AUSF vs. SCHG
Compare and contrast key facts about Global X Adaptive U.S. Factor ETF (AUSF) and Schwab U.S. Large-Cap Growth ETF (SCHG).
AUSF and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AUSF is a passively managed fund by Global X that tracks the performance of the Adaptive Wealth Strategies U.S. Factor Index (USD). It was launched on Aug 24, 2018. 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. Both AUSF and SCHG 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: AUSF or SCHG.
Key characteristics
| AUSF | SCHG | |
|---|---|---|
| YTD Return | 5.71% | 8.47% |
| 1Y Return | 32.92% | 38.81% |
| 3Y Return (Ann) | 12.03% | 9.54% |
| 5Y Return (Ann) | 12.60% | 17.39% |
| Sharpe Ratio | 2.45 | 2.41 |
| Daily Std Dev | 13.08% | 15.82% |
| Max Drawdown | -44.24% | -34.59% |
| Current Drawdown | -4.28% | -3.68% |
Correlation
The correlation between AUSF and SCHG is 0.63, 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.
Performance
AUSF vs. SCHG - Performance Comparison
In the year-to-date period, AUSF achieves a 5.71% return, which is significantly lower than SCHG's 8.47% 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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AUSF vs. SCHG - Expense Ratio Comparison
AUSF has a 0.27% expense ratio, which is higher than SCHG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
AUSF vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Adaptive U.S. Factor ETF (AUSF) 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
AUSF vs. SCHG - Dividend Comparison
AUSF's dividend yield for the trailing twelve months is around 1.79%, more than SCHG's 0.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUSF Global X Adaptive U.S. Factor ETF | 1.79% | 1.83% | 1.99% | 2.22% | 2.95% | 4.02% | 1.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.44% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 0.82% | 1.22% | 1.09% | 1.07% |
Drawdowns
AUSF vs. SCHG - Drawdown Comparison
The maximum AUSF drawdown since its inception was -44.24%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for AUSF and SCHG. For additional features, visit the drawdowns tool.
Volatility
AUSF vs. SCHG - Volatility Comparison
The current volatility for Global X Adaptive U.S. Factor ETF (AUSF) is 3.21%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.76%. This indicates that AUSF 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.