TOKE vs. SCHG
Compare and contrast key facts about Cambria Cannabis ETF (TOKE) and Schwab U.S. Large-Cap Growth ETF (SCHG).
TOKE and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TOKE is an actively managed fund by Cambria. It was launched on Jul 25, 2019. 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: TOKE or SCHG.
Performance
TOKE vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, TOKE achieves a -3.49% return, which is significantly lower than SCHG's 32.97% return.
TOKE
-3.49%
-12.23%
-10.97%
2.27%
-16.32%
N/A
SCHG
32.97%
4.60%
14.88%
38.45%
20.43%
16.46%
Key characteristics
| TOKE | SCHG | |
|---|---|---|
| Sharpe Ratio | 0.07 | 2.26 |
| Sortino Ratio | 0.34 | 2.95 |
| Omega Ratio | 1.05 | 1.41 |
| Calmar Ratio | 0.03 | 3.11 |
| Martin Ratio | 0.24 | 12.34 |
| Ulcer Index | 9.46% | 3.12% |
| Daily Std Dev | 33.93% | 16.99% |
| Max Drawdown | -79.46% | -34.59% |
| Current Drawdown | -77.18% | -1.19% |
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TOKE vs. SCHG - Expense Ratio Comparison
TOKE has a 0.42% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Correlation
The correlation between TOKE and SCHG is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
TOKE vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Cannabis ETF (TOKE) 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.
Dividends
TOKE vs. SCHG - Dividend Comparison
TOKE's dividend yield for the trailing twelve months is around 4.61%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TOKE Cambria Cannabis ETF | 4.61% | 4.21% | 2.12% | 3.54% | 4.33% | 2.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
TOKE vs. SCHG - Drawdown Comparison
The maximum TOKE drawdown since its inception was -79.46%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for TOKE and SCHG. For additional features, visit the drawdowns tool.
Volatility
TOKE vs. SCHG - Volatility Comparison
Cambria Cannabis ETF (TOKE) has a higher volatility of 16.71% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.49%. This indicates that TOKE'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.