GEF vs. SCHG
Compare and contrast key facts about Greif, Inc. (GEF) 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: GEF or SCHG.
Performance
GEF vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, GEF achieves a 9.21% return, which is significantly lower than SCHG's 32.53% return. Over the past 10 years, GEF has underperformed SCHG with an annualized return of 8.70%, while SCHG has yielded a comparatively higher 16.49% annualized return.
GEF
9.21%
8.89%
9.73%
7.83%
14.95%
8.70%
SCHG
32.53%
2.62%
15.29%
38.57%
20.39%
16.49%
Key characteristics
| GEF | SCHG | |
|---|---|---|
| Sharpe Ratio | 0.27 | 2.25 |
| Sortino Ratio | 0.57 | 2.93 |
| Omega Ratio | 1.07 | 1.41 |
| Calmar Ratio | 0.29 | 3.09 |
| Martin Ratio | 0.75 | 12.27 |
| Ulcer Index | 8.98% | 3.11% |
| Daily Std Dev | 25.22% | 17.00% |
| Max Drawdown | -62.66% | -34.59% |
| Current Drawdown | -3.56% | -1.51% |
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Correlation
The correlation between GEF and SCHG is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
GEF vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Greif, Inc. (GEF) 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
GEF vs. SCHG - Dividend Comparison
GEF's dividend yield for the trailing twelve months is around 3.01%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GEF Greif, Inc. | 3.01% | 3.11% | 2.86% | 2.98% | 3.75% | 3.98% | 4.63% | 2.77% | 3.27% | 5.45% | 3.56% | 3.21% |
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
GEF vs. SCHG - Drawdown Comparison
The maximum GEF drawdown since its inception was -62.66%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for GEF and SCHG. For additional features, visit the drawdowns tool.
Volatility
GEF vs. SCHG - Volatility Comparison
Greif, Inc. (GEF) has a higher volatility of 9.69% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.78%. This indicates that GEF'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.