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

Correlation

The correlation between JRNY and SCHG is 0.71, 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.


-0.50.00.51.00.7

Performance

JRNY vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Global Travel Beneficiaries ETF (JRNY) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.79%
12.48%
JRNY
SCHG

Key characteristics

Returns By Period


JRNY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SCHG

YTD

36.55%

1M

3.15%

6M

12.28%

1Y

38.24%

5Y*

20.15%

10Y*

16.72%

Compare stocks, funds, or ETFs

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


JRNY vs. SCHG - Expense Ratio Comparison

JRNY has a 0.65% expense ratio, which is higher than SCHG's 0.04% expense ratio.


JRNY
ALPS Global Travel Beneficiaries ETF
Expense ratio chart for JRNY: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

JRNY vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Global Travel Beneficiaries ETF (JRNY) 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.


Sharpe ratio
The chart of Sharpe ratio for JRNY, currently valued at 0.59, compared to the broader market0.002.004.000.592.19
The chart of Sortino ratio for JRNY, currently valued at 0.93, compared to the broader market-2.000.002.004.006.008.0010.000.932.83
The chart of Omega ratio for JRNY, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.40
The chart of Calmar ratio for JRNY, currently valued at 0.49, compared to the broader market0.005.0010.0015.000.493.10
The chart of Martin ratio for JRNY, currently valued at 1.80, compared to the broader market0.0020.0040.0060.0080.00100.001.8012.18
JRNY
SCHG


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.59
2.19
JRNY
SCHG

Dividends

JRNY vs. SCHG - Dividend Comparison

JRNY has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.41%.


TTM20232022202120202019201820172016201520142013
JRNY
ALPS Global Travel Beneficiaries ETF
0.00%0.46%0.04%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.41%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%

Drawdowns

JRNY vs. SCHG - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.41%
-3.09%
JRNY
SCHG

Volatility

JRNY vs. SCHG - Volatility Comparison

The current volatility for ALPS Global Travel Beneficiaries ETF (JRNY) is 0.00%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.01%. This indicates that JRNY 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.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember0
5.01%
JRNY
SCHG
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