AUNYX vs. SCHG
Compare and contrast key facts about AB Municipal Bond Inflation Strategy (AUNYX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
AUNYX is managed by AllianceBernstein. It was launched on Jan 25, 2010. 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: AUNYX or SCHG.
Key characteristics
| AUNYX | SCHG | |
|---|---|---|
| YTD Return | 3.26% | 34.22% |
| 1Y Return | 6.55% | 47.39% |
| 3Y Return (Ann) | 1.26% | 11.12% |
| 5Y Return (Ann) | 3.29% | 21.10% |
| 10Y Return (Ann) | 2.58% | 16.82% |
| Sharpe Ratio | 2.60 | 2.71 |
| Sortino Ratio | 4.31 | 3.48 |
| Omega Ratio | 1.59 | 1.49 |
| Calmar Ratio | 2.02 | 3.74 |
| Martin Ratio | 18.07 | 14.90 |
| Ulcer Index | 0.36% | 3.10% |
| Daily Std Dev | 2.48% | 17.06% |
| Max Drawdown | -14.10% | -34.59% |
| Current Drawdown | -0.55% | 0.00% |
Correlation
The correlation between AUNYX and SCHG is 0.13, 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.
Performance
AUNYX vs. SCHG - Performance Comparison
In the year-to-date period, AUNYX achieves a 3.26% return, which is significantly lower than SCHG's 34.22% return. Over the past 10 years, AUNYX has underperformed SCHG with an annualized return of 2.58%, while SCHG has yielded a comparatively higher 16.82% annualized 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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AUNYX vs. SCHG - Expense Ratio Comparison
AUNYX has a 0.50% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
AUNYX vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Municipal Bond Inflation Strategy (AUNYX) 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
AUNYX vs. SCHG - Dividend Comparison
AUNYX's dividend yield for the trailing twelve months is around 2.48%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUNYX AB Municipal Bond Inflation Strategy | 2.48% | 2.44% | 1.66% | 1.66% | 2.38% | 2.50% | 2.64% | 2.13% | 2.01% | 1.92% | 1.49% | 1.45% |
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
AUNYX vs. SCHG - Drawdown Comparison
The maximum AUNYX drawdown since its inception was -14.10%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for AUNYX and SCHG. For additional features, visit the drawdowns tool.
Volatility
AUNYX vs. SCHG - Volatility Comparison
The current volatility for AB Municipal Bond Inflation Strategy (AUNYX) is 1.09%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.35%. This indicates that AUNYX 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.