PortfoliosLab logoPortfoliosLab logo
BOGSX vs. SCHB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BOGSX vs. SCHB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Black Oak Emerging Technology Fund (BOGSX) and Schwab U.S. Broad Market ETF (SCHB). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BOGSX vs. SCHB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BOGSX
Black Oak Emerging Technology Fund
2.33%19.06%9.25%17.79%-27.30%26.89%45.16%38.20%-4.94%19.05%
SCHB
Schwab U.S. Broad Market ETF
-3.28%16.94%23.93%26.16%-19.46%25.84%20.76%30.79%-5.43%21.20%

Returns By Period

In the year-to-date period, BOGSX achieves a 2.33% return, which is significantly higher than SCHB's -3.28% return. Both investments have delivered pretty close results over the past 10 years, with BOGSX having a 14.32% annualized return and SCHB not far behind at 13.66%.


BOGSX

1D
4.12%
1M
-3.58%
YTD
2.33%
6M
2.90%
1Y
29.34%
3Y*
11.83%
5Y*
5.58%
10Y*
14.32%

SCHB

1D
0.80%
1M
-4.34%
YTD
-3.28%
6M
-1.36%
1Y
18.46%
3Y*
18.16%
5Y*
10.69%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BOGSX vs. SCHB - Expense Ratio Comparison

BOGSX has a 1.03% expense ratio, which is higher than SCHB's 0.03% expense ratio.


Return for Risk

BOGSX vs. SCHB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BOGSX
BOGSX Risk / Return Rank: 6969
Overall Rank
BOGSX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BOGSX Sortino Ratio Rank: 6464
Sortino Ratio Rank
BOGSX Omega Ratio Rank: 5656
Omega Ratio Rank
BOGSX Calmar Ratio Rank: 8686
Calmar Ratio Rank
BOGSX Martin Ratio Rank: 7878
Martin Ratio Rank

SCHB
SCHB Risk / Return Rank: 6060
Overall Rank
SCHB Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SCHB Sortino Ratio Rank: 5757
Sortino Ratio Rank
SCHB Omega Ratio Rank: 6161
Omega Ratio Rank
SCHB Calmar Ratio Rank: 5858
Calmar Ratio Rank
SCHB Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BOGSX vs. SCHB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Black Oak Emerging Technology Fund (BOGSX) and Schwab U.S. Broad Market ETF (SCHB). 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.


BOGSXSCHBDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.01

+0.14

Sortino ratio

Return per unit of downside risk

1.74

1.53

+0.20

Omega ratio

Gain probability vs. loss probability

1.24

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

2.31

1.55

+0.77

Martin ratio

Return relative to average drawdown

8.16

7.26

+0.90

BOGSX vs. SCHB - Sharpe Ratio Comparison

The current BOGSX Sharpe Ratio is 1.15, which is comparable to the SCHB Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of BOGSX and SCHB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BOGSXSCHBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.01

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.62

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.75

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.78

-0.72

Correlation

The correlation between BOGSX and SCHB is 0.85, 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.


Dividends

BOGSX vs. SCHB - Dividend Comparison

BOGSX's dividend yield for the trailing twelve months is around 5.63%, more than SCHB's 1.17% yield.


TTM20252024202320222021202020192018201720162015
BOGSX
Black Oak Emerging Technology Fund
5.63%5.76%7.96%3.79%1.87%11.31%6.30%5.47%11.71%7.71%4.00%3.09%
SCHB
Schwab U.S. Broad Market ETF
1.17%1.11%1.24%1.40%1.61%1.21%1.63%1.80%2.00%1.65%1.86%2.00%

Drawdowns

BOGSX vs. SCHB - Drawdown Comparison

The maximum BOGSX drawdown since its inception was -92.80%, which is greater than SCHB's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for BOGSX and SCHB.


Loading graphics...

Drawdown Indicators


BOGSXSCHBDifference

Max Drawdown

Largest peak-to-trough decline

-92.80%

-35.27%

-57.53%

Max Drawdown (1Y)

Largest decline over 1 year

-12.77%

-12.22%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-33.93%

-25.41%

-8.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.93%

-35.27%

+1.34%

Current Drawdown

Current decline from peak

-6.50%

-5.51%

-0.99%

Average Drawdown

Average peak-to-trough decline

-59.36%

-4.15%

-55.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

2.60%

+1.02%

Volatility

BOGSX vs. SCHB - Volatility Comparison

Black Oak Emerging Technology Fund (BOGSX) has a higher volatility of 8.28% compared to Schwab U.S. Broad Market ETF (SCHB) at 5.51%. This indicates that BOGSX's price experiences larger fluctuations and is considered to be riskier than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BOGSXSCHBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.28%

5.51%

+2.77%

Volatility (6M)

Calculated over the trailing 6-month period

17.11%

9.78%

+7.33%

Volatility (1Y)

Calculated over the trailing 1-year period

26.21%

18.34%

+7.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.19%

17.25%

+7.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.47%

18.30%

+6.17%