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

Correlation

The correlation between TFII and SCHG is 0.36, 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

TFII vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TFI International Inc (TFII) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TFII:

-0.80

SCHG:

0.74

Sortino Ratio

TFII:

-1.01

SCHG:

1.21

Omega Ratio

TFII:

0.85

SCHG:

1.17

Calmar Ratio

TFII:

-0.60

SCHG:

0.82

Martin Ratio

TFII:

-1.32

SCHG:

2.74

Ulcer Index

TFII:

24.50%

SCHG:

7.03%

Daily Std Dev

TFII:

40.26%

SCHG:

25.25%

Max Drawdown

TFII:

-73.66%

SCHG:

-34.59%

Current Drawdown

TFII:

-42.56%

SCHG:

-5.09%

Returns By Period

In the year-to-date period, TFII achieves a -31.70% return, which is significantly lower than SCHG's -0.90% return. Over the past 10 years, TFII has outperformed SCHG with an annualized return of 21.92%, while SCHG has yielded a comparatively lower 15.88% annualized return.


TFII

YTD

-31.70%

1M

15.59%

6M

-37.43%

1Y

-31.99%

5Y*

30.17%

10Y*

21.92%

SCHG

YTD

-0.90%

1M

12.52%

6M

-0.43%

1Y

18.49%

5Y*

19.64%

10Y*

15.88%

*Annualized

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Risk-Adjusted Performance

TFII vs. SCHG — Risk-Adjusted Performance Rank

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

TFII
The Risk-Adjusted Performance Rank of TFII is 1111
Overall Rank
The Sharpe Ratio Rank of TFII is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of TFII is 1212
Sortino Ratio Rank
The Omega Ratio Rank of TFII is 1010
Omega Ratio Rank
The Calmar Ratio Rank of TFII is 1313
Calmar Ratio Rank
The Martin Ratio Rank of TFII is 1111
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 7070
Overall Rank
The Sharpe Ratio Rank of SCHG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 6868
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.

TFII vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TFI International Inc (TFII) 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.


The current TFII Sharpe Ratio is -0.80, which is lower than the SCHG Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of TFII 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.


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Dividends

TFII vs. SCHG - Dividend Comparison

TFII's dividend yield for the trailing twelve months is around 1.85%, more than SCHG's 0.41% yield.


TTM20242023202220212020201920182017201620152014
TFII
TFI International Inc
1.85%1.22%1.07%1.16%0.86%1.54%2.38%2.53%2.43%2.02%3.03%2.12%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.41%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

TFII vs. SCHG - Drawdown Comparison

The maximum TFII drawdown since its inception was -73.66%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for TFII and SCHG. For additional features, visit the drawdowns tool.


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Volatility

TFII vs. SCHG - Volatility Comparison

TFI International Inc (TFII) has a higher volatility of 13.81% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 7.83%. This indicates that TFII'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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