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VUG vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUG and SCHG is 0.95, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VUG vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth ETF (VUG) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
751.05%
815.51%
VUG
SCHG

Key characteristics

Sharpe Ratio

VUG:

0.57

SCHG:

0.55

Sortino Ratio

VUG:

0.95

SCHG:

0.92

Omega Ratio

VUG:

1.13

SCHG:

1.13

Calmar Ratio

VUG:

0.62

SCHG:

0.58

Martin Ratio

VUG:

2.22

SCHG:

2.06

Ulcer Index

VUG:

6.42%

SCHG:

6.62%

Daily Std Dev

VUG:

24.95%

SCHG:

25.04%

Max Drawdown

VUG:

-50.68%

SCHG:

-34.59%

Current Drawdown

VUG:

-11.84%

SCHG:

-13.04%

Returns By Period

In the year-to-date period, VUG achieves a -8.15% return, which is significantly higher than SCHG's -9.20% return. Both investments have delivered pretty close results over the past 10 years, with VUG having a 14.23% annualized return and SCHG not far ahead at 14.92%.


VUG

YTD

-8.15%

1M

-1.58%

6M

-3.83%

1Y

14.94%

5Y*

17.28%

10Y*

14.23%

SCHG

YTD

-9.20%

1M

-2.17%

6M

-4.69%

1Y

14.30%

5Y*

18.55%

10Y*

14.92%

*Annualized

Compare stocks, funds, or ETFs

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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%.


Expense ratio chart for VUG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VUG: 0.04%
Expense ratio chart for SCHG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHG: 0.04%

Risk-Adjusted Performance

VUG vs. SCHG — Risk-Adjusted Performance Rank

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

VUG
The Risk-Adjusted Performance Rank of VUG is 6464
Overall Rank
The Sharpe Ratio Rank of VUG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6262
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 6262
Overall Rank
The Sharpe Ratio Rank of SCHG is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VUG, currently valued at 0.57, compared to the broader market-1.000.001.002.003.004.00
VUG: 0.57
SCHG: 0.55
The chart of Sortino ratio for VUG, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.00
VUG: 0.95
SCHG: 0.92
The chart of Omega ratio for VUG, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
VUG: 1.13
SCHG: 1.13
The chart of Calmar ratio for VUG, currently valued at 0.62, compared to the broader market0.002.004.006.008.0010.0012.00
VUG: 0.62
SCHG: 0.58
The chart of Martin ratio for VUG, currently valued at 2.22, compared to the broader market0.0020.0040.0060.00
VUG: 2.22
SCHG: 2.06

The current VUG Sharpe Ratio is 0.57, which is comparable to the SCHG Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of VUG and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.57
0.55
VUG
SCHG

Dividends

VUG vs. SCHG - Dividend Comparison

VUG's dividend yield for the trailing twelve months is around 0.52%, more than SCHG's 0.45% yield.


TTM20242023202220212020201920182017201620152014
VUG
Vanguard Growth ETF
0.52%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.45%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.84%
-13.04%
VUG
SCHG

Volatility

VUG vs. SCHG - Volatility Comparison

Vanguard Growth ETF (VUG) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 16.77% and 16.60%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.77%
16.60%
VUG
SCHG