FTAI vs. SCHG
Compare and contrast key facts about Fortress Transportation and Infrastructure Investors LLC (FTAI) and Schwab U.S. Large-Cap Growth ETF (SCHG).
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: FTAI or SCHG.
Key characteristics
| FTAI | SCHG | |
|---|---|---|
| YTD Return | 58.58% | 7.08% |
| 1Y Return | 174.31% | 36.41% |
| 3Y Return (Ann) | 52.21% | 8.86% |
| 5Y Return (Ann) | 48.98% | 17.10% |
| Sharpe Ratio | 5.49 | 2.22 |
| Daily Std Dev | 31.10% | 15.82% |
| Max Drawdown | -72.79% | -34.59% |
| Current Drawdown | -0.34% | -4.91% |
Correlation
The correlation between FTAI and SCHG is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FTAI vs. SCHG - Performance Comparison
In the year-to-date period, FTAI achieves a 58.58% return, which is significantly higher than SCHG's 7.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FTAI vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortress Transportation and Infrastructure Investors LLC (FTAI) 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
FTAI vs. SCHG - Dividend Comparison
FTAI's dividend yield for the trailing twelve months is around 1.64%, more than SCHG's 0.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTAI Fortress Transportation and Infrastructure Investors LLC | 1.64% | 2.59% | 6.97% | 4.56% | 5.63% | 6.76% | 9.21% | 6.62% | 9.93% | 4.26% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.45% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 0.82% | 1.22% | 1.09% | 1.07% |
Drawdowns
FTAI vs. SCHG - Drawdown Comparison
The maximum FTAI drawdown since its inception was -72.79%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FTAI and SCHG. For additional features, visit the drawdowns tool.
Volatility
FTAI vs. SCHG - Volatility Comparison
Fortress Transportation and Infrastructure Investors LLC (FTAI) has a higher volatility of 11.20% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.59%. This indicates that FTAI's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.