Over the trailing five-year window, SCHG and VUG moved almost in lockstep (daily-return correlation 0.99), so holding both adds little diversification.
Five-year annualized total returns were within 0.0 percentage points of each other (SCHG 16.0%, VUG 16.0%).
On cost, VUG is cheaper — 0.03% versus 0.04% for SCHG.
The numbers, side by side
Per-fund metrics. Returns are total return (dividends reinvested, net of fees); volatility, drawdown and correlation are computed from daily closing prices over the trailing five-year window ending Aug 7, 2026.
| Metric | SCHG | VUG |
|---|---|---|
| 5-yr annualized returntotal return, incl. dividends & fees | 16.0% | 16.0% |
| 5-yr annualized volatilitystandard deviation of daily returns | 22.4% | 22.5% |
| Max drawdown (5-yr window)worst peak-to-trough decline | -35.0% | -36.0% |
| Return per unit of riskSharpe-style, 4.7% risk-free | 0.50 | 0.50 |
| Expense ratioannual fund cost | 0.04% | 0.03% |
How similar are they?
| Relationship metric | SCHG & VUG |
|---|---|
| Correlation of daily returns5-yr; 1.00 = moves identically | 0.99 |
| Sector overlapΣ min(weight) across sectors | 74.9% |
Where each fund is concentrated
SCHG — top sectors
- Technology44.04%
- Communication Services14.05%
- Consumer Cyclical11.22%
VUG — top sectors
- Technology66.78%
- Consumer Cyclical12.75%
- Healthcare5.53%
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Disclaimer: This content is for educational and informational purposes only and does not constitute financial, investment, or tax advice. The information presented reflects the author's opinions and analysis at the time of writing and may not be suitable for your individual circumstances. Always consult with a qualified financial advisor before making investment decisions. Past performance is not indicative of future results. MinMaxDoc and its authors are not registered investment advisors.
Figures computed by MinMaxDoc from historical market data as of Aug 7, 2026; they will drift as markets move.
Figures computed by MinMaxDoc from historical market data as of Aug 7, 2026; they will drift as markets move.