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BUFTX vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BUFTX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Buffalo Discovery Fund (BUFTX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
9.88%
14.88%
BUFTX
SCHG

Returns By Period

In the year-to-date period, BUFTX achieves a 11.30% return, which is significantly lower than SCHG's 32.97% return. Over the past 10 years, BUFTX has underperformed SCHG with an annualized return of 1.91%, while SCHG has yielded a comparatively higher 16.46% annualized return.


BUFTX

YTD

11.30%

1M

4.99%

6M

9.88%

1Y

22.09%

5Y (annualized)

-0.66%

10Y (annualized)

1.91%

SCHG

YTD

32.97%

1M

4.60%

6M

14.88%

1Y

38.45%

5Y (annualized)

20.43%

10Y (annualized)

16.46%

Key characteristics


BUFTXSCHG
Sharpe Ratio1.522.26
Sortino Ratio2.072.95
Omega Ratio1.271.41
Calmar Ratio0.613.11
Martin Ratio5.8712.34
Ulcer Index3.86%3.12%
Daily Std Dev14.95%16.99%
Max Drawdown-55.81%-34.59%
Current Drawdown-22.72%-1.19%

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BUFTX vs. SCHG - Expense Ratio Comparison

BUFTX has a 1.00% expense ratio, which is higher than SCHG's 0.04% expense ratio.


BUFTX
Buffalo Discovery Fund
Expense ratio chart for BUFTX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.9

The correlation between BUFTX and SCHG is 0.89, 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.

Risk-Adjusted Performance

BUFTX vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo Discovery Fund (BUFTX) 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.


Sharpe ratio
The chart of Sharpe ratio for BUFTX, currently valued at 1.52, compared to the broader market-1.000.001.002.003.004.005.001.522.26
The chart of Sortino ratio for BUFTX, currently valued at 2.07, compared to the broader market0.005.0010.002.072.95
The chart of Omega ratio for BUFTX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.41
The chart of Calmar ratio for BUFTX, currently valued at 0.61, compared to the broader market0.005.0010.0015.0020.000.613.11
The chart of Martin ratio for BUFTX, currently valued at 5.87, compared to the broader market0.0020.0040.0060.0080.00100.005.8712.34
BUFTX
SCHG

The current BUFTX Sharpe Ratio is 1.52, which is lower than the SCHG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of BUFTX and SCHG, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.52
2.26
BUFTX
SCHG

Dividends

BUFTX vs. SCHG - Dividend Comparison

BUFTX has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.40%.


TTM20232022202120202019201820172016201520142013
BUFTX
Buffalo Discovery 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

BUFTX vs. SCHG - Drawdown Comparison

The maximum BUFTX drawdown since its inception was -55.81%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for BUFTX and SCHG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-22.72%
-1.19%
BUFTX
SCHG

Volatility

BUFTX vs. SCHG - Volatility Comparison

Buffalo Discovery Fund (BUFTX) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 5.30% and 5.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.30%
5.49%
BUFTX
SCHG