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VONG vs. SCHK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VONG vs. SCHK

Last updated Aug 2, 2026
Documentation

VONG (Vanguard Russell 1000 Growth ETF) and SCHK (Schwab 1000 Index ETF) are both exchange-traded funds - VONG is a Large Cap Growth Equities fund tracking the Russell 1000 Growth Index, while SCHK is a Large Cap Blend Equities fund tracking the Schwab 1000 Index. Both are passively managed. Over the past 5 years, VONG returned 11.83%/yr vs 12.06%/yr for SCHK. Their correlation of 0.94 means they have usually moved in the same direction. VONG charges 0.06%/yr vs 0.03%/yr for SCHK.

Performance

VONG vs. SCHK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 Growth ETF (VONG) and Schwab 1000 Index ETF (SCHK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VONG achieves a 0.39% return, which is significantly lower than SCHK's 10.36% return.

VONG

1D
0.84%
1M
-2.27%
6M
1.82%
YTD
0.39%
1Y
10.18%
3Y*
19.33%
5Y*
11.83%
10Y*
17.43%
ALL TIME*
16.45%

SCHK

1D
0.61%
1M
0.08%
6M
8.83%
YTD
10.36%
1Y
21.37%
3Y*
19.19%
5Y*
12.06%
10Y*
—
ALL TIME*
14.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

SCHK

Schwab 1000 Index ETF
$28.76M$27.18M$27.56M

VONG

Vanguard Russell 1000 Growth ETF
$121.41M$148.04M$174.70M

VONG vs. SCHK - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VONG
Vanguard Russell 1000 Growth ETF		0.39%18.45%33.20%42.67%-29.18%27.60%38.30%36.06%-1.53%6.43%
SCHK
Schwab 1000 Index ETF		10.36%17.23%24.48%26.63%-19.51%26.17%20.75%31.31%-5.09%5.24%

Correlation

The correlation between VONG and SCHK is 0.92, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.92

Correlation (3Y)
Balances recent behavior with more history.

0.92

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2017

0.94

The correlation between VONG and SCHK has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

VONG vs. SCHK - Sectors Allocation Comparison

Sectors
VONG
SCHK

Technology

54.3%
36.7%

Communication Services

16.2%
9.4%

Industrials

9.0%
9.5%

Consumer Cyclical

8.4%
9.6%

Healthcare

5.4%
9.2%

Financial Services

4.2%
11.8%

Consumer Defensive

1.2%
4.5%

Energy

0.5%
3.1%

Real Estate

0.4%
2.2%

Utilities

0.3%
2.2%

Basic Materials

0.3%
1.9%

Technology

VONG
54.3%
SCHK
36.7%

Communication Services

VONG
16.2%
SCHK
9.4%

Industrials

VONG
9.0%
SCHK
9.5%

Consumer Cyclical

VONG
8.4%
SCHK
9.6%

Healthcare

VONG
5.4%
SCHK
9.2%

Financial Services

VONG
4.2%
SCHK
11.8%

Consumer Defensive

VONG
1.2%
SCHK
4.5%

Energy

VONG
0.5%
SCHK
3.1%

Real Estate

VONG
0.4%
SCHK
2.2%

Utilities

VONG
0.3%
SCHK
2.2%

Basic Materials

VONG
0.3%
SCHK
1.9%

Compare stocks, funds, or ETFs

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

Vanguard Russell 1000 Growth ETF

Schwab 1000 Index ETF

Often compared with VONG:
VONG vs. VUGVONG vs. VOOVONG vs. VOOGVONG vs. QQQMVONG vs. IWFVONG vs. VONEVONG vs. MGK
Often compared with SCHK:
SCHK vs. SCHBSCHK vs. SCHXSCHK vs. VOOSCHK vs. SCHGSCHK vs. VTISCHK vs. SCHDSCHK vs. FNDX

Return for Risk

VONG vs. SCHK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
VONG
VONG Risk / Return Rank: 2121
Overall Rank
VONG Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 2121
Sortino Ratio Rank
VONG Omega Ratio Rank: 2121
Omega Ratio Rank
VONG Calmar Ratio Rank: 2020
Calmar Ratio Rank
VONG Martin Ratio Rank: 2222
Martin Ratio Rank
SCHK
SCHK Risk / Return Rank: 6565
Overall Rank
SCHK Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SCHK Sortino Ratio Rank: 6262
Sortino Ratio Rank
SCHK Omega Ratio Rank: 6262
Omega Ratio Rank
SCHK Calmar Ratio Rank: 6363
Calmar Ratio Rank
SCHK Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VONG vs. SCHK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Growth ETF (VONG) and Schwab 1000 Index ETF (SCHK). 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.

VONGSCHKDifference
Sharpe ratioReturn per unit of total volatility
0.46
1.48

-1.02

Sortino ratioReturn per unit of downside risk
0.75
2.06

-1.31

Omega ratioGain probability vs. loss probability

1.09

1.26

-0.17

Calmar ratioReturn relative to maximum drawdown

0.50

2.17

-1.67

Martin ratioReturn relative to average drawdown

1.48

9.29

-7.81

VONG vs. SCHK - Sharpe Ratio Comparison

The current VONG Sharpe Ratio is 0.46, which is lower than the SCHK Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of VONG and SCHK, 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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Drawdowns

VONG vs. SCHK - Drawdown Comparison

The maximum VONG drawdown since its inception was -32.72%, smaller than the maximum SCHK drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for VONG and SCHK.

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Drawdown Indicators

VONGSCHKDifference

Max Drawdown

Largest peak-to-trough decline

-32.72%

-34.80%

+2.08%

Max Drawdown (1Y)

Largest decline over 1 year

-16.23%

-8.97%

-7.26%

Max Drawdown (3Y)

Largest decline over 3 years

-23.27%

-19.21%

-4.06%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

-25.44%

-7.28%

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

—

—

Current Drawdown

Current decline from peak

-7.89%

-1.35%

-6.54%

Average Drawdown

Average peak-to-trough decline

-4.89%

-5.12%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.42%

2.09%

+3.33%

Volatility

VONG vs. SCHK - Volatility Comparison

Vanguard Russell 1000 Growth ETF (VONG) has a higher volatility of 6.45% compared to Schwab 1000 Index ETF (SCHK) at 3.51%. This indicates that VONG's price experiences larger fluctuations and is considered to be riskier than SCHK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VONGSCHKDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

3.51%

+2.94%

Volatility (6M)

Calculated over the trailing 6-month period

14.00%

10.29%

+3.71%

Volatility (1Y)

Calculated over the trailing 1-year period

17.45%

13.13%

+4.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.64%

17.34%

+4.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.01%

19.04%

+1.97%

VONG vs. SCHK - Expense Ratio Comparison

VONG has a 0.06% expense ratio, which is higher than SCHK's 0.03% 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

VONG vs. SCHK - Dividend Comparison

VONG's dividend yield for the trailing twelve months is around 0.48%, less than SCHK's 1.04% yield.

PositionTTM20252024202320222021202020192018201720162015
SCHK
Schwab 1000 Index ETF		1.04%1.09%1.20%1.38%1.57%1.17%1.58%1.82%1.80%0.31%0.00%0.00%
VONG
Vanguard Russell 1000 Growth ETF		0.48%0.45%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%

Frequently Asked Questions

With a correlation of 0.92, VONG and SCHK move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VONG has higher volatility (6.45%) compared to SCHK (3.51%). In terms of maximum drawdown, VONG dropped -32.72% vs SCHK's -34.80%.

On 5-year performance, SCHK leads with 12.06% vs 11.83% for VONG. On fees, SCHK is cheaper at 0.03% per year. On volatility, SCHK has been the lower-risk option at 3.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHK has performed better with a 12.06% return vs 11.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHK is cheaper with a 0.03% expense ratio, compared with 0.06% for VONG.

SCHK has the higher dividend yield at 1.04%, compared with 0.48% for VONG.

VONG is categorized as Large Cap Growth Equities, while SCHK is Large Cap Blend Equities. VONG tracks Russell 1000 Growth Index, while SCHK tracks Schwab 1000 Index. They also come from different issuers: Vanguard and Charles Schwab. Their fees differ too: 0.06% for VONG and 0.03% for SCHK.

SCHK currently has the higher Sharpe Ratio (1.48 vs 0.46), 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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