FIVG vs. SCHG
Compare and contrast key facts about Defiance Next Gen Connectivity ETF (FIVG) and Schwab U.S. Large-Cap Growth ETF (SCHG).
FIVG and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FIVG is a passively managed fund by Defiance ETFs that tracks the performance of the MVIS Bluestar 5G Communications Index. It was launched on Mar 4, 2019. 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. Both FIVG and SCHG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIVG or SCHG.
Performance
FIVG vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, FIVG achieves a 29.70% return, which is significantly lower than SCHG's 32.53% return.
FIVG
29.70%
2.62%
16.94%
42.96%
14.65%
N/A
SCHG
32.53%
2.62%
15.29%
38.57%
20.39%
16.49%
Key characteristics
| FIVG | SCHG | |
|---|---|---|
| Sharpe Ratio | 2.47 | 2.25 |
| Sortino Ratio | 3.16 | 2.93 |
| Omega Ratio | 1.42 | 1.41 |
| Calmar Ratio | 2.00 | 3.09 |
| Martin Ratio | 11.08 | 12.27 |
| Ulcer Index | 4.62% | 3.11% |
| Daily Std Dev | 20.75% | 17.00% |
| Max Drawdown | -34.62% | -34.59% |
| Current Drawdown | 0.00% | -1.51% |
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FIVG vs. SCHG - Expense Ratio Comparison
FIVG has a 0.30% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Correlation
The correlation between FIVG and SCHG 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.
Risk-Adjusted Performance
FIVG vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Next Gen Connectivity ETF (FIVG) 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
FIVG vs. SCHG - Dividend Comparison
FIVG's dividend yield for the trailing twelve months is around 0.88%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIVG Defiance Next Gen Connectivity ETF | 0.88% | 1.40% | 0.00% | 1.17% | 0.99% | 0.75% | 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
FIVG vs. SCHG - Drawdown Comparison
The maximum FIVG drawdown since its inception was -34.62%, roughly equal to the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FIVG and SCHG. For additional features, visit the drawdowns tool.
Volatility
FIVG vs. SCHG - Volatility Comparison
The current volatility for Defiance Next Gen Connectivity ETF (FIVG) is 4.97%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.78%. This indicates that FIVG 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.