AMOM vs. SCHD
Compare and contrast key facts about QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) and Schwab US Dividend Equity ETF (SCHD).
AMOM and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AMOM is an actively managed fund by Exchange Traded Concepts. It was launched on May 21, 2019. 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: AMOM or SCHD.
Key characteristics
| AMOM | SCHD | |
|---|---|---|
| YTD Return | 38.15% | 17.07% |
| 1Y Return | 47.86% | 29.98% |
| 3Y Return (Ann) | 7.08% | 6.85% |
| 5Y Return (Ann) | 18.31% | 12.79% |
| Sharpe Ratio | 2.24 | 2.64 |
| Sortino Ratio | 2.88 | 3.81 |
| Omega Ratio | 1.40 | 1.47 |
| Calmar Ratio | 2.47 | 2.92 |
| Martin Ratio | 10.75 | 14.57 |
| Ulcer Index | 4.46% | 2.04% |
| Daily Std Dev | 21.39% | 11.26% |
| Max Drawdown | -40.03% | -33.37% |
| Current Drawdown | -0.83% | -0.86% |
Correlation
The correlation between AMOM and SCHD is 0.54, 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
AMOM vs. SCHD - Performance Comparison
In the year-to-date period, AMOM achieves a 38.15% return, which is significantly higher than SCHD's 17.07% 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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AMOM vs. SCHD - Expense Ratio Comparison
AMOM has a 0.75% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
AMOM vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) 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
AMOM vs. SCHD - Dividend Comparison
AMOM's dividend yield for the trailing twelve months is around 0.15%, less than SCHD's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF | 0.15% | 0.47% | 0.72% | 0.14% | 24.32% | 5.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
AMOM vs. SCHD - Drawdown Comparison
The maximum AMOM drawdown since its inception was -40.03%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AMOM and SCHD. For additional features, visit the drawdowns tool.
Volatility
AMOM vs. SCHD - Volatility Comparison
QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) has a higher volatility of 6.20% compared to Schwab US Dividend Equity ETF (SCHD) at 3.51%. This indicates that AMOM's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.