VYGR vs. SCHG
VYGR (Voyager Therapeutics, Inc.) is a stock, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 10 years, VYGR returned -14.20%/yr vs 18.27%/yr for SCHG. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
VYGR vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, VYGR achieves a -22.90% return, which is significantly lower than SCHG's 4.99% return. Over the past 10 years, VYGR has underperformed SCHG with an annualized return of -14.20%, while SCHG has yielded a comparatively higher 18.27% annualized return.
VYGR
- 1D
- -3.19%
- 1M
- -19.84%
- 6M
- -22.31%
- YTD
- -22.90%
- 1Y
- 2.36%
- 3Y*
- -30.94%
- 5Y*
- -0.77%
- 10Y*
- -14.20%
- ALL TIME*
- -13.92%
SCHG
- 1D
- 1.12%
- 1M
- 0.15%
- 6M
- 7.02%
- YTD
- 4.99%
- 1Y
- 16.16%
- 3Y*
- 21.39%
- 5Y*
- 13.15%
- 10Y*
- 18.27%
- ALL TIME*
- 16.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $247.66M | $249.87M | $339.91M | |
| $1.83M | $2.46M | $2.29M |
VYGR vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYGR Voyager Therapeutics, Inc. | -22.90% | -30.69% | -32.82% | 38.36% | 125.09% | -62.10% | -48.75% | 48.40% | -43.37% | 30.30% |
SCHG Schwab U.S. Large-Cap Growth ETF | 4.99% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Correlation
The correlation between VYGR and SCHG is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2015 | 0.33 |
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Return for Risk
VYGR vs. SCHG — Risk / Return Rank
VYGR
SCHG
VYGR vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voyager Therapeutics, Inc. (VYGR) 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.
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.
| VYGR | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.15 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 0.83 | -0.94 |
| Martin ratioReturn relative to average drawdown | -0.20 | 2.62 | -2.82 |
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Drawdowns
VYGR vs. SCHG - Drawdown Comparison
The maximum VYGR drawdown since its inception was -92.11%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for VYGR and SCHG.
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Drawdown Indicators
| VYGR | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.11% | -34.59% | -57.52% |
Max Drawdown (1Y)Largest decline over 1 year | -43.71% | -16.41% | -27.30% |
Max Drawdown (3Y)Largest decline over 3 years | -74.82% | -23.39% | -51.43% |
Max Drawdown (5Y)Largest decline over 5 years | -80.49% | -34.59% | -45.90% |
Max Drawdown (10Y)Largest decline over 10 years | -92.11% | -34.59% | -57.52% |
Current DrawdownCurrent decline from peak | -90.32% | -3.10% | -87.22% |
Average DrawdownAverage peak-to-trough decline | -67.17% | -5.19% | -61.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.64% | 5.19% | +19.45% |
Volatility
VYGR vs. SCHG - Volatility Comparison
Voyager Therapeutics, Inc. (VYGR) has a higher volatility of 15.94% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.32%. This indicates that VYGR'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.
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Volatility by Period
| VYGR | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.94% | 4.32% | +11.62% |
Volatility (6M)Calculated over the trailing 6-month period | 43.76% | 12.90% | +30.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.75% | 16.67% | +47.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 80.85% | 22.42% | +58.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.67% | 21.59% | +54.08% |
Dividends
VYGR vs. SCHG - Dividend Comparison
VYGR has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
VYGR Voyager Therapeutics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VYGR and SCHG have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VYGR has higher volatility (15.94%) compared to SCHG (4.32%). In terms of maximum drawdown, VYGR dropped -92.11% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (0.82 vs -0.08), 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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