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GFGF vs. SCHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GFGF vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guru Favorite Stocks ETF (GFGF) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

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GFGF vs. SCHX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GFGF
Guru Favorite Stocks ETF
-10.95%13.11%26.12%24.03%-20.32%2.13%
SCHX
Schwab U.S. Large-Cap ETF
-4.45%17.46%24.88%26.84%-19.41%2.19%

Returns By Period

In the year-to-date period, GFGF achieves a -10.95% return, which is significantly lower than SCHX's -4.45% return.


GFGF

1D
2.53%
1M
-6.53%
YTD
-10.95%
6M
-6.60%
1Y
3.43%
3Y*
14.55%
5Y*
10Y*

SCHX

1D
2.89%
1M
-4.98%
YTD
-4.45%
6M
-2.09%
1Y
17.48%
3Y*
18.24%
5Y*
11.12%
10Y*
13.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GFGF vs. SCHX - Expense Ratio Comparison

GFGF has a 0.65% expense ratio, which is higher than SCHX's 0.03% expense ratio.


Return for Risk

GFGF vs. SCHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GFGF
GFGF Risk / Return Rank: 1818
Overall Rank
GFGF Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GFGF Sortino Ratio Rank: 1717
Sortino Ratio Rank
GFGF Omega Ratio Rank: 1717
Omega Ratio Rank
GFGF Calmar Ratio Rank: 1818
Calmar Ratio Rank
GFGF Martin Ratio Rank: 1919
Martin Ratio Rank

SCHX
SCHX Risk / Return Rank: 6464
Overall Rank
SCHX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SCHX Sortino Ratio Rank: 6161
Sortino Ratio Rank
SCHX Omega Ratio Rank: 6464
Omega Ratio Rank
SCHX Calmar Ratio Rank: 6363
Calmar Ratio Rank
SCHX Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GFGF vs. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guru Favorite Stocks ETF (GFGF) 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.


GFGFSCHXDifference

Sharpe ratio

Return per unit of total volatility

0.20

0.96

-0.75

Sortino ratio

Return per unit of downside risk

0.42

1.46

-1.05

Omega ratio

Gain probability vs. loss probability

1.06

1.22

-0.17

Calmar ratio

Return relative to maximum drawdown

0.28

1.49

-1.20

Martin ratio

Return relative to average drawdown

1.07

6.98

-5.91

GFGF vs. SCHX - Sharpe Ratio Comparison

The current GFGF Sharpe Ratio is 0.20, which is lower than the SCHX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of GFGF and SCHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GFGFSCHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.96

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.80

-0.49

Correlation

The correlation between GFGF and SCHX is 0.88, 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.


Dividends

GFGF vs. SCHX - Dividend Comparison

GFGF's dividend yield for the trailing twelve months is around 0.24%, less than SCHX's 1.17% yield.


TTM20252024202320222021202020192018201720162015
GFGF
Guru Favorite Stocks ETF
0.24%0.21%0.10%0.08%0.42%0.01%0.00%0.00%0.00%0.00%0.00%0.00%
SCHX
Schwab U.S. Large-Cap ETF
1.17%1.09%1.22%1.39%1.64%1.22%1.64%1.82%2.02%1.70%1.92%2.04%

Drawdowns

GFGF vs. SCHX - Drawdown Comparison

The maximum GFGF drawdown since its inception was -27.98%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for GFGF and SCHX.


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Drawdown Indicators


GFGFSCHXDifference

Max Drawdown

Largest peak-to-trough decline

-27.98%

-34.33%

+6.35%

Max Drawdown (1Y)

Largest decline over 1 year

-15.22%

-12.19%

-3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-25.41%

Max Drawdown (10Y)

Largest decline over 10 years

-34.33%

Current Drawdown

Current decline from peak

-12.71%

-6.40%

-6.31%

Average Drawdown

Average peak-to-trough decline

-8.42%

-4.00%

-4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

2.60%

+1.45%

Volatility

GFGF vs. SCHX - Volatility Comparison

The current volatility for Guru Favorite Stocks ETF (GFGF) is 5.03%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 5.31%. This indicates that GFGF 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.


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Volatility by Period


GFGFSCHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

5.31%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

9.64%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.99%

18.33%

-1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.33%

17.14%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.33%

18.13%

+1.20%