FDG vs. SCHB
Compare and contrast key facts about American Century Focused Dynamic Growth ETF (FDG) and Schwab U.S. Broad Market ETF (SCHB).
FDG and SCHB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FDG is an actively managed fund by American Century Investments. It was launched on Mar 31, 2020. SCHB is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Broad Stock Market Total Return Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDG or SCHB.
Performance
FDG vs. SCHB - Performance Comparison
Returns By Period
In the year-to-date period, FDG achieves a 44.43% return, which is significantly higher than SCHB's 28.80% return.
FDG
44.43%
9.47%
22.61%
54.64%
N/A
N/A
SCHB
28.80%
4.03%
15.56%
37.53%
17.76%
15.05%
Key characteristics
| FDG | SCHB | |
|---|---|---|
| Sharpe Ratio | 2.78 | 2.99 |
| Sortino Ratio | 3.47 | 3.94 |
| Omega Ratio | 1.49 | 1.55 |
| Calmar Ratio | 2.13 | 4.40 |
| Martin Ratio | 16.00 | 19.21 |
| Ulcer Index | 3.42% | 1.95% |
| Daily Std Dev | 19.66% | 12.54% |
| Max Drawdown | -43.69% | -35.27% |
| Current Drawdown | -0.81% | -0.34% |
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FDG vs. SCHB - Expense Ratio Comparison
FDG has a 0.45% expense ratio, which is higher than SCHB's 0.03% expense ratio.
Correlation
The correlation between FDG and SCHB is 0.87, 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
FDG vs. SCHB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Focused Dynamic Growth ETF (FDG) 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.
Dividends
FDG vs. SCHB - Dividend Comparison
FDG has not paid dividends to shareholders, while SCHB's dividend yield for the trailing twelve months is around 1.18%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDG American Century Focused Dynamic Growth ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHB Schwab U.S. Broad Market ETF | 1.18% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 1.86% | 2.00% | 1.72% | 1.63% |
Drawdowns
FDG vs. SCHB - Drawdown Comparison
The maximum FDG drawdown since its inception was -43.69%, which is greater than SCHB's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for FDG and SCHB. For additional features, visit the drawdowns tool.
Volatility
FDG vs. SCHB - Volatility Comparison
American Century Focused Dynamic Growth ETF (FDG) has a higher volatility of 6.55% compared to Schwab U.S. Broad Market ETF (SCHB) at 4.21%. This indicates that FDG'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.