MTUM vs. SCHG

In the year-to-date period, MTUM achieves a 13.14% return, which is significantly higher than SCHG's -0.36% return. Over the past 10 years, MTUM has underperformed SCHG with an annualized return of 14.02%, while SCHG has yielded a comparatively higher 15.99% annualized return.

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MTUM has a 0.15% expense ratio, which is higher than SCHG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Momentum Factor ETF (MTUM) 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 MTUM Sharpe Ratio is 1.06, which is higher than the SCHG Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of MTUM 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.

MTUM's dividend yield for the trailing twelve months is around 0.82%, more than SCHG's 0.41% yield.

The maximum MTUM drawdown since its inception was -34.08%, roughly equal to the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MTUM and SCHG.

The current volatility for iShares Edge MSCI USA Momentum Factor ETF (MTUM) is 5.00%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.71%. This indicates that MTUM 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.