Correlation
The correlation between RAFE and SCHG is 0.90, 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.
RAFE vs. SCHG
Compare and contrast key facts about PIMCO RAFI ESG U.S. ETF (RAFE) and Schwab U.S. Large-Cap Growth ETF (SCHG).
RAFE and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RAFE is a passively managed fund by PIMCO that tracks the performance of the RAFI ESG US Index. It was launched on Dec 18, 2019. 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. Both RAFE and SCHG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RAFE or SCHG.
Performance
RAFE vs. SCHG - Performance Comparison
Loading data...
Key characteristics
RAFE:
0.53
SCHG:
0.68
RAFE:
0.78
SCHG:
0.98
RAFE:
1.11
SCHG:
1.13
RAFE:
0.49
SCHG:
0.63
RAFE:
1.81
SCHG:
2.07
RAFE:
4.44%
SCHG:
7.13%
RAFE:
16.82%
SCHG:
25.37%
RAFE:
-35.74%
SCHG:
-34.59%
RAFE:
-4.93%
SCHG:
-5.20%
Returns By Period
In the year-to-date period, RAFE achieves a 0.69% return, which is significantly higher than SCHG's -1.01% return.
RAFE
0.69%
3.47%
-3.73%
8.86%
8.88%
13.45%
N/A
SCHG
-1.01%
8.42%
-0.61%
17.19%
21.07%
18.23%
15.84%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RAFE vs. SCHG - Expense Ratio Comparison
RAFE has a 0.30% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
RAFE vs. SCHG — Risk-Adjusted Performance Rank
RAFE
SCHG
RAFE vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAFI ESG U.S. ETF (RAFE) 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.
Loading data...
Dividends
RAFE vs. SCHG - Dividend Comparison
RAFE's dividend yield for the trailing twelve months is around 1.81%, more than SCHG's 0.41% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RAFE PIMCO RAFI ESG U.S. ETF | 1.81% | 1.79% | 1.81% | 2.22% | 1.42% | 2.36% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
RAFE vs. SCHG - Drawdown Comparison
The maximum RAFE drawdown since its inception was -35.74%, roughly equal to the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for RAFE and SCHG.
Loading data...
Volatility
RAFE vs. SCHG - Volatility Comparison
The current volatility for PIMCO RAFI ESG U.S. ETF (RAFE) is 4.58%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.75%. This indicates that RAFE 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.
Loading data...