FJAN vs. SCHX
Compare and contrast key facts about FT Cboe Vest U.S. Equity Buffer ETF - January (FJAN) and Schwab U.S. Large-Cap ETF (SCHX).
FJAN and SCHX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FJAN is an actively managed fund by First Trust. It was launched on Jan 15, 2021. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market 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: FJAN or SCHX.
Performance
FJAN vs. SCHX - Performance Comparison
Returns By Period
In the year-to-date period, FJAN achieves a 13.99% return, which is significantly lower than SCHX's 26.42% return.
FJAN
13.99%
0.80%
6.38%
18.32%
N/A
N/A
SCHX
26.42%
1.39%
12.84%
33.36%
17.15%
14.83%
Key characteristics
| FJAN | SCHX | |
|---|---|---|
| Sharpe Ratio | 3.11 | 2.78 |
| Sortino Ratio | 4.26 | 3.69 |
| Omega Ratio | 1.68 | 1.51 |
| Calmar Ratio | 4.21 | 4.03 |
| Martin Ratio | 24.46 | 18.05 |
| Ulcer Index | 0.78% | 1.91% |
| Daily Std Dev | 6.12% | 12.38% |
| Max Drawdown | -13.58% | -34.33% |
| Current Drawdown | -0.19% | -1.35% |
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FJAN vs. SCHX - Expense Ratio Comparison
FJAN has a 0.85% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Correlation
The correlation between FJAN and SCHX is 0.94, 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
FJAN vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF - January (FJAN) and Schwab U.S. Large-Cap ETF (SCHX). 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
FJAN vs. SCHX - Dividend Comparison
FJAN has not paid dividends to shareholders, while SCHX's dividend yield for the trailing twelve months is around 1.19%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FJAN FT Cboe Vest U.S. Equity Buffer ETF - January | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.19% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% | 1.65% |
Drawdowns
FJAN vs. SCHX - Drawdown Comparison
The maximum FJAN drawdown since its inception was -13.58%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for FJAN and SCHX. For additional features, visit the drawdowns tool.
Volatility
FJAN vs. SCHX - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Buffer ETF - January (FJAN) is 1.08%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 4.24%. This indicates that FJAN experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.