ACVF vs. SWPPX
Compare and contrast key facts about American Conservative Values ETF (ACVF) and Schwab S&P 500 Index Fund (SWPPX).
ACVF is an actively managed fund by Ridgeline Research LLC. It was launched on Oct 29, 2020. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACVF or SWPPX.
Performance
ACVF vs. SWPPX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with ACVF having a 24.99% return and SWPPX slightly higher at 25.53%.
ACVF
24.99%
2.31%
14.24%
31.61%
N/A
N/A
SWPPX
25.53%
1.18%
12.20%
32.17%
15.57%
13.12%
Key characteristics
| ACVF | SWPPX | |
|---|---|---|
| Sharpe Ratio | 2.62 | 2.59 |
| Sortino Ratio | 3.60 | 3.47 |
| Omega Ratio | 1.47 | 1.48 |
| Calmar Ratio | 4.00 | 3.77 |
| Martin Ratio | 15.75 | 16.91 |
| Ulcer Index | 2.03% | 1.89% |
| Daily Std Dev | 12.24% | 12.30% |
| Max Drawdown | -24.39% | -55.06% |
| Current Drawdown | -0.92% | -1.35% |
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ACVF vs. SWPPX - Expense Ratio Comparison
ACVF has a 0.75% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Correlation
The correlation between ACVF and SWPPX is 0.96, 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.
Risk-Adjusted Performance
ACVF vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Conservative Values ETF (ACVF) and Schwab S&P 500 Index Fund (SWPPX). 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.
Dividends
ACVF vs. SWPPX - Dividend Comparison
ACVF's dividend yield for the trailing twelve months is around 0.66%, less than SWPPX's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACVF American Conservative Values ETF | 0.66% | 0.83% | 0.93% | 0.61% | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.14% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
ACVF vs. SWPPX - Drawdown Comparison
The maximum ACVF drawdown since its inception was -24.39%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for ACVF and SWPPX. For additional features, visit the drawdowns tool.
Volatility
ACVF vs. SWPPX - Volatility Comparison
American Conservative Values ETF (ACVF) has a higher volatility of 4.28% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.93%. This indicates that ACVF's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.