Frequently Asked Questions

VEQT.TO and SCHG have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHG is cheaper with a 0.04% expense ratio, compared with 0.24% for VEQT.TO.

VEQT.TO is categorized as Global Equities, while SCHG is Large Cap Growth Equities. They also come from different issuers: Vanguard and Charles Schwab. Their fees differ too: 0.24% for VEQT.TO and 0.04% for SCHG.

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