VUG vs. SCHG
Compare and contrast key facts about Vanguard Growth ETF (VUG) and Schwab U.S. Large-Cap Growth ETF (SCHG).
VUG and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. 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. Both VUG and SCHG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUG or SCHG.
Performance
VUG vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, VUG achieves a 30.27% return, which is significantly lower than SCHG's 32.53% return. Over the past 10 years, VUG has underperformed SCHG with an annualized return of 15.55%, while SCHG has yielded a comparatively higher 16.49% annualized return.
VUG
30.27%
2.44%
14.56%
36.37%
19.10%
15.55%
SCHG
32.53%
2.62%
15.29%
38.57%
20.39%
16.49%
Key characteristics
| VUG | SCHG | |
|---|---|---|
| Sharpe Ratio | 2.14 | 2.25 |
| Sortino Ratio | 2.79 | 2.93 |
| Omega Ratio | 1.39 | 1.41 |
| Calmar Ratio | 2.77 | 3.09 |
| Martin Ratio | 10.94 | 12.27 |
| Ulcer Index | 3.29% | 3.11% |
| Daily Std Dev | 16.84% | 17.00% |
| Max Drawdown | -50.68% | -34.59% |
| Current Drawdown | -1.30% | -1.51% |
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VUG vs. SCHG - Expense Ratio Comparison
Both VUG and SCHG have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between VUG and SCHG is 0.99, 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.
Risk-Adjusted Performance
VUG vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) 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
VUG vs. SCHG - Dividend Comparison
VUG's dividend yield for the trailing twelve months is around 0.49%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
VUG vs. SCHG - Drawdown Comparison
The maximum VUG drawdown since its inception was -50.68%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for VUG and SCHG. For additional features, visit the drawdowns tool.
Volatility
VUG vs. SCHG - Volatility Comparison
Vanguard Growth ETF (VUG) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 5.55% and 5.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.