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SMCWX vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SMCWX and SCHG is 0.84, 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.


-0.50.00.51.00.8

Performance

SMCWX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds SMALLCAP World Fund Class A (SMCWX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
2.45%
11.36%
SMCWX
SCHG

Key characteristics

Sharpe Ratio

SMCWX:

0.37

SCHG:

2.05

Sortino Ratio

SMCWX:

0.59

SCHG:

2.68

Omega Ratio

SMCWX:

1.07

SCHG:

1.37

Calmar Ratio

SMCWX:

0.17

SCHG:

2.91

Martin Ratio

SMCWX:

1.79

SCHG:

11.49

Ulcer Index

SMCWX:

2.96%

SCHG:

3.13%

Daily Std Dev

SMCWX:

14.40%

SCHG:

17.49%

Max Drawdown

SMCWX:

-61.27%

SCHG:

-34.59%

Current Drawdown

SMCWX:

-26.86%

SCHG:

-3.88%

Returns By Period

In the year-to-date period, SMCWX achieves a 2.90% return, which is significantly lower than SCHG's 35.44% return. Over the past 10 years, SMCWX has underperformed SCHG with an annualized return of 4.43%, while SCHG has yielded a comparatively higher 16.66% annualized return.


SMCWX

YTD

2.90%

1M

-0.90%

6M

2.10%

1Y

4.01%

5Y*

2.42%

10Y*

4.43%

SCHG

YTD

35.44%

1M

3.33%

6M

10.58%

1Y

35.25%

5Y*

19.99%

10Y*

16.66%

Compare stocks, funds, or ETFs

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


SMCWX vs. SCHG - Expense Ratio Comparison

SMCWX has a 1.02% expense ratio, which is higher than SCHG's 0.04% expense ratio.


SMCWX
American Funds SMALLCAP World Fund Class A
Expense ratio chart for SMCWX: current value at 1.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.02%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

SMCWX vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds SMALLCAP World Fund Class A (SMCWX) 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.


Sharpe ratio
The chart of Sharpe ratio for SMCWX, currently valued at 0.37, compared to the broader market-1.000.001.002.003.004.000.372.05
The chart of Sortino ratio for SMCWX, currently valued at 0.59, compared to the broader market-2.000.002.004.006.008.0010.000.592.68
The chart of Omega ratio for SMCWX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.501.071.37
The chart of Calmar ratio for SMCWX, currently valued at 0.17, compared to the broader market0.005.0010.0015.000.172.91
The chart of Martin ratio for SMCWX, currently valued at 1.79, compared to the broader market0.0020.0040.0060.001.7911.49
SMCWX
SCHG

The current SMCWX Sharpe Ratio is 0.37, which is lower than the SCHG Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of SMCWX and SCHG, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.37
2.05
SMCWX
SCHG

Dividends

SMCWX vs. SCHG - Dividend Comparison

SMCWX has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.42%.


TTM20232022202120202019201820172016201520142013
SMCWX
American Funds SMALLCAP World Fund Class A
0.00%0.64%0.00%0.00%0.00%0.00%0.00%0.00%0.35%0.00%10.48%4.95%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.42%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%

Drawdowns

SMCWX vs. SCHG - Drawdown Comparison

The maximum SMCWX drawdown since its inception was -61.27%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SMCWX and SCHG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.86%
-3.88%
SMCWX
SCHG

Volatility

SMCWX vs. SCHG - Volatility Comparison

The current volatility for American Funds SMALLCAP World Fund Class A (SMCWX) is 4.48%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.05%. This indicates that SMCWX 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.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.48%
5.05%
SMCWX
SCHG
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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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