AGAQX vs. SCHD
Compare and contrast key facts about 361 Global Long/Short Equity Fund (AGAQX) and Schwab US Dividend Equity ETF (SCHD).
AGAQX is managed by 361 Funds. It was launched on Dec 11, 2014. 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: AGAQX or SCHD.
Key characteristics
| AGAQX | SCHD | |
|---|---|---|
| YTD Return | 6.72% | 3.43% |
| 1Y Return | 12.30% | 14.11% |
| 3Y Return (Ann) | 1.28% | 3.79% |
| 5Y Return (Ann) | 4.00% | 12.03% |
| Sharpe Ratio | 1.80 | 1.41 |
| Daily Std Dev | 7.34% | 11.24% |
| Max Drawdown | -22.67% | -33.37% |
| Current Drawdown | -1.69% | -3.10% |
Correlation
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 6.72% return, which is significantly higher than SCHD's 3.43% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AGAQX vs. SCHD - Expense Ratio Comparison
AGAQX has a 1.79% expense ratio, which is higher than SCHD's 0.06% expense ratio.
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.
Dividends
AGAQX vs. SCHD - Dividend Comparison
AGAQX's dividend yield for the trailing twelve months is around 2.48%, less than SCHD's 3.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 3.42% | 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.
Volatility
AGAQX vs. SCHD - Volatility Comparison
The current volatility for 361 Global Long/Short Equity Fund (AGAQX) is 2.31%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.59%. 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.