JDIEX vs. SCHG
Compare and contrast key facts about Easterly Hedged Equity Fund (JDIEX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
JDIEX is managed by James Alpha Advisors. It was launched on Jul 30, 2015. 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 Index. It was launched on Dec 11, 2009.
Performance
JDIEX vs. SCHG - Performance Comparison
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JDIEX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDIEX Easterly Hedged Equity Fund | -2.00% | 11.87% | 17.36% | 14.58% | -2.74% | 11.25% | 7.57% | 12.11% | 1.56% | 6.68% |
SCHG Schwab U.S. Large-Cap Growth ETF | -10.59% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, JDIEX achieves a -2.00% return, which is significantly higher than SCHG's -10.59% return. Over the past 10 years, JDIEX has underperformed SCHG with an annualized return of 7.89%, while SCHG has yielded a comparatively higher 16.83% annualized return.
JDIEX
- 1D
- 0.27%
- 1M
- -2.33%
- YTD
- -2.00%
- 6M
- -0.47%
- 1Y
- 9.96%
- 3Y*
- 12.19%
- 5Y*
- 8.99%
- 10Y*
- 7.89%
SCHG
- 1D
- 3.67%
- 1M
- -5.12%
- YTD
- -10.59%
- 6M
- -8.51%
- 1Y
- 16.81%
- 3Y*
- 21.91%
- 5Y*
- 12.55%
- 10Y*
- 16.83%
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JDIEX vs. SCHG - Expense Ratio Comparison
JDIEX has a 1.26% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
JDIEX vs. SCHG — Risk / Return Rank
JDIEX
SCHG
JDIEX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Easterly Hedged Equity Fund (JDIEX) 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.
| JDIEX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.75 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.23 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.17 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 1.03 | -0.09 |
Martin ratioReturn relative to average drawdown | 5.12 | 3.54 | +1.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JDIEX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.75 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.57 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.79 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.79 | -0.06 |
Correlation
The correlation between JDIEX and SCHG is 0.81, 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
JDIEX vs. SCHG - Dividend Comparison
JDIEX has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.43%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDIEX Easterly Hedged Equity Fund | 0.00% | 0.00% | 0.09% | 0.23% | 2.45% | 10.68% | 8.01% | 1.99% | 10.75% | 2.57% | 0.11% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
JDIEX vs. SCHG - Drawdown Comparison
The maximum JDIEX drawdown since its inception was -17.63%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for JDIEX and SCHG.
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Drawdown Indicators
| JDIEX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.63% | -34.59% | +16.96% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -16.41% | +6.61% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -34.59% | +17.02% |
Max Drawdown (10Y)Largest decline over 10 years | -17.63% | -34.59% | +16.96% |
Current DrawdownCurrent decline from peak | -3.23% | -13.34% | +10.11% |
Average DrawdownAverage peak-to-trough decline | -2.57% | -5.22% | +2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 4.78% | -2.98% |
Volatility
JDIEX vs. SCHG - Volatility Comparison
The current volatility for Easterly Hedged Equity Fund (JDIEX) is 1.82%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.67%. This indicates that JDIEX 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.
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Volatility by Period
| JDIEX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.82% | 6.67% | -4.85% |
Volatility (6M)Calculated over the trailing 6-month period | 4.49% | 12.51% | -8.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.26% | 22.43% | -11.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.24% | 22.32% | -11.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.70% | 21.51% | -10.81% |