MRSK vs. SCHD
Compare and contrast key facts about Agility Shares Managed Risk ETF (MRSK) and Schwab US Dividend Equity ETF (SCHD).
MRSK and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MRSK is an actively managed fund by Toews Corp.. It was launched on Jun 25, 2020. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRSK or SCHD.
Key characteristics
| MRSK | SCHD | |
|---|---|---|
| YTD Return | 16.27% | 18.08% |
| 1Y Return | 22.91% | 30.78% |
| 3Y Return (Ann) | 5.76% | 7.17% |
| Sharpe Ratio | 2.12 | 2.85 |
| Sortino Ratio | 2.75 | 4.10 |
| Omega Ratio | 1.44 | 1.51 |
| Calmar Ratio | 2.86 | 3.16 |
| Martin Ratio | 11.36 | 15.75 |
| Ulcer Index | 2.16% | 2.04% |
| Daily Std Dev | 11.51% | 11.24% |
| Max Drawdown | -14.70% | -33.37% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between MRSK and SCHD is 0.60, 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.
Performance
MRSK vs. SCHD - Performance Comparison
In the year-to-date period, MRSK achieves a 16.27% return, which is significantly lower than SCHD's 18.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MRSK vs. SCHD - Expense Ratio Comparison
MRSK has a 0.99% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
MRSK vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Agility Shares Managed Risk ETF (MRSK) and Schwab US Dividend Equity ETF (SCHD). 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
MRSK vs. SCHD - Dividend Comparison
MRSK's dividend yield for the trailing twelve months is around 0.52%, less than SCHD's 3.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRSK Agility Shares Managed Risk ETF | 0.52% | 0.60% | 1.11% | 14.20% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.35% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
MRSK vs. SCHD - Drawdown Comparison
The maximum MRSK drawdown since its inception was -14.70%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for MRSK and SCHD. For additional features, visit the drawdowns tool.
Volatility
MRSK vs. SCHD - Volatility Comparison
Agility Shares Managed Risk ETF (MRSK) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.35% and 3.41%, 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.