KMLM vs. SCHG
Compare and contrast key facts about KFA Mount Lucas Index Strategy ETF (KMLM) and Schwab U.S. Large-Cap Growth ETF (SCHG).
KMLM and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KMLM is an actively managed fund by CICC. It was launched on Dec 2, 2020. 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: KMLM or SCHG.
Key characteristics
| KMLM | SCHG | |
|---|---|---|
| YTD Return | 7.39% | 7.08% |
| 1Y Return | -0.23% | 36.41% |
| 3Y Return (Ann) | 7.20% | 8.86% |
| Sharpe Ratio | 0.04 | 2.22 |
| Daily Std Dev | 11.50% | 15.82% |
| Max Drawdown | -24.15% | -34.59% |
| Current Drawdown | -16.49% | -4.91% |
Correlation
The correlation between KMLM and SCHG is -0.19. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
KMLM vs. SCHG - Performance Comparison
The year-to-date returns for both stocks are quite close, with KMLM having a 7.39% return and SCHG slightly lower at 7.08%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
KMLM vs. SCHG - Expense Ratio Comparison
KMLM has a 0.90% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
KMLM vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for KFA Mount Lucas Index Strategy ETF (KMLM) 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
KMLM vs. SCHG - Dividend Comparison
KMLM has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.45%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KMLM KFA Mount Lucas Index Strategy ETF | 0.00% | 0.00% | 8.12% | 6.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.45% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 0.82% | 1.22% | 1.09% | 1.07% |
Drawdowns
KMLM vs. SCHG - Drawdown Comparison
The maximum KMLM drawdown since its inception was -24.15%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for KMLM and SCHG. For additional features, visit the drawdowns tool.
Volatility
KMLM vs. SCHG - Volatility Comparison
The current volatility for KFA Mount Lucas Index Strategy ETF (KMLM) is 2.91%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.59%. This indicates that KMLM 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.