^IMXL vs. SCHG
Compare and contrast key facts about Dow Jones Islamic Market Titans 100 Index (^IMXL) and Schwab U.S. Large-Cap Growth ETF (SCHG).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IMXL or SCHG.
Key characteristics
| ^IMXL | SCHG | |
|---|---|---|
| YTD Return | 22.87% | 26.48% |
| 1Y Return | 34.17% | 40.45% |
| 3Y Return (Ann) | 5.96% | 8.88% |
| 5Y Return (Ann) | 13.61% | 19.84% |
| 10Y Return (Ann) | 10.90% | 16.19% |
| Sharpe Ratio | 1.69 | 2.64 |
| Sortino Ratio | 2.34 | 3.37 |
| Omega Ratio | 1.35 | 1.48 |
| Calmar Ratio | 2.05 | 3.60 |
| Martin Ratio | 7.93 | 14.39 |
| Ulcer Index | 2.75% | 3.09% |
| Daily Std Dev | 12.12% | 16.86% |
| Max Drawdown | -48.36% | -34.59% |
| Current Drawdown | -2.66% | -2.50% |
Correlation
The correlation between ^IMXL and SCHG is 0.89, 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.
Performance
^IMXL vs. SCHG - Performance Comparison
In the year-to-date period, ^IMXL achieves a 22.87% return, which is significantly lower than SCHG's 26.48% return. Over the past 10 years, ^IMXL has underperformed SCHG with an annualized return of 10.90%, while SCHG has yielded a comparatively higher 16.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^IMXL vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Islamic Market Titans 100 Index (^IMXL) 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.
Drawdowns
^IMXL vs. SCHG - Drawdown Comparison
The maximum ^IMXL drawdown since its inception was -48.36%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for ^IMXL and SCHG. For additional features, visit the drawdowns tool.
Volatility
^IMXL vs. SCHG - Volatility Comparison
The current volatility for Dow Jones Islamic Market Titans 100 Index (^IMXL) is 3.26%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 4.06%. This indicates that ^IMXL experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.