ANF vs. SCHG
Compare and contrast key facts about Abercrombie & Fitch Co. (ANF) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ANF or SCHG.
Performance
ANF vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, ANF achieves a 72.29% return, which is significantly higher than SCHG's 32.97% return. Over the past 10 years, ANF has outperformed SCHG with an annualized return of 20.79%, while SCHG has yielded a comparatively lower 16.46% annualized return.
ANF
72.29%
6.55%
1.21%
107.33%
57.23%
20.79%
SCHG
32.97%
4.60%
14.88%
38.45%
20.43%
16.46%
Key characteristics
| ANF | SCHG | |
|---|---|---|
| Sharpe Ratio | 1.95 | 2.26 |
| Sortino Ratio | 2.49 | 2.95 |
| Omega Ratio | 1.32 | 1.41 |
| Calmar Ratio | 3.35 | 3.11 |
| Martin Ratio | 6.67 | 12.34 |
| Ulcer Index | 16.31% | 3.12% |
| Daily Std Dev | 55.70% | 16.99% |
| Max Drawdown | -86.59% | -34.59% |
| Current Drawdown | -20.98% | -1.19% |
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Correlation
The correlation between ANF and SCHG is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
ANF vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Abercrombie & Fitch Co. (ANF) 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.
Dividends
ANF vs. SCHG - Dividend Comparison
ANF has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.40%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANF Abercrombie & Fitch Co. | 0.00% | 0.00% | 0.00% | 0.00% | 0.98% | 4.63% | 3.99% | 4.59% | 6.67% | 2.96% | 2.79% | 2.43% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
ANF vs. SCHG - Drawdown Comparison
The maximum ANF drawdown since its inception was -86.59%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for ANF and SCHG. For additional features, visit the drawdowns tool.
Volatility
ANF vs. SCHG - Volatility Comparison
Abercrombie & Fitch Co. (ANF) has a higher volatility of 13.06% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.49%. This indicates that ANF's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.