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

Key characteristics


AGAQXSCHD
YTD Return6.98%10.13%
1Y Return12.38%15.84%
3Y Return (Ann)2.70%6.65%
5Y Return (Ann)3.49%12.81%
Sharpe Ratio1.851.50
Daily Std Dev6.90%11.16%
Max Drawdown-22.67%-33.37%
Current Drawdown-1.68%0.00%

Correlation

-0.50.00.51.00.6

The correlation between AGAQX and SCHD is 0.62, 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

AGAQX vs. SCHD - Performance Comparison

In the year-to-date period, AGAQX achieves a 6.98% return, which is significantly lower than SCHD's 10.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%FebruaryMarchAprilMayJuneJuly
49.45%
188.81%
AGAQX
SCHD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


361 Global Long/Short Equity Fund

Schwab US Dividend Equity ETF

AGAQX vs. SCHD - Expense Ratio Comparison

AGAQX has a 1.79% expense ratio, which is higher than SCHD's 0.06% expense ratio.


AGAQX
361 Global Long/Short Equity Fund
Expense ratio chart for AGAQX: current value at 1.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.79%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

AGAQX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for 361 Global Long/Short Equity Fund (AGAQX) 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.


AGAQX
Sharpe ratio
The chart of Sharpe ratio for AGAQX, currently valued at 1.85, compared to the broader market-1.000.001.002.003.004.005.001.85
Sortino ratio
The chart of Sortino ratio for AGAQX, currently valued at 2.75, compared to the broader market0.005.0010.002.75
Omega ratio
The chart of Omega ratio for AGAQX, currently valued at 1.34, compared to the broader market1.002.003.004.001.34
Calmar ratio
The chart of Calmar ratio for AGAQX, currently valued at 1.03, compared to the broader market0.005.0010.0015.0020.001.03
Martin ratio
The chart of Martin ratio for AGAQX, currently valued at 10.36, compared to the broader market0.0020.0040.0060.0080.00100.0010.36
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 1.50, compared to the broader market-1.000.001.002.003.004.005.001.50
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 2.21, compared to the broader market0.005.0010.002.21
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.26, compared to the broader market1.002.003.004.001.26
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 1.27, compared to the broader market0.005.0010.0015.0020.001.27
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 4.68, compared to the broader market0.0020.0040.0060.0080.00100.004.68

AGAQX vs. SCHD - Sharpe Ratio Comparison

The current AGAQX Sharpe Ratio is 1.85, which roughly equals the SCHD Sharpe Ratio of 1.50. The chart below compares the 12-month rolling Sharpe Ratio of AGAQX and SCHD.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50FebruaryMarchAprilMayJuneJuly
1.85
1.50
AGAQX
SCHD

Dividends

AGAQX vs. SCHD - Dividend Comparison

AGAQX's dividend yield for the trailing twelve months is around 2.48%, less than SCHD's 3.44% yield.


TTM20232022202120202019201820172016201520142013
AGAQX
361 Global Long/Short Equity Fund
2.48%2.65%0.33%2.94%0.00%2.99%3.23%6.68%0.30%0.85%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.44%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

AGAQX vs. SCHD - Drawdown Comparison

The maximum AGAQX drawdown since its inception was -22.67%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AGAQX and SCHD. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.68%
0
AGAQX
SCHD

Volatility

AGAQX vs. SCHD - Volatility Comparison

The current volatility for 361 Global Long/Short Equity Fund (AGAQX) is 1.57%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.15%. This indicates that AGAQX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
1.57%
3.15%
AGAQX
SCHD