BMCAX vs. SCHG
Compare and contrast key facts about BlackRock Advantage Large Cap Growth Fund (BMCAX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
BMCAX is managed by Blackrock. It was launched on Aug 26, 1986. 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: BMCAX or SCHG.
Key characteristics
| BMCAX | SCHG | |
|---|---|---|
| YTD Return | 6.01% | 7.21% |
| 1Y Return | 33.53% | 39.61% |
| 3Y Return (Ann) | 6.13% | 8.52% |
| 5Y Return (Ann) | 13.62% | 17.10% |
| 10Y Return (Ann) | 12.09% | 15.60% |
| Sharpe Ratio | 2.26 | 2.56 |
| Daily Std Dev | 15.13% | 15.79% |
| Max Drawdown | -58.56% | -34.59% |
| Current Drawdown | -5.01% | -4.79% |
Correlation
The correlation between BMCAX and SCHG is 0.95, 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
BMCAX vs. SCHG - Performance Comparison
In the year-to-date period, BMCAX achieves a 6.01% return, which is significantly lower than SCHG's 7.21% return. Over the past 10 years, BMCAX has underperformed SCHG with an annualized return of 12.09%, while SCHG has yielded a comparatively higher 15.60% 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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BMCAX vs. SCHG - Expense Ratio Comparison
BMCAX has a 0.87% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
BMCAX vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Large Cap Growth Fund (BMCAX) 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
BMCAX vs. SCHG - Dividend Comparison
BMCAX's dividend yield for the trailing twelve months is around 0.74%, more than SCHG's 0.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMCAX BlackRock Advantage Large Cap Growth Fund | 0.74% | 0.79% | 0.19% | 14.39% | 5.68% | 4.12% | 9.77% | 6.44% | 0.56% | 7.42% | 19.24% | 1.20% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.45% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 0.82% | 1.22% | 1.09% | 1.07% |
Drawdowns
BMCAX vs. SCHG - Drawdown Comparison
The maximum BMCAX drawdown since its inception was -58.56%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for BMCAX and SCHG. For additional features, visit the drawdowns tool.
Volatility
BMCAX vs. SCHG - Volatility Comparison
BlackRock Advantage Large Cap Growth Fund (BMCAX) has a higher volatility of 5.19% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.91%. This indicates that BMCAX'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.