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ANCFX vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ANCFXSCHG
YTD Return11.54%12.12%
1Y Return36.58%49.17%
3Y Return (Ann)10.29%13.63%
5Y Return (Ann)13.45%19.29%
10Y Return (Ann)12.07%16.14%
Sharpe Ratio3.083.12
Daily Std Dev11.88%15.54%
Max Drawdown-52.56%-34.59%
Current Drawdown0.00%-0.43%

Correlation

0.92
-1.001.00

The correlation between ANCFX and SCHG is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

ANCFX vs. SCHG - Performance Comparison

In the year-to-date period, ANCFX achieves a 11.54% return, which is significantly lower than SCHG's 12.12% return. Over the past 10 years, ANCFX has underperformed SCHG with an annualized return of 12.07%, while SCHG has yielded a comparatively higher 16.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%400.00%500.00%600.00%700.00%OctoberNovemberDecember2024FebruaryMarch
445.77%
739.77%
ANCFX
SCHG

Compare stocks, funds, or ETFs


American Funds Fundamental Investors Class A

Schwab U.S. Large-Cap Growth ETF

ANCFX vs. SCHG - Expense Ratio Comparison

ANCFX has a 0.59% expense ratio, which is higher than SCHG's 0.04% expense ratio.

ANCFX
American Funds Fundamental Investors Class A
0.50%1.00%1.50%2.00%0.59%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

ANCFX vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Fundamental Investors Class A (ANCFX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ANCFX
American Funds Fundamental Investors Class A
3.08
SCHG
Schwab U.S. Large-Cap Growth ETF
3.12

ANCFX vs. SCHG - Sharpe Ratio Comparison

The current ANCFX Sharpe Ratio is 3.08, which roughly equals the SCHG Sharpe Ratio of 3.12. The chart below compares the 12-month rolling Sharpe Ratio of ANCFX and SCHG.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50OctoberNovemberDecember2024FebruaryMarch
3.08
3.12
ANCFX
SCHG

Dividends

ANCFX vs. SCHG - Dividend Comparison

ANCFX's dividend yield for the trailing twelve months is around 5.21%, more than SCHG's 0.43% yield.


TTM20232022202120202019201820172016201520142013
ANCFX
American Funds Fundamental Investors Class A
5.21%5.80%4.98%10.97%2.61%7.34%10.96%7.68%4.66%6.28%9.83%3.46%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.43%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.27%1.22%1.09%1.07%

Drawdowns

ANCFX vs. SCHG - Drawdown Comparison

The maximum ANCFX drawdown since its inception was -52.56%, which is greater than SCHG's maximum drawdown of -34.59%. The drawdown chart below compares losses from any high point along the way for ANCFX and SCHG


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch0
-0.43%
ANCFX
SCHG

Volatility

ANCFX vs. SCHG - Volatility Comparison

The current volatility for American Funds Fundamental Investors Class A (ANCFX) is 3.42%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 4.07%. This indicates that ANCFX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%OctoberNovemberDecember2024FebruaryMarch
3.42%
4.07%
ANCFX
SCHG