ARGT vs. SCHD
Compare and contrast key facts about Global X MSCI Argentina ETF (ARGT) and Schwab US Dividend Equity ETF (SCHD).
ARGT and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ARGT is a passively managed fund by Global X that tracks the performance of the MSCI All Argentina 25/50. It was launched on Mar 2, 2011. 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. Both ARGT and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARGT or SCHD.
Performance
ARGT vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, ARGT achieves a 59.34% return, which is significantly higher than SCHD's 16.26% return. Over the past 10 years, ARGT has outperformed SCHD with an annualized return of 15.61%, while SCHD has yielded a comparatively lower 11.40% annualized return.
ARGT
59.34%
13.43%
34.24%
76.59%
30.80%
15.61%
SCHD
16.26%
0.84%
10.89%
25.41%
12.67%
11.40%
Key characteristics
| ARGT | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.87 | 2.27 |
| Sortino Ratio | 3.63 | 3.27 |
| Omega Ratio | 1.43 | 1.40 |
| Calmar Ratio | 4.86 | 3.34 |
| Martin Ratio | 12.55 | 12.25 |
| Ulcer Index | 6.04% | 2.05% |
| Daily Std Dev | 26.45% | 11.06% |
| Max Drawdown | -61.68% | -33.37% |
| Current Drawdown | 0.00% | -1.54% |
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ARGT vs. SCHD - Expense Ratio Comparison
ARGT has a 0.60% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between ARGT and SCHD is 0.49, 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
ARGT vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Argentina ETF (ARGT) 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
ARGT vs. SCHD - Dividend Comparison
ARGT's dividend yield for the trailing twelve months is around 0.91%, less than SCHD's 3.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARGT Global X MSCI Argentina ETF | 0.91% | 1.59% | 2.45% | 0.93% | 0.28% | 1.21% | 1.34% | 0.49% | 0.36% | 0.89% | 0.47% | 0.62% |
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
ARGT vs. SCHD - Drawdown Comparison
The maximum ARGT drawdown since its inception was -61.68%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ARGT and SCHD. For additional features, visit the drawdowns tool.
Volatility
ARGT vs. SCHD - Volatility Comparison
Global X MSCI Argentina ETF (ARGT) has a higher volatility of 6.99% compared to Schwab US Dividend Equity ETF (SCHD) at 3.39%. This indicates that ARGT'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.