AWGIX vs. SCHG
Compare and contrast key facts about CIBC Atlas All Cap Growth Fund (AWGIX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
AWGIX is managed by CIBC Private Wealth Management. It was launched on Sep 28, 2007. 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: AWGIX or SCHG.
Key characteristics
| AWGIX | SCHG | |
|---|---|---|
| YTD Return | 27.06% | 33.21% |
| 1Y Return | 38.01% | 40.95% |
| 3Y Return (Ann) | -0.14% | 10.95% |
| 5Y Return (Ann) | 7.45% | 20.47% |
| 10Y Return (Ann) | 4.23% | 16.71% |
| Sharpe Ratio | 2.15 | 2.42 |
| Sortino Ratio | 2.89 | 3.14 |
| Omega Ratio | 1.39 | 1.44 |
| Calmar Ratio | 1.30 | 3.30 |
| Martin Ratio | 15.25 | 13.16 |
| Ulcer Index | 2.45% | 3.10% |
| Daily Std Dev | 17.36% | 16.86% |
| Max Drawdown | -52.77% | -34.59% |
| Current Drawdown | -3.93% | -1.01% |
Correlation
The correlation between AWGIX and SCHG is 0.91, 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
AWGIX vs. SCHG - Performance Comparison
In the year-to-date period, AWGIX achieves a 27.06% return, which is significantly lower than SCHG's 33.21% return. Over the past 10 years, AWGIX has underperformed SCHG with an annualized return of 4.23%, while SCHG has yielded a comparatively higher 16.71% 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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AWGIX vs. SCHG - Expense Ratio Comparison
AWGIX has a 0.96% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
AWGIX vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CIBC Atlas All Cap Growth Fund (AWGIX) 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
AWGIX vs. SCHG - Dividend Comparison
AWGIX 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWGIX CIBC Atlas All Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
AWGIX vs. SCHG - Drawdown Comparison
The maximum AWGIX drawdown since its inception was -52.77%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for AWGIX and SCHG. For additional features, visit the drawdowns tool.
Volatility
AWGIX vs. SCHG - Volatility Comparison
CIBC Atlas All Cap Growth Fund (AWGIX) has a higher volatility of 6.22% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.26%. This indicates that AWGIX'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.