VHCAX vs. SCHG
Compare and contrast key facts about Vanguard Capital Opportunity Fund Admiral Shares (VHCAX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
VHCAX is managed by Vanguard. It was launched on Nov 12, 2001. 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
VHCAX vs. SCHG - Performance Comparison
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VHCAX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VHCAX Vanguard Capital Opportunity Fund Admiral Shares | -3.13% | 25.83% | 14.07% | 25.63% | -17.56% | 20.92% | 22.83% | 27.30% | -3.71% | 28.37% |
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, VHCAX achieves a -3.13% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, VHCAX has underperformed SCHG with an annualized return of 14.38%, while SCHG has yielded a comparatively higher 16.95% annualized return.
VHCAX
- 1D
- 3.58%
- 1M
- -6.90%
- YTD
- -3.13%
- 6M
- 2.87%
- 1Y
- 26.44%
- 3Y*
- 17.75%
- 5Y*
- 9.60%
- 10Y*
- 14.38%
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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VHCAX vs. SCHG - Expense Ratio Comparison
VHCAX has a 0.36% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
VHCAX vs. SCHG — Risk / Return Rank
VHCAX
SCHG
VHCAX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Capital Opportunity Fund Admiral Shares (VHCAX) 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.
| VHCAX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.76 | +0.45 |
Sortino ratioReturn per unit of downside risk | 1.76 | 1.24 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.17 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.09 | +0.78 |
Martin ratioReturn relative to average drawdown | 7.78 | 3.71 | +4.08 |
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
| VHCAX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.76 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.57 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.79 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.79 | -0.25 |
Correlation
The correlation between VHCAX and SCHG is 0.89, 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
VHCAX vs. SCHG - Dividend Comparison
VHCAX's dividend yield for the trailing twelve months is around 10.03%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VHCAX Vanguard Capital Opportunity Fund Admiral Shares | 10.03% | 9.71% | 8.24% | 2.40% | 9.35% | 10.55% | 9.19% | 6.48% | 12.23% | 3.87% | 5.74% | 5.39% |
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
VHCAX vs. SCHG - Drawdown Comparison
The maximum VHCAX drawdown since its inception was -54.27%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for VHCAX and SCHG.
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Drawdown Indicators
| VHCAX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.27% | -34.59% | -19.68% |
Max Drawdown (1Y)Largest decline over 1 year | -13.90% | -16.41% | +2.51% |
Max Drawdown (5Y)Largest decline over 5 years | -27.55% | -34.59% | +7.04% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | -34.59% | +0.81% |
Current DrawdownCurrent decline from peak | -9.28% | -12.51% | +3.23% |
Average DrawdownAverage peak-to-trough decline | -8.45% | -5.22% | -3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 4.84% | -1.49% |
Volatility
VHCAX vs. SCHG - Volatility Comparison
Vanguard Capital Opportunity Fund Admiral Shares (VHCAX) has a higher volatility of 7.30% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.77%. This indicates that VHCAX'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
| VHCAX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 6.77% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 13.04% | 12.54% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.60% | 22.45% | -0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.58% | 22.31% | -2.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.19% | 21.51% | -1.32% |