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SHRAX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SHRAX and SCHD is 0.75, 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.


-0.50.00.51.00.7

Performance

SHRAX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Aggressive Growth Fund (SHRAX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025
-3.11%
4.55%
SHRAX
SCHD

Key characteristics

Sharpe Ratio

SHRAX:

-0.21

SCHD:

1.09

Sortino Ratio

SHRAX:

-0.10

SCHD:

1.62

Omega Ratio

SHRAX:

0.98

SCHD:

1.19

Calmar Ratio

SHRAX:

-0.09

SCHD:

1.58

Martin Ratio

SHRAX:

-0.65

SCHD:

4.35

Ulcer Index

SHRAX:

7.40%

SCHD:

2.89%

Daily Std Dev

SHRAX:

23.28%

SCHD:

11.53%

Max Drawdown

SHRAX:

-57.84%

SCHD:

-33.37%

Current Drawdown

SHRAX:

-54.11%

SCHD:

-4.37%

Returns By Period

In the year-to-date period, SHRAX achieves a 4.87% return, which is significantly higher than SCHD's 2.42% return. Over the past 10 years, SHRAX has underperformed SCHD with an annualized return of -6.35%, while SCHD has yielded a comparatively higher 11.52% annualized return.


SHRAX

YTD

4.87%

1M

4.87%

6M

-3.11%

1Y

-2.92%

5Y*

-9.68%

10Y*

-6.35%

SCHD

YTD

2.42%

1M

2.42%

6M

4.55%

1Y

14.19%

5Y*

12.00%

10Y*

11.52%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SHRAX vs. SCHD - Expense Ratio Comparison

SHRAX has a 1.11% expense ratio, which is higher than SCHD's 0.06% expense ratio.


SHRAX
ClearBridge Aggressive Growth Fund
Expense ratio chart for SHRAX: current value at 1.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.11%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

SHRAX vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SHRAX
The Risk-Adjusted Performance Rank of SHRAX is 33
Overall Rank
The Sharpe Ratio Rank of SHRAX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of SHRAX is 33
Sortino Ratio Rank
The Omega Ratio Rank of SHRAX is 33
Omega Ratio Rank
The Calmar Ratio Rank of SHRAX is 33
Calmar Ratio Rank
The Martin Ratio Rank of SHRAX is 22
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4747
Overall Rank
The Sharpe Ratio Rank of SCHD is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 4242
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 5656
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SHRAX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Aggressive Growth Fund (SHRAX) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratio
The chart of Sharpe ratio for SHRAX, currently valued at -0.21, compared to the broader market-1.000.001.002.003.004.00-0.211.09
The chart of Sortino ratio for SHRAX, currently valued at -0.10, compared to the broader market0.002.004.006.008.0010.0012.00-0.101.62
The chart of Omega ratio for SHRAX, currently valued at 0.98, compared to the broader market1.002.003.004.000.981.19
The chart of Calmar ratio for SHRAX, currently valued at -0.09, compared to the broader market0.005.0010.0015.0020.00-0.091.58
The chart of Martin ratio for SHRAX, currently valued at -0.65, compared to the broader market0.0020.0040.0060.0080.00-0.654.35
SHRAX
SCHD

The current SHRAX Sharpe Ratio is -0.21, which is lower than the SCHD Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of SHRAX and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025
-0.21
1.09
SHRAX
SCHD

Dividends

SHRAX vs. SCHD - Dividend Comparison

SHRAX has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.56%.


TTM20242023202220212020201920182017201620152014
SHRAX
ClearBridge Aggressive Growth Fund
0.00%0.00%0.15%0.00%0.00%0.18%0.48%0.25%0.19%0.36%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.56%3.64%3.49%3.39%2.78%3.16%2.98%3.07%2.63%2.89%2.97%2.62%

Drawdowns

SHRAX vs. SCHD - Drawdown Comparison

The maximum SHRAX drawdown since its inception was -57.84%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SHRAX and SCHD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025
-54.11%
-4.37%
SHRAX
SCHD

Volatility

SHRAX vs. SCHD - Volatility Comparison

ClearBridge Aggressive Growth Fund (SHRAX) has a higher volatility of 4.87% compared to Schwab US Dividend Equity ETF (SCHD) at 3.56%. This indicates that SHRAX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025
4.87%
3.56%
SHRAX
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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