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VQNPX vs. SCHH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VQNPX vs. SCHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth and Income Fund Investor Shares (VQNPX) and Schwab US REIT ETF (SCHH). The values are adjusted to include any dividend payments, if applicable.

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VQNPX vs. SCHH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VQNPX
Vanguard Growth and Income Fund Investor Shares
-5.04%19.13%25.72%24.72%-17.26%28.74%17.90%29.66%-4.70%19.82%
SCHH
Schwab US REIT ETF
3.86%2.20%4.99%11.18%-24.99%41.07%-14.81%22.85%-4.26%3.68%

Returns By Period

In the year-to-date period, VQNPX achieves a -5.04% return, which is significantly lower than SCHH's 3.86% return. Over the past 10 years, VQNPX has outperformed SCHH with an annualized return of 13.74%, while SCHH has yielded a comparatively lower 3.29% annualized return.


VQNPX

1D
3.04%
1M
-5.21%
YTD
-5.04%
6M
-2.12%
1Y
19.32%
3Y*
18.55%
5Y*
11.79%
10Y*
13.74%

SCHH

1D
0.42%
1M
-6.20%
YTD
3.86%
6M
1.66%
1Y
3.35%
3Y*
6.79%
5Y*
3.52%
10Y*
3.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VQNPX vs. SCHH - Expense Ratio Comparison

VQNPX has a 0.32% expense ratio, which is higher than SCHH's 0.07% expense ratio.


Return for Risk

VQNPX vs. SCHH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VQNPX
VQNPX Risk / Return Rank: 6565
Overall Rank
VQNPX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VQNPX Sortino Ratio Rank: 6060
Sortino Ratio Rank
VQNPX Omega Ratio Rank: 6060
Omega Ratio Rank
VQNPX Calmar Ratio Rank: 7171
Calmar Ratio Rank
VQNPX Martin Ratio Rank: 7878
Martin Ratio Rank

SCHH
SCHH Risk / Return Rank: 1717
Overall Rank
SCHH Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SCHH Sortino Ratio Rank: 1616
Sortino Ratio Rank
SCHH Omega Ratio Rank: 1616
Omega Ratio Rank
SCHH Calmar Ratio Rank: 1717
Calmar Ratio Rank
SCHH Martin Ratio Rank: 1919
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.

VQNPX vs. SCHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth and Income Fund Investor Shares (VQNPX) and Schwab US REIT ETF (SCHH). 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.


VQNPXSCHHDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.21

+0.87

Sortino ratio

Return per unit of downside risk

1.60

0.39

+1.21

Omega ratio

Gain probability vs. loss probability

1.24

1.05

+0.19

Calmar ratio

Return relative to maximum drawdown

1.70

0.28

+1.42

Martin ratio

Return relative to average drawdown

7.67

1.09

+6.59

VQNPX vs. SCHH - Sharpe Ratio Comparison

The current VQNPX Sharpe Ratio is 1.08, which is higher than the SCHH Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of VQNPX and SCHH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VQNPXSCHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.21

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.19

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.16

+0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.32

+0.28

Correlation

The correlation between VQNPX and SCHH is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VQNPX vs. SCHH - Dividend Comparison

VQNPX's dividend yield for the trailing twelve months is around 11.16%, more than SCHH's 3.02% yield.


TTM20252024202320222021202020192018201720162015
VQNPX
Vanguard Growth and Income Fund Investor Shares
11.16%10.60%11.56%8.60%9.69%15.16%6.53%4.09%7.92%5.01%6.90%7.60%
SCHH
Schwab US REIT ETF
3.02%3.04%3.22%3.24%2.55%1.50%2.86%2.86%3.64%2.22%2.81%2.48%

Drawdowns

VQNPX vs. SCHH - Drawdown Comparison

The maximum VQNPX drawdown since its inception was -55.93%, which is greater than SCHH's maximum drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for VQNPX and SCHH.


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Drawdown Indicators


VQNPXSCHHDifference

Max Drawdown

Largest peak-to-trough decline

-55.93%

-44.22%

-11.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-12.40%

+0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-23.36%

-33.28%

+9.92%

Max Drawdown (10Y)

Largest decline over 10 years

-34.33%

-44.22%

+9.89%

Current Drawdown

Current decline from peak

-7.01%

-7.07%

+0.06%

Average Drawdown

Average peak-to-trough decline

-8.90%

-9.54%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

3.17%

-0.54%

Volatility

VQNPX vs. SCHH - Volatility Comparison

Vanguard Growth and Income Fund Investor Shares (VQNPX) has a higher volatility of 5.51% compared to Schwab US REIT ETF (SCHH) at 4.64%. This indicates that VQNPX's price experiences larger fluctuations and is considered to be riskier than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VQNPXSCHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

4.64%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

10.19%

9.28%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

18.39%

16.20%

+2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

18.69%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.19%

20.97%

-2.78%