PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GWPAX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GWPAX and SCHD is 0.77, 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.


-0.50.00.51.00.8

Performance

GWPAX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Growth Portfolio Class A (GWPAX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.63%
7.11%
GWPAX
SCHD

Key characteristics

Sharpe Ratio

GWPAX:

1.48

SCHD:

1.02

Sortino Ratio

GWPAX:

2.01

SCHD:

1.51

Omega Ratio

GWPAX:

1.27

SCHD:

1.18

Calmar Ratio

GWPAX:

1.87

SCHD:

1.55

Martin Ratio

GWPAX:

9.41

SCHD:

5.23

Ulcer Index

GWPAX:

2.20%

SCHD:

2.21%

Daily Std Dev

GWPAX:

14.05%

SCHD:

11.28%

Max Drawdown

GWPAX:

-34.15%

SCHD:

-33.37%

Current Drawdown

GWPAX:

-4.31%

SCHD:

-7.44%

Returns By Period

In the year-to-date period, GWPAX achieves a 20.28% return, which is significantly higher than SCHD's 10.68% return. Both investments have delivered pretty close results over the past 10 years, with GWPAX having a 10.59% annualized return and SCHD not far ahead at 10.89%.


GWPAX

YTD

20.28%

1M

0.15%

6M

6.63%

1Y

22.65%

5Y*

11.04%

10Y*

10.59%

SCHD

YTD

10.68%

1M

-5.06%

6M

7.69%

1Y

10.91%

5Y*

10.81%

10Y*

10.89%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GWPAX vs. SCHD - Expense Ratio Comparison

GWPAX has a 0.73% expense ratio, which is higher than SCHD's 0.06% expense ratio.


GWPAX
American Funds Growth Portfolio Class A
Expense ratio chart for GWPAX: current value at 0.73% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.73%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

GWPAX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Growth Portfolio Class A (GWPAX) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratio
The chart of Sharpe ratio for GWPAX, currently valued at 1.48, compared to the broader market-1.000.001.002.003.004.001.480.97
The chart of Sortino ratio for GWPAX, currently valued at 2.01, compared to the broader market-2.000.002.004.006.008.0010.002.011.44
The chart of Omega ratio for GWPAX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.271.17
The chart of Calmar ratio for GWPAX, currently valued at 1.87, compared to the broader market0.002.004.006.008.0010.0012.0014.001.871.47
The chart of Martin ratio for GWPAX, currently valued at 9.41, compared to the broader market0.0020.0040.0060.009.414.84
GWPAX
SCHD

The current GWPAX Sharpe Ratio is 1.48, which is higher than the SCHD Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of GWPAX and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.48
0.97
GWPAX
SCHD

Dividends

GWPAX vs. SCHD - Dividend Comparison

GWPAX's dividend yield for the trailing twelve months is around 0.58%, less than SCHD's 3.67% yield.


TTM20232022202120202019201820172016201520142013
GWPAX
American Funds Growth Portfolio Class A
0.58%0.70%0.35%0.03%0.44%0.84%1.00%0.70%1.01%0.73%3.99%1.36%
SCHD
Schwab US Dividend Equity ETF
3.67%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

GWPAX vs. SCHD - Drawdown Comparison

The maximum GWPAX drawdown since its inception was -34.15%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for GWPAX and SCHD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.31%
-7.44%
GWPAX
SCHD

Volatility

GWPAX vs. SCHD - Volatility Comparison

American Funds Growth Portfolio Class A (GWPAX) has a higher volatility of 4.42% compared to Schwab US Dividend Equity ETF (SCHD) at 3.57%. This indicates that GWPAX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.42%
3.57%
GWPAX
SCHD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab