LRNZ vs. SCHG
Compare and contrast key facts about TrueShares Technology, AI & Deep Learning ETF (LRNZ) and Schwab U.S. Large-Cap Growth ETF (SCHG).
LRNZ and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LRNZ is an actively managed fund by TrueMark Investments. It was launched on Feb 28, 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: LRNZ or SCHG.
Performance
LRNZ vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, LRNZ achieves a 2.35% return, which is significantly lower than SCHG's 30.50% return.
LRNZ
2.35%
-0.08%
2.17%
24.03%
N/A
N/A
SCHG
30.50%
2.16%
14.17%
37.63%
19.96%
16.38%
Key characteristics
| LRNZ | SCHG | |
|---|---|---|
| Sharpe Ratio | 0.87 | 2.24 |
| Sortino Ratio | 1.33 | 2.93 |
| Omega Ratio | 1.17 | 1.41 |
| Calmar Ratio | 0.54 | 3.08 |
| Martin Ratio | 3.07 | 12.26 |
| Ulcer Index | 7.48% | 3.11% |
| Daily Std Dev | 26.28% | 17.00% |
| Max Drawdown | -61.38% | -34.59% |
| Current Drawdown | -29.05% | -3.02% |
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LRNZ vs. SCHG - Expense Ratio Comparison
LRNZ has a 0.68% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Correlation
The correlation between LRNZ and SCHG is 0.78, 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
LRNZ vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TrueShares Technology, AI & Deep Learning ETF (LRNZ) 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
LRNZ vs. SCHG - Dividend Comparison
LRNZ has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.41%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LRNZ TrueShares Technology, AI & Deep Learning ETF | 0.00% | 0.00% | 0.00% | 0.13% | 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
LRNZ vs. SCHG - Drawdown Comparison
The maximum LRNZ drawdown since its inception was -61.38%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for LRNZ and SCHG. For additional features, visit the drawdowns tool.
Volatility
LRNZ vs. SCHG - Volatility Comparison
TrueShares Technology, AI & Deep Learning ETF (LRNZ) has a higher volatility of 7.00% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.73%. This indicates that LRNZ's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.