AJG vs. FNDX

In the year-to-date period, AJG achieves a 10.97% return, which is significantly higher than FNDX's 5.88% return. Over the past 10 years, AJG has outperformed FNDX with an annualized return of 23.00%, while FNDX has yielded a comparatively lower 12.04% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Arthur J. Gallagher & Co. (AJG) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). 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 current AJG Sharpe Ratio is 0.88, which is comparable to the FNDX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of AJG and FNDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The correlation between AJG and FNDX is 0.56, 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.

AJG's dividend yield for the trailing twelve months is around 0.80%, less than FNDX's 1.73% yield.

The maximum AJG drawdown since its inception was -53.86%, which is greater than FNDX's maximum drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for AJG and FNDX.

Arthur J. Gallagher & Co. (AJG) has a higher volatility of 5.80% compared to Schwab Fundamental U.S. Large Company Index ETF (FNDX) at 2.81%. This indicates that AJG's price experiences larger fluctuations and is considered to be riskier than FNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.