AEPGX vs. SCHD
Compare and contrast key facts about American Funds EuroPacific Growth Fund Class A (AEPGX) and Schwab US Dividend Equity ETF (SCHD).
AEPGX is managed by American Funds. It was launched on Apr 16, 1984. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AEPGX or SCHD.
Key characteristics
| AEPGX | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.76 | 2.52 |
| Sortino Ratio | 1.13 | 3.62 |
| Omega Ratio | 1.14 | 1.44 |
| Calmar Ratio | 0.37 | 4.56 |
| Martin Ratio | 3.13 | 13.70 |
| Ulcer Index | 3.10% | 2.05% |
| Daily Std Dev | 12.72% | 11.14% |
| Max Drawdown | -52.42% | -33.37% |
| Current Drawdown | -18.79% | 0.00% |
Correlation
The correlation between AEPGX and SCHD is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AEPGX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, AEPGX achieves a 6.58% return, which is significantly lower than SCHD's 19.58% return. Over the past 10 years, AEPGX has underperformed SCHD with an annualized return of 2.90%, while SCHD has yielded a comparatively higher 11.68% annualized return.
AEPGX
6.58%
0.52%
-1.31%
8.77%
2.39%
2.90%
SCHD
19.58%
4.61%
14.97%
25.73%
13.20%
11.68%
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AEPGX vs. SCHD - Expense Ratio Comparison
AEPGX has a 0.80% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
AEPGX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds EuroPacific Growth Fund Class A (AEPGX) and Schwab US Dividend Equity ETF (SCHD). 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
AEPGX vs. SCHD - Dividend Comparison
AEPGX's dividend yield for the trailing twelve months is around 1.62%, less than SCHD's 3.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEPGX American Funds EuroPacific Growth Fund Class A | 1.62% | 1.63% | 1.18% | 1.45% | 0.17% | 1.04% | 1.36% | 0.86% | 1.24% | 1.75% | 1.38% | 0.91% |
SCHD Schwab US Dividend Equity ETF | 3.31% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
AEPGX vs. SCHD - Drawdown Comparison
The maximum AEPGX drawdown since its inception was -52.42%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AEPGX and SCHD. For additional features, visit the drawdowns tool.
Volatility
AEPGX vs. SCHD - Volatility Comparison
American Funds EuroPacific Growth Fund Class A (AEPGX) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.49% and 3.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.