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IGN vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

IGN vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares North American Tech-Multimedia Networking ETF (IGN) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
10.25%
IGN
SCHD

Returns By Period


IGN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

SCHD

YTD

15.97%

1M

-0.59%

6M

10.25%

1Y

24.77%

5Y (annualized)

12.66%

10Y (annualized)

11.38%

Key characteristics


IGNSCHD

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IGN vs. SCHD - Expense Ratio Comparison

IGN has a 0.46% expense ratio, which is higher than SCHD's 0.06% expense ratio.


IGN
iShares North American Tech-Multimedia Networking ETF
Expense ratio chart for IGN: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
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%

Correlation

-0.50.00.51.00.6

The correlation between IGN and SCHD is 0.64, 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

IGN vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares North American Tech-Multimedia Networking ETF (IGN) 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 IGN, currently valued at 2.46, compared to the broader market0.002.004.006.002.462.29
The chart of Sortino ratio for IGN, currently valued at 5.12, compared to the broader market-2.000.002.004.006.008.0010.0012.005.123.31
The chart of Omega ratio for IGN, currently valued at 2.73, compared to the broader market0.501.001.502.002.503.002.731.40
The chart of Calmar ratio for IGN, currently valued at 0.56, compared to the broader market0.005.0010.0015.000.563.38
The chart of Martin ratio for IGN, currently valued at 61.66, compared to the broader market0.0020.0040.0060.0080.00100.00120.0061.6612.42
IGN
SCHD

Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.46
2.29
IGN
SCHD

Dividends

IGN vs. SCHD - Dividend Comparison

IGN has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.41%.


TTM20232022202120202019201820172016201520142013
IGN
iShares North American Tech-Multimedia Networking ETF
0.83%0.37%0.30%0.22%0.60%0.42%0.65%0.57%0.75%0.72%0.50%0.38%
SCHD
Schwab US Dividend Equity ETF
3.41%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

IGN vs. SCHD - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-18.91%
-1.78%
IGN
SCHD

Volatility

IGN vs. SCHD - Volatility Comparison

The current volatility for iShares North American Tech-Multimedia Networking ETF (IGN) is 0.00%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.42%. This indicates that IGN experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember0
3.42%
IGN
SCHD