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BTAL vs. SCHK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BTAL vs. SCHK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and Schwab 1000 Index ETF (SCHK). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-0.83%
14.52%
BTAL
SCHK

Returns By Period

In the year-to-date period, BTAL achieves a 12.15% return, which is significantly lower than SCHK's 27.50% return.


BTAL

YTD

12.15%

1M

-4.57%

6M

-0.83%

1Y

-1.01%

5Y (annualized)

-2.38%

10Y (annualized)

0.45%

SCHK

YTD

27.50%

1M

3.81%

6M

14.52%

1Y

34.46%

5Y (annualized)

16.41%

10Y (annualized)

N/A

Key characteristics


BTALSCHK
Sharpe Ratio-0.062.78
Sortino Ratio0.033.69
Omega Ratio1.001.52
Calmar Ratio-0.034.05
Martin Ratio-0.2017.76
Ulcer Index5.15%1.94%
Daily Std Dev16.63%12.39%
Max Drawdown-38.36%-34.80%
Current Drawdown-22.39%-0.31%

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BTAL vs. SCHK - Expense Ratio Comparison

BTAL has a 2.11% expense ratio, which is higher than SCHK's 0.05% expense ratio.


BTAL
AGFiQ US Market Neutral Anti-Beta Fund
Expense ratio chart for BTAL: current value at 2.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.11%
Expense ratio chart for SCHK: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Correlation

-0.50.00.51.0-0.6

The correlation between BTAL and SCHK is -0.56. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Risk-Adjusted Performance

BTAL vs. SCHK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and Schwab 1000 Index ETF (SCHK). 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.


Sharpe ratio
The chart of Sharpe ratio for BTAL, currently valued at -0.06, compared to the broader market0.002.004.00-0.062.78
The chart of Sortino ratio for BTAL, currently valued at 0.03, compared to the broader market-2.000.002.004.006.008.0010.0012.000.033.69
The chart of Omega ratio for BTAL, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.001.001.52
The chart of Calmar ratio for BTAL, currently valued at -0.03, compared to the broader market0.005.0010.0015.0020.00-0.034.05
The chart of Martin ratio for BTAL, currently valued at -0.20, compared to the broader market0.0020.0040.0060.0080.00100.00-0.2017.76
BTAL
SCHK

The current BTAL Sharpe Ratio is -0.06, which is lower than the SCHK Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of BTAL and SCHK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.06
2.78
BTAL
SCHK

Dividends

BTAL vs. SCHK - Dividend Comparison

BTAL's dividend yield for the trailing twelve months is around 5.48%, more than SCHK's 1.74% yield.


TTM2023202220212020201920182017
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
5.48%6.14%1.00%0.00%0.00%0.88%0.39%0.00%
SCHK
Schwab 1000 Index ETF
1.74%2.75%2.29%1.99%2.76%2.22%3.12%0.62%

Drawdowns

BTAL vs. SCHK - Drawdown Comparison

The maximum BTAL drawdown since its inception was -38.36%, which is greater than SCHK's maximum drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for BTAL and SCHK. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-22.39%
-0.31%
BTAL
SCHK

Volatility

BTAL vs. SCHK - Volatility Comparison

The current volatility for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) is 3.77%, while Schwab 1000 Index ETF (SCHK) has a volatility of 4.14%. This indicates that BTAL experiences smaller price fluctuations and is considered to be less risky than SCHK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.77%
4.14%
BTAL
SCHK