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

Correlation

The correlation between TMFC and SCHG is 0.98, 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.


-0.50.00.51.01.0

Performance

TMFC vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool 100 Index ETF (TMFC) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

160.00%170.00%180.00%190.00%200.00%210.00%220.00%JulyAugustSeptemberOctoberNovemberDecember
213.42%
213.85%
TMFC
SCHG

Key characteristics

Sharpe Ratio

TMFC:

2.37

SCHG:

2.22

Sortino Ratio

TMFC:

3.10

SCHG:

2.86

Omega Ratio

TMFC:

1.43

SCHG:

1.40

Calmar Ratio

TMFC:

3.33

SCHG:

3.13

Martin Ratio

TMFC:

14.01

SCHG:

12.34

Ulcer Index

TMFC:

2.68%

SCHG:

3.14%

Daily Std Dev

TMFC:

15.88%

SCHG:

17.45%

Max Drawdown

TMFC:

-33.06%

SCHG:

-34.59%

Current Drawdown

TMFC:

-2.76%

SCHG:

-2.75%

Returns By Period

The year-to-date returns for both investments are quite close, with TMFC having a 36.34% return and SCHG slightly higher at 37.04%.


TMFC

YTD

36.34%

1M

2.99%

6M

13.51%

1Y

36.38%

5Y*

19.94%

10Y*

N/A

SCHG

YTD

37.04%

1M

3.40%

6M

12.88%

1Y

37.14%

5Y*

20.24%

10Y*

16.77%

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TMFC vs. SCHG - Expense Ratio Comparison

TMFC has a 0.50% expense ratio, which is higher than SCHG's 0.04% expense ratio.


TMFC
Motley Fool 100 Index ETF
Expense ratio chart for TMFC: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
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

TMFC vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool 100 Index ETF (TMFC) 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 TMFC, currently valued at 2.37, compared to the broader market0.002.004.002.372.22
The chart of Sortino ratio for TMFC, currently valued at 3.10, compared to the broader market-2.000.002.004.006.008.0010.003.102.86
The chart of Omega ratio for TMFC, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.431.40
The chart of Calmar ratio for TMFC, currently valued at 3.33, compared to the broader market0.005.0010.0015.003.333.13
The chart of Martin ratio for TMFC, currently valued at 14.01, compared to the broader market0.0020.0040.0060.0080.00100.0014.0112.34
TMFC
SCHG

The current TMFC Sharpe Ratio is 2.37, which is comparable to the SCHG Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of TMFC 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.37
2.22
TMFC
SCHG

Dividends

TMFC vs. SCHG - Dividend Comparison

TMFC's dividend yield for the trailing twelve months is around 0.40%, less than SCHG's 0.41% yield.


TTM20232022202120202019201820172016201520142013
TMFC
Motley Fool 100 Index ETF
0.40%0.26%0.27%0.23%0.42%0.50%0.62%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.41%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%

Drawdowns

TMFC vs. SCHG - Drawdown Comparison

The maximum TMFC drawdown since its inception was -33.06%, roughly equal to the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for TMFC and SCHG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.76%
-2.75%
TMFC
SCHG

Volatility

TMFC vs. SCHG - Volatility Comparison

The current volatility for Motley Fool 100 Index ETF (TMFC) is 4.59%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.07%. This indicates that TMFC 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
4.59%
5.07%
TMFC
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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