AGQIX vs. SCHD
Compare and contrast key facts about AGF Emerging Markets Equity Fund (AGQIX) and Schwab US Dividend Equity ETF (SCHD).
AGQIX is managed by AGF Investments. It was launched on Jan 2, 2020. 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: AGQIX or SCHD.
Key characteristics
| AGQIX | SCHD | |
|---|---|---|
| YTD Return | 3.24% | 16.62% |
| 1Y Return | 8.71% | 25.57% |
| 3Y Return (Ann) | -6.39% | 7.69% |
| Sharpe Ratio | 0.94 | 2.24 |
| Sortino Ratio | 1.51 | 3.21 |
| Omega Ratio | 1.25 | 1.39 |
| Calmar Ratio | 0.26 | 1.97 |
| Martin Ratio | 5.76 | 11.75 |
| Ulcer Index | 1.54% | 2.22% |
| Daily Std Dev | 9.41% | 11.65% |
| Max Drawdown | -40.49% | -33.37% |
| Current Drawdown | -25.72% | 0.00% |
Correlation
The correlation between AGQIX and SCHD is 0.52, 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
AGQIX vs. SCHD - Performance Comparison
In the year-to-date period, AGQIX achieves a 3.24% return, which is significantly lower than SCHD's 16.62% 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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AGQIX vs. SCHD - Expense Ratio Comparison
AGQIX has a 0.95% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
AGQIX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AGF Emerging Markets Equity Fund (AGQIX) 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
AGQIX vs. SCHD - Dividend Comparison
AGQIX's dividend yield for the trailing twelve months is around 101.86%, more than SCHD's 3.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGQIX AGF Emerging Markets Equity Fund | 101.86% | 1.96% | 1.63% | 1.35% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
AGQIX vs. SCHD - Drawdown Comparison
The maximum AGQIX drawdown since its inception was -40.49%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AGQIX and SCHD. For additional features, visit the drawdowns tool.
Volatility
AGQIX vs. SCHD - Volatility Comparison
The current volatility for AGF Emerging Markets Equity Fund (AGQIX) is 0.00%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 2.61%. This indicates that AGQIX 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.