VSEC vs. SCHG
Compare and contrast key facts about VSE Corporation (VSEC) and Schwab U.S. Large-Cap Growth ETF (SCHG).
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 Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSEC or SCHG.
Performance
VSEC vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, VSEC achieves a 79.41% return, which is significantly higher than SCHG's 30.50% return. Both investments have delivered pretty close results over the past 10 years, with VSEC having a 16.04% annualized return and SCHG not far ahead at 16.38%.
VSEC
79.41%
9.12%
50.63%
87.27%
25.55%
16.04%
SCHG
30.50%
2.16%
14.17%
37.63%
19.96%
16.38%
Key characteristics
| VSEC | SCHG | |
|---|---|---|
| Sharpe Ratio | 2.23 | 2.24 |
| Sortino Ratio | 3.00 | 2.93 |
| Omega Ratio | 1.38 | 1.41 |
| Calmar Ratio | 4.89 | 3.08 |
| Martin Ratio | 14.55 | 12.26 |
| Ulcer Index | 5.91% | 3.11% |
| Daily Std Dev | 38.61% | 17.00% |
| Max Drawdown | -76.09% | -34.59% |
| Current Drawdown | -4.96% | -3.02% |
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Correlation
The correlation between VSEC and SCHG is 0.41, 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.
Risk-Adjusted Performance
VSEC vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VSE Corporation (VSEC) 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.
Dividends
VSEC vs. SCHG - Dividend Comparison
VSEC's dividend yield for the trailing twelve months is around 0.35%, less than SCHG's 0.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSEC VSE Corporation | 0.35% | 0.77% | 0.85% | 0.59% | 0.94% | 0.89% | 1.00% | 0.54% | 0.59% | 0.68% | 0.58% | 0.71% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
VSEC vs. SCHG - Drawdown Comparison
The maximum VSEC drawdown since its inception was -76.09%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for VSEC and SCHG. For additional features, visit the drawdowns tool.
Volatility
VSEC vs. SCHG - Volatility Comparison
VSE Corporation (VSEC) has a higher volatility of 12.53% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.73%. This indicates that VSEC'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.