KAUFX vs. SCHV
Compare and contrast key facts about Federated Hermes Kaufmann Fd (KAUFX) and Schwab U.S. Large-Cap Value ETF (SCHV).
KAUFX is managed by Federated. It was launched on Feb 21, 1986. SCHV is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Value Total Stock Market 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: KAUFX or SCHV.
Performance
KAUFX vs. SCHV - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with KAUFX having a 22.24% return and SCHV slightly higher at 22.77%. Over the past 10 years, KAUFX has underperformed SCHV with an annualized return of -0.49%, while SCHV has yielded a comparatively higher 12.29% annualized return.
KAUFX
22.24%
3.04%
14.82%
28.86%
-0.06%
-0.49%
SCHV
22.77%
2.15%
15.33%
30.88%
11.65%
12.29%
Key characteristics
| KAUFX | SCHV | |
|---|---|---|
| Sharpe Ratio | 1.88 | 3.02 |
| Sortino Ratio | 2.53 | 4.23 |
| Omega Ratio | 1.33 | 1.55 |
| Calmar Ratio | 0.78 | 5.51 |
| Martin Ratio | 13.07 | 18.61 |
| Ulcer Index | 2.29% | 1.69% |
| Daily Std Dev | 15.94% | 10.40% |
| Max Drawdown | -64.45% | -37.08% |
| Current Drawdown | -20.26% | 0.00% |
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KAUFX vs. SCHV - Expense Ratio Comparison
KAUFX has a 1.96% expense ratio, which is higher than SCHV's 0.04% expense ratio.
Correlation
The correlation between KAUFX and SCHV 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
KAUFX vs. SCHV - 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 Value ETF (SCHV). 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
KAUFX vs. SCHV - Dividend Comparison
KAUFX has not paid dividends to shareholders, while SCHV's dividend yield for the trailing twelve months is around 4.12%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHV Schwab U.S. Large-Cap Value ETF | 4.12% | 3.57% | 4.76% | 2.90% | 6.50% | 6.99% | 7.79% | 3.47% | 6.15% | 5.39% | 5.98% | 4.65% |
Drawdowns
KAUFX vs. SCHV - Drawdown Comparison
The maximum KAUFX drawdown since its inception was -64.45%, which is greater than SCHV's maximum drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for KAUFX and SCHV. For additional features, visit the drawdowns tool.
Volatility
KAUFX vs. SCHV - Volatility Comparison
Federated Hermes Kaufmann Fd (KAUFX) has a higher volatility of 5.14% compared to Schwab U.S. Large-Cap Value ETF (SCHV) at 3.61%. This indicates that KAUFX's price experiences larger fluctuations and is considered to be riskier than SCHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.