Correlation
The correlation between NAVFX and SCHG is 0.95, 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.
NAVFX vs. SCHG
Compare and contrast key facts about Sector Rotation Fund (NAVFX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
NAVFX is managed by Nottingham. It was launched on Dec 30, 2009. 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: NAVFX or SCHG.
Performance
NAVFX vs. SCHG - Performance Comparison
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Key characteristics
NAVFX:
0.55
SCHG:
0.58
NAVFX:
0.93
SCHG:
1.05
NAVFX:
1.14
SCHG:
1.15
NAVFX:
0.57
SCHG:
0.70
NAVFX:
2.13
SCHG:
2.29
NAVFX:
5.50%
SCHG:
7.11%
NAVFX:
20.62%
SCHG:
25.38%
NAVFX:
-30.79%
SCHG:
-34.59%
NAVFX:
-4.44%
SCHG:
-5.37%
Returns By Period
In the year-to-date period, NAVFX achieves a 1.05% return, which is significantly higher than SCHG's -1.19% return. Over the past 10 years, NAVFX has underperformed SCHG with an annualized return of 8.48%, while SCHG has yielded a comparatively higher 15.86% annualized return.
NAVFX
1.05%
7.99%
-2.09%
11.35%
12.56%
11.63%
8.48%
SCHG
-1.19%
8.99%
0.03%
14.53%
20.78%
18.19%
15.86%
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NAVFX vs. SCHG - Expense Ratio Comparison
NAVFX has a 1.97% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
NAVFX vs. SCHG — Risk-Adjusted Performance Rank
NAVFX
SCHG
NAVFX vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sector Rotation Fund (NAVFX) 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.
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Dividends
NAVFX vs. SCHG - Dividend Comparison
NAVFX's dividend yield for the trailing twelve months is around 6.95%, more than SCHG's 0.41% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NAVFX Sector Rotation Fund | 6.95% | 7.02% | 1.66% | 7.79% | 5.16% | 1.15% | 8.54% | 10.05% | 9.49% | 2.96% | 3.13% | 18.96% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
Drawdowns
NAVFX vs. SCHG - Drawdown Comparison
The maximum NAVFX drawdown since its inception was -30.79%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for NAVFX and SCHG.
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Volatility
NAVFX vs. SCHG - Volatility Comparison
The current volatility for Sector Rotation Fund (NAVFX) is 5.21%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.75%. This indicates that NAVFX 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.
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