Correlation
The correlation between TEPIX and SCHG is 0.87, 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.
TEPIX vs. SCHG
Compare and contrast key facts about ProFunds Technology UltraSector Fund (TEPIX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
TEPIX is managed by ProFunds. It was launched on Jun 18, 2000. 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: TEPIX or SCHG.
Performance
TEPIX vs. SCHG - Performance Comparison
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Key characteristics
TEPIX:
0.17
SCHG:
0.68
TEPIX:
0.42
SCHG:
0.98
TEPIX:
1.06
SCHG:
1.13
TEPIX:
0.08
SCHG:
0.63
TEPIX:
0.23
SCHG:
2.07
TEPIX:
13.14%
SCHG:
7.13%
TEPIX:
45.92%
SCHG:
25.37%
TEPIX:
-90.16%
SCHG:
-34.59%
TEPIX:
-10.37%
SCHG:
-5.20%
Returns By Period
In the year-to-date period, TEPIX achieves a -4.46% return, which is significantly lower than SCHG's -1.01% return. Over the past 10 years, TEPIX has outperformed SCHG with an annualized return of 29.32%, while SCHG has yielded a comparatively lower 15.84% annualized return.
TEPIX
-4.46%
14.65%
-5.64%
7.66%
20.50%
29.69%
29.32%
SCHG
-1.01%
8.42%
-0.61%
17.19%
21.07%
18.23%
15.84%
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TEPIX vs. SCHG - Expense Ratio Comparison
TEPIX has a 1.48% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
TEPIX vs. SCHG — Risk-Adjusted Performance Rank
TEPIX
SCHG
TEPIX vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Technology UltraSector Fund (TEPIX) 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.
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Dividends
TEPIX vs. SCHG - Dividend Comparison
TEPIX's dividend yield for the trailing twelve months is around 10.82%, more than SCHG's 0.41% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEPIX ProFunds Technology UltraSector Fund | 10.82% | 10.34% | 0.37% | 0.00% | 6.68% | 2.31% | 0.00% | 0.23% | 4.61% | 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
TEPIX vs. SCHG - Drawdown Comparison
The maximum TEPIX drawdown since its inception was -90.16%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for TEPIX and SCHG.
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Volatility
TEPIX vs. SCHG - Volatility Comparison
ProFunds Technology UltraSector Fund (TEPIX) has a higher volatility of 9.56% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.75%. This indicates that TEPIX'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.
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