{"schemaVersion":1,"ticker":"SCHG","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/schg/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, SCHG against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/schg/"},"benchmark":{"ticker":"IVV","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"SCHG","b":"IVV","window":{"from":"2009-12-18","to":"2026-10-23","firstReturn":"2009-12-24","weeklyReturns":879,"years":16.85,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01530278,"perWeek":0.0002942842,"days":4214,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":11.56708657,"b":8.33210129,"edge":"SCHG","lead":"SCHG"},"annualised":{"a":0.16152529,"b":0.14125364,"edge":"SCHG","lead":"SCHG"},"price":{"a":9.88805503,"b":5.8649937,"edge":"SCHG","lead":"SCHG"},"volatility":{"a":0.18542997,"b":0.16109115,"edge":"IVV","lead":"IVV"},"downsideDeviation":{"a":0.12480478,"b":0.11120344,"edge":"IVV","lead":"IVV"},"maxDrawdown":{"a":-0.34241526,"b":-0.31825287,"edge":"IVV (slight)","lead":"IVV","aPeak":"2021-11-19","aTrough":"2022-10-14","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.15187524,"b":0.13004668,"edge":"SCHG","lead":"SCHG"},"sharpe":{"a":0.81904367,"b":0.80728633,"edge":"Tie"},"sortino":{"a":1.21690243,"b":1.1694484,"edge":"SCHG (slight)","lead":"SCHG"},"calmar":{"a":0.47172338,"b":0.44384089,"edge":"SCHG (slight)","lead":"SCHG"}},"relative":{"SCHG":{"on":"IVV","beta":1.10378371,"r2":0.91949942,"alpha":0.00833183,"alphaT":0.64669405,"alphaLow":-0.01695472,"alphaHigh":0.03361839,"upsideCapture":1.21063205,"downsideCapture":1.08117946,"treynor":0.13759511,"trackingError":0.05520386,"informationRatio":0.39541726,"upWeeks":520,"downWeeks":359,"treynorReference":0.13004668,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SCHG","lead":"SCHG"},"downsideCapture":{"edge":"IVV (slight)","lead":"IVV"},"treynor":{"edge":"SCHG (slight)","lead":"SCHG"},"informationRatio":{"edge":null,"lead":"SCHG","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"SCHG":{"kept":"2026-10-26","distributions":72,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":879,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":11.56708657}},"IVV":{"kept":"2026-10-26","distributions":70,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":879,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":8.33210129}}}}