GFFFX vs. SCHG
Compare and contrast key facts about American Funds The Growth Fund of America (GFFFX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
GFFFX is managed by American Funds. It was launched on Dec 1, 1973. 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: GFFFX or SCHG.
Performance
GFFFX vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, GFFFX achieves a 29.50% return, which is significantly lower than SCHG's 32.97% return. Over the past 10 years, GFFFX has underperformed SCHG with an annualized return of 14.05%, while SCHG has yielded a comparatively higher 16.46% annualized return.
GFFFX
29.50%
4.46%
13.80%
38.19%
16.37%
14.05%
SCHG
32.97%
4.60%
14.88%
38.45%
20.43%
16.46%
Key characteristics
| GFFFX | SCHG | |
|---|---|---|
| Sharpe Ratio | 2.54 | 2.26 |
| Sortino Ratio | 3.33 | 2.95 |
| Omega Ratio | 1.46 | 1.41 |
| Calmar Ratio | 2.66 | 3.11 |
| Martin Ratio | 16.34 | 12.34 |
| Ulcer Index | 2.34% | 3.12% |
| Daily Std Dev | 15.05% | 16.99% |
| Max Drawdown | -44.33% | -34.59% |
| Current Drawdown | -0.94% | -1.19% |
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GFFFX vs. SCHG - Expense Ratio Comparison
GFFFX has a 0.40% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Correlation
The correlation between GFFFX and SCHG is 0.96, 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
GFFFX vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds The Growth Fund of America (GFFFX) 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
GFFFX vs. SCHG - Dividend Comparison
GFFFX's dividend yield for the trailing twelve months is around 0.62%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFFFX American Funds The Growth Fund of America | 0.62% | 0.80% | 0.59% | 0.30% | 0.44% | 0.96% | 0.99% | 0.72% | 0.84% | 0.90% | 10.90% | 7.53% |
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
GFFFX vs. SCHG - Drawdown Comparison
The maximum GFFFX drawdown since its inception was -44.33%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for GFFFX and SCHG. For additional features, visit the drawdowns tool.
Volatility
GFFFX vs. SCHG - Volatility Comparison
The current volatility for American Funds The Growth Fund of America (GFFFX) is 4.60%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.49%. This indicates that GFFFX 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.