SGDJ vs. SCHB
Compare and contrast key facts about Sprott Junior Gold Miners ETF (SGDJ) and Schwab U.S. Broad Market ETF (SCHB).
SGDJ and SCHB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SGDJ is a passively managed fund by Sprott that tracks the performance of the Solactive Junior Gold Miners Custom Factors Index. It was launched on Mar 31, 2015. SCHB is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Broad Stock Market Total Return Index. It was launched on Nov 3, 2009. Both SGDJ and SCHB 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: SGDJ or SCHB.
Key characteristics
| SGDJ | SCHB | |
|---|---|---|
| YTD Return | 18.98% | 27.74% |
| 1Y Return | 33.29% | 37.90% |
| 3Y Return (Ann) | -6.53% | 10.69% |
| 5Y Return (Ann) | 5.22% | 17.51% |
| Sharpe Ratio | 0.94 | 3.07 |
| Sortino Ratio | 1.47 | 4.05 |
| Omega Ratio | 1.18 | 1.57 |
| Calmar Ratio | 0.70 | 4.48 |
| Martin Ratio | 4.20 | 19.73 |
| Ulcer Index | 7.80% | 1.94% |
| Daily Std Dev | 35.03% | 12.47% |
| Max Drawdown | -59.27% | -35.27% |
| Current Drawdown | -27.24% | -1.16% |
Correlation
The correlation between SGDJ and SCHB is 0.20, 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
SGDJ vs. SCHB - Performance Comparison
In the year-to-date period, SGDJ achieves a 18.98% return, which is significantly lower than SCHB's 27.74% 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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SGDJ vs. SCHB - Expense Ratio Comparison
SGDJ has a 0.50% expense ratio, which is higher than SCHB's 0.03% expense ratio.
Risk-Adjusted Performance
SGDJ vs. SCHB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Gold Miners ETF (SGDJ) and Schwab U.S. Broad Market ETF (SCHB). 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
SGDJ vs. SCHB - Dividend Comparison
SGDJ's dividend yield for the trailing twelve months is around 3.82%, more than SCHB's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGDJ Sprott Junior Gold Miners ETF | 3.82% | 4.55% | 2.45% | 2.20% | 1.97% | 0.65% | 0.00% | 0.14% | 1.77% | 0.85% | 0.00% | 0.00% |
SCHB Schwab U.S. Broad Market ETF | 1.19% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 1.86% | 2.00% | 1.72% | 1.63% |
Drawdowns
SGDJ vs. SCHB - Drawdown Comparison
The maximum SGDJ drawdown since its inception was -59.27%, which is greater than SCHB's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for SGDJ and SCHB. For additional features, visit the drawdowns tool.
Volatility
SGDJ vs. SCHB - Volatility Comparison
Sprott Junior Gold Miners ETF (SGDJ) has a higher volatility of 8.95% compared to Schwab U.S. Broad Market ETF (SCHB) at 4.04%. This indicates that SGDJ's price experiences larger fluctuations and is considered to be riskier than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.