JRS vs. SCHG
Compare and contrast key facts about Nuveen Real Estate Income Fund (JRS) and Schwab U.S. Large-Cap Growth ETF (SCHG).
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 Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JRS or SCHG.
Performance
JRS vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, JRS achieves a 26.66% return, which is significantly lower than SCHG's 32.77% return. Over the past 10 years, JRS has underperformed SCHG with an annualized return of 6.69%, while SCHG has yielded a comparatively higher 16.44% annualized return.
JRS
26.66%
3.68%
31.34%
48.07%
6.00%
6.69%
SCHG
32.77%
2.85%
15.79%
38.25%
20.42%
16.44%
Key characteristics
| JRS | SCHG | |
|---|---|---|
| Sharpe Ratio | 2.48 | 2.29 |
| Sortino Ratio | 3.35 | 2.97 |
| Omega Ratio | 1.43 | 1.42 |
| Calmar Ratio | 1.29 | 3.14 |
| Martin Ratio | 13.24 | 12.46 |
| Ulcer Index | 3.65% | 3.12% |
| Daily Std Dev | 19.46% | 16.99% |
| Max Drawdown | -87.88% | -34.59% |
| Current Drawdown | -7.50% | -1.33% |
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Correlation
The correlation between JRS and SCHG is 0.46, 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
JRS vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Real Estate Income Fund (JRS) 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.
Dividends
JRS vs. SCHG - Dividend Comparison
JRS's dividend yield for the trailing twelve months is around 7.31%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRS Nuveen Real Estate Income Fund | 7.31% | 8.70% | 11.06% | 5.93% | 9.00% | 7.16% | 9.99% | 8.88% | 9.10% | 9.04% | 7.83% | 9.93% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
JRS vs. SCHG - Drawdown Comparison
The maximum JRS drawdown since its inception was -87.88%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for JRS and SCHG. For additional features, visit the drawdowns tool.
Volatility
JRS vs. SCHG - Volatility Comparison
Nuveen Real Estate Income Fund (JRS) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 5.73% and 5.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.