NTB vs. SCHG
Compare and contrast key facts about The Bank of N.T. Butterfield & Son Limited (NTB) and Schwab U.S. Large-Cap Growth ETF (SCHG).
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: NTB or SCHG.
Key characteristics
| NTB | SCHG | |
|---|---|---|
| YTD Return | 14.50% | 12.87% |
| 1Y Return | 56.87% | 40.41% |
| 3Y Return (Ann) | 2.37% | 12.26% |
| 5Y Return (Ann) | 4.12% | 18.88% |
| 10Y Return (Ann) | 18.62% | 16.06% |
| Sharpe Ratio | 2.06 | 2.60 |
| Daily Std Dev | 29.03% | 15.77% |
| Max Drawdown | -97.62% | -34.59% |
| Current Drawdown | -89.90% | 0.00% |
Correlation
The correlation between NTB and SCHG is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
NTB vs. SCHG - Performance Comparison
In the year-to-date period, NTB achieves a 14.50% return, which is significantly higher than SCHG's 12.87% return. Over the past 10 years, NTB has outperformed SCHG with an annualized return of 18.62%, while SCHG has yielded a comparatively lower 16.06% annualized 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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Risk-Adjusted Performance
NTB vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Bank of N.T. Butterfield & Son Limited (NTB) 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
NTB vs. SCHG - Dividend Comparison
NTB's dividend yield for the trailing twelve months is around 4.93%, more than SCHG's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTB The Bank of N.T. Butterfield & Son Limited | 4.93% | 5.50% | 5.90% | 4.62% | 5.65% | 4.75% | 4.85% | 3.53% | 0.95% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 0.82% | 1.22% | 1.09% | 1.07% |
Drawdowns
NTB vs. SCHG - Drawdown Comparison
The maximum NTB drawdown since its inception was -97.62%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for NTB and SCHG. For additional features, visit the drawdowns tool.
Volatility
NTB vs. SCHG - Volatility Comparison
The Bank of N.T. Butterfield & Son Limited (NTB) has a higher volatility of 6.26% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.03%. This indicates that NTB'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.