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AFG vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AFG and SCHD is 0.57, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

AFG vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Financial Group, Inc. (AFG) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
734.29%
369.64%
AFG
SCHD

Key characteristics

Sharpe Ratio

AFG:

0.19

SCHD:

0.18

Sortino Ratio

AFG:

0.43

SCHD:

0.35

Omega Ratio

AFG:

1.05

SCHD:

1.05

Calmar Ratio

AFG:

0.22

SCHD:

0.18

Martin Ratio

AFG:

0.54

SCHD:

0.64

Ulcer Index

AFG:

8.21%

SCHD:

4.44%

Daily Std Dev

AFG:

23.47%

SCHD:

15.99%

Max Drawdown

AFG:

-76.72%

SCHD:

-33.37%

Current Drawdown

AFG:

-12.73%

SCHD:

-11.47%

Returns By Period

The year-to-date returns for both stocks are quite close, with AFG having a -4.98% return and SCHD slightly lower at -5.19%. Over the past 10 years, AFG has outperformed SCHD with an annualized return of 14.93%, while SCHD has yielded a comparatively lower 10.28% annualized return.


AFG

YTD

-4.98%

1M

-0.47%

6M

3.45%

1Y

5.22%

5Y*

28.17%

10Y*

14.93%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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Risk-Adjusted Performance

AFG vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AFG
The Risk-Adjusted Performance Rank of AFG is 5656
Overall Rank
The Sharpe Ratio Rank of AFG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of AFG is 4949
Sortino Ratio Rank
The Omega Ratio Rank of AFG is 4949
Omega Ratio Rank
The Calmar Ratio Rank of AFG is 6363
Calmar Ratio Rank
The Martin Ratio Rank of AFG is 6060
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AFG vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Financial Group, Inc. (AFG) 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.


The chart of Sharpe ratio for AFG, currently valued at 0.19, compared to the broader market-2.00-1.000.001.002.003.00
AFG: 0.19
SCHD: 0.18
The chart of Sortino ratio for AFG, currently valued at 0.43, compared to the broader market-6.00-4.00-2.000.002.004.00
AFG: 0.43
SCHD: 0.35
The chart of Omega ratio for AFG, currently valued at 1.05, compared to the broader market0.501.001.502.00
AFG: 1.05
SCHD: 1.05
The chart of Calmar ratio for AFG, currently valued at 0.22, compared to the broader market0.001.002.003.004.005.00
AFG: 0.22
SCHD: 0.18
The chart of Martin ratio for AFG, currently valued at 0.54, compared to the broader market-5.000.005.0010.0015.0020.00
AFG: 0.54
SCHD: 0.64

The current AFG Sharpe Ratio is 0.19, which is comparable to the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of AFG and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.19
0.18
AFG
SCHD

Dividends

AFG vs. SCHD - Dividend Comparison

AFG's dividend yield for the trailing twelve months is around 7.20%, more than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
AFG
American Financial Group, Inc.
7.20%6.89%6.81%10.42%20.43%4.39%4.51%4.92%4.41%2.44%2.82%3.15%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

AFG vs. SCHD - Drawdown Comparison

The maximum AFG drawdown since its inception was -76.72%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AFG and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.73%
-11.47%
AFG
SCHD

Volatility

AFG vs. SCHD - Volatility Comparison

American Financial Group, Inc. (AFG) has a higher volatility of 12.07% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that AFG's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.07%
11.20%
AFG
SCHD