AJG vs. FNDX
Compare and contrast key facts about Arthur J. Gallagher & Co. (AJG) and Schwab Fundamental U.S. Large Company Index ETF (FNDX).
FNDX is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental U.S. Large Company Index. It was launched on Aug 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AJG or FNDX.
Key characteristics
| AJG | FNDX | |
|---|---|---|
| YTD Return | 6.41% | 5.67% |
| 1Y Return | 14.35% | 23.41% |
| 3Y Return (Ann) | 19.32% | 8.46% |
| 5Y Return (Ann) | 25.23% | 13.13% |
| 10Y Return (Ann) | 20.90% | 11.22% |
| Sharpe Ratio | 0.87 | 2.02 |
| Daily Std Dev | 17.47% | 10.92% |
| Max Drawdown | -57.95% | -37.72% |
| Current Drawdown | -6.70% | -3.29% |
Correlation
The correlation between AJG and FNDX is 0.58, 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
AJG vs. FNDX - Performance Comparison
In the year-to-date period, AJG achieves a 6.41% return, which is significantly higher than FNDX's 5.67% return. Over the past 10 years, AJG has outperformed FNDX with an annualized return of 20.90%, while FNDX has yielded a comparatively lower 11.22% annualized 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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Risk-Adjusted Performance
AJG vs. FNDX - Risk-Adjusted Performance Comparison
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.
Dividends
AJG vs. FNDX - Dividend Comparison
AJG's dividend yield for the trailing twelve months is around 0.94%, less than FNDX's 1.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | 0.94% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% | 2.98% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 1.77% | 1.82% | 2.07% | 1.64% | 2.29% | 2.23% | 2.40% | 1.86% | 2.01% | 2.01% | 1.62% | 0.46% |
Drawdowns
AJG vs. FNDX - Drawdown Comparison
The maximum AJG drawdown since its inception was -57.95%, 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. For additional features, visit the drawdowns tool.
Volatility
AJG vs. FNDX - Volatility Comparison
Arthur J. Gallagher & Co. (AJG) has a higher volatility of 4.36% compared to Schwab Fundamental U.S. Large Company Index ETF (FNDX) at 3.47%. 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.