ESGYX vs. SCHG
Compare and contrast key facts about Mirova Global Sustainable Equity Fund (ESGYX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
ESGYX is managed by Natixis Funds. It was launched on Mar 30, 2016. 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: ESGYX or SCHG.
Correlation
The correlation between ESGYX and SCHG is 0.90, 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
ESGYX vs. SCHG - Performance Comparison
Key characteristics
ESGYX:
0.08
SCHG:
0.55
ESGYX:
0.22
SCHG:
0.93
ESGYX:
1.03
SCHG:
1.13
ESGYX:
0.06
SCHG:
0.59
ESGYX:
0.24
SCHG:
2.03
ESGYX:
5.38%
SCHG:
6.80%
ESGYX:
16.10%
SCHG:
24.92%
ESGYX:
-43.41%
SCHG:
-34.59%
ESGYX:
-14.60%
SCHG:
-11.56%
Returns By Period
In the year-to-date period, ESGYX achieves a -1.99% return, which is significantly higher than SCHG's -7.66% return.
ESGYX
-1.99%
-1.55%
-5.29%
2.37%
7.27%
N/A
SCHG
-7.66%
1.86%
-0.64%
16.38%
18.88%
15.13%
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ESGYX vs. SCHG - Expense Ratio Comparison
ESGYX has a 0.95% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
ESGYX vs. SCHG — Risk-Adjusted Performance Rank
ESGYX
SCHG
ESGYX vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mirova Global Sustainable Equity Fund (ESGYX) 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
ESGYX vs. SCHG - Dividend Comparison
ESGYX's dividend yield for the trailing twelve months is around 0.36%, less than SCHG's 0.44% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGYX Mirova Global Sustainable Equity Fund | 0.36% | 0.38% | 0.61% | 0.74% | 0.16% | 0.03% | 0.35% | 0.26% | 0.24% | 0.09% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.44% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
Drawdowns
ESGYX vs. SCHG - Drawdown Comparison
The maximum ESGYX drawdown since its inception was -43.41%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for ESGYX and SCHG. For additional features, visit the drawdowns tool.
Volatility
ESGYX vs. SCHG - Volatility Comparison
The current volatility for Mirova Global Sustainable Equity Fund (ESGYX) is 10.21%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 16.41%. This indicates that ESGYX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.