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KAUFX vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KAUFX and SCHG is 0.83, 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.


Performance

KAUFX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Kaufmann Fd (KAUFX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%December2025FebruaryMarchAprilMay
356.76%
839.77%
KAUFX
SCHG

Key characteristics

Sharpe Ratio

KAUFX:

0.47

SCHG:

0.70

Sortino Ratio

KAUFX:

0.80

SCHG:

1.11

Omega Ratio

KAUFX:

1.11

SCHG:

1.16

Calmar Ratio

KAUFX:

0.37

SCHG:

0.75

Martin Ratio

KAUFX:

1.51

SCHG:

2.55

Ulcer Index

KAUFX:

7.23%

SCHG:

6.86%

Daily Std Dev

KAUFX:

23.15%

SCHG:

24.93%

Max Drawdown

KAUFX:

-96.52%

SCHG:

-34.59%

Current Drawdown

KAUFX:

-14.66%

SCHG:

-10.73%

Returns By Period

In the year-to-date period, KAUFX achieves a -0.18% return, which is significantly higher than SCHG's -6.79% return. Over the past 10 years, KAUFX has underperformed SCHG with an annualized return of 8.21%, while SCHG has yielded a comparatively higher 15.24% annualized return.


KAUFX

YTD

-0.18%

1M

20.74%

6M

0.03%

1Y

8.76%

5Y*

3.86%

10Y*

8.21%

SCHG

YTD

-6.79%

1M

14.98%

6M

-0.17%

1Y

13.99%

5Y*

18.59%

10Y*

15.24%

*Annualized

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KAUFX vs. SCHG - Expense Ratio Comparison

KAUFX has a 1.96% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Risk-Adjusted Performance

KAUFX vs. SCHG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KAUFX
The Risk-Adjusted Performance Rank of KAUFX is 4444
Overall Rank
The Sharpe Ratio Rank of KAUFX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of KAUFX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of KAUFX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of KAUFX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of KAUFX is 4343
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 6464
Overall Rank
The Sharpe Ratio Rank of SCHG is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KAUFX vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Kaufmann Fd (KAUFX) 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.


The current KAUFX Sharpe Ratio is 0.47, which is lower than the SCHG Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of KAUFX and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.47
0.70
KAUFX
SCHG

Dividends

KAUFX vs. SCHG - Dividend Comparison

KAUFX has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.44%.


TTM20242023202220212020201920182017201620152014
KAUFX
Federated Hermes Kaufmann Fd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.44%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

KAUFX vs. SCHG - Drawdown Comparison

The maximum KAUFX drawdown since its inception was -96.52%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for KAUFX and SCHG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-14.66%
-10.73%
KAUFX
SCHG

Volatility

KAUFX vs. SCHG - Volatility Comparison

The current volatility for Federated Hermes Kaufmann Fd (KAUFX) is 13.65%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 15.29%. This indicates that KAUFX 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
13.65%
15.29%
KAUFX
SCHG