IMCG vs. SCHD
Compare and contrast key facts about iShares Morningstar Mid-Cap Growth ETF (IMCG) and Schwab US Dividend Equity ETF (SCHD).
IMCG and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IMCG is a passively managed fund by iShares that tracks the performance of the Morningstar US Mid Cap Broad Growth Index. It was launched on Jun 28, 2004. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both IMCG and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMCG or SCHD.
Performance
IMCG vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, IMCG achieves a 23.11% return, which is significantly higher than SCHD's 17.35% return. Over the past 10 years, IMCG has outperformed SCHD with an annualized return of 12.26%, while SCHD has yielded a comparatively lower 11.54% annualized return.
IMCG
23.11%
6.52%
15.64%
34.18%
13.88%
12.26%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| IMCG | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.44 | 2.40 |
| Sortino Ratio | 3.33 | 3.44 |
| Omega Ratio | 1.41 | 1.42 |
| Calmar Ratio | 1.64 | 3.63 |
| Martin Ratio | 12.70 | 12.99 |
| Ulcer Index | 2.73% | 2.05% |
| Daily Std Dev | 14.20% | 11.09% |
| Max Drawdown | -58.96% | -33.37% |
| Current Drawdown | 0.00% | -0.62% |
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IMCG vs. SCHD - Expense Ratio Comparison
Both IMCG and SCHD have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between IMCG and SCHD is 0.72, 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
IMCG vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Mid-Cap Growth ETF (IMCG) 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.
Dividends
IMCG vs. SCHD - Dividend Comparison
IMCG's dividend yield for the trailing twelve months is around 0.76%, less than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMCG iShares Morningstar Mid-Cap Growth ETF | 0.76% | 0.85% | 0.91% | 0.41% | 0.09% | 0.30% | 0.35% | 0.45% | 0.52% | 0.38% | 0.60% | 0.36% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
IMCG vs. SCHD - Drawdown Comparison
The maximum IMCG drawdown since its inception was -58.96%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IMCG and SCHD. For additional features, visit the drawdowns tool.
Volatility
IMCG vs. SCHD - Volatility Comparison
iShares Morningstar Mid-Cap Growth ETF (IMCG) has a higher volatility of 4.59% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. This indicates that IMCG'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.