Correlation
The correlation between TRI and SCHG is 0.59, 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.
TRI vs. SCHG
Compare and contrast key facts about Thomson Reuters Corp (TRI) and Schwab U.S. Large-Cap Growth ETF (SCHG).
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: TRI or SCHG.
Performance
TRI vs. SCHG - Performance Comparison
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Key characteristics
TRI:
0.99
SCHG:
0.68
TRI:
1.38
SCHG:
0.98
TRI:
1.17
SCHG:
1.13
TRI:
1.40
SCHG:
0.63
TRI:
3.97
SCHG:
2.07
TRI:
4.20%
SCHG:
7.13%
TRI:
19.13%
SCHG:
25.37%
TRI:
-56.30%
SCHG:
-34.59%
TRI:
0.00%
SCHG:
-5.20%
Returns By Period
In the year-to-date period, TRI achieves a 24.69% return, which is significantly higher than SCHG's -1.01% return. Over the past 10 years, TRI has outperformed SCHG with an annualized return of 20.53%, while SCHG has yielded a comparatively lower 15.84% annualized return.
TRI
24.69%
7.30%
23.00%
16.97%
29.50%
27.01%
20.53%
SCHG
-1.01%
7.20%
-0.61%
17.22%
21.07%
18.23%
15.84%
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Risk-Adjusted Performance
TRI vs. SCHG — Risk-Adjusted Performance Rank
TRI
SCHG
TRI vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thomson Reuters Corp (TRI) 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
TRI vs. SCHG - Dividend Comparison
TRI's dividend yield for the trailing twelve months is around 1.14%, more than SCHG's 0.41% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRI Thomson Reuters Corp | 1.14% | 1.35% | 4.53% | 1.56% | 1.35% | 1.86% | 2.01% | 2.36% | 3.49% | 3.42% | 3.90% | 3.60% |
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
TRI vs. SCHG - Drawdown Comparison
The maximum TRI drawdown since its inception was -56.30%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for TRI and SCHG.
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Volatility
TRI vs. SCHG - Volatility Comparison
The current volatility for Thomson Reuters Corp (TRI) is 4.31%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.75%. This indicates that TRI 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.
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