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AMOM vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

AMOM vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.30%
10.89%
AMOM
SCHD

Returns By Period

In the year-to-date period, AMOM achieves a 36.33% return, which is significantly higher than SCHD's 16.26% return.


AMOM

YTD

36.33%

1M

3.89%

6M

16.30%

1Y

41.94%

5Y (annualized)

18.12%

10Y (annualized)

N/A

SCHD

YTD

16.26%

1M

0.84%

6M

10.89%

1Y

25.41%

5Y (annualized)

12.67%

10Y (annualized)

11.40%

Key characteristics


AMOMSCHD
Sharpe Ratio1.952.27
Sortino Ratio2.563.27
Omega Ratio1.351.40
Calmar Ratio2.353.34
Martin Ratio9.3212.25
Ulcer Index4.48%2.05%
Daily Std Dev21.43%11.06%
Max Drawdown-40.03%-33.37%
Current Drawdown-2.14%-1.54%

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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.


AMOM
QRAFT AI-Enhanced U.S. Large Cap Momentum ETF
Expense ratio chart for AMOM: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Correlation

-0.50.00.51.00.5

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.

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.


Sharpe ratio
The chart of Sharpe ratio for AMOM, currently valued at 1.95, compared to the broader market0.002.004.001.952.27
The chart of Sortino ratio for AMOM, currently valued at 2.56, compared to the broader market-2.000.002.004.006.008.0010.0012.002.563.27
The chart of Omega ratio for AMOM, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.40
The chart of Calmar ratio for AMOM, currently valued at 2.35, compared to the broader market0.005.0010.0015.002.353.34
The chart of Martin ratio for AMOM, currently valued at 9.32, compared to the broader market0.0020.0040.0060.0080.00100.009.3212.25
AMOM
SCHD

The current AMOM Sharpe Ratio is 1.95, which is comparable to the SCHD Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of AMOM and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.95
2.27
AMOM
SCHD

Dividends

AMOM vs. SCHD - Dividend Comparison

AMOM's dividend yield for the trailing twelve months is around 0.15%, less than SCHD's 3.40% yield.


TTM20232022202120202019201820172016201520142013
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
3.40%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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.14%
-1.54%
AMOM
SCHD

Volatility

AMOM vs. SCHD - Volatility Comparison

QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) has a higher volatility of 6.35% compared to Schwab US Dividend Equity ETF (SCHD) at 3.39%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.35%
3.39%
AMOM
SCHD